# EDGAR Filing Document

**Accession Number:** 0001498612
**File Stem:** 0001752724-25-211805
**Filing Date:** 2025-8
**Character Count:** 140555
**Document Hash:** fc87be228854748afc4c7c41331c1a53
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211805.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211805

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Select Preferred & Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001498612

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22455
- **FILM NUMBER:** 251273683

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Cohen & Steers Preferred & Income Fund, Inc.
- **DATE OF NAME CHANGE:** 20100810

## 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 Select Preferred & Income Fund, Inc.

- **b. Investment Company Act file number:** 811-22455

- **c. CIK number of Registrant:** 0001498612

- **d. LEI of Registrant:** OEZWCTDD06SJTYUH4E15

- **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 Select Preferred & Income Fund, Inc.

- **c. LEI of Series:** OEZWCTDD06SJTYUH4E15

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $393749323.71

**Total Liabilities:** $134438125.60

**Net Assets:** $259311198.11

**Delayed Delivery Securities:** $3996947.78

**Cash Not Reported:** $283301.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -345.98000000 | **1-Year:** -13407.76000000 | **5-Year:** -41325.78000000 | **10-Year:** -40523.02000000 | **30-Year:** -24322.70000000

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

- **3-Month:** -287.11000000 | **1-Year:** -10525.98000000 | **5-Year:** -41010.01000000 | **10-Year:** -28433.05000000 | **30-Year:** -17994.66000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.42%               | 1.42%                | 3.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91926.69                | $-3752406.43                               |
| Month 2  | $12935.88                | $4497439.43                                |
| Month 3  | $13806.80                | $6134257.98                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANCO BPM SPA                                              | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $718732.12    | 0.28%             | 2030-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1763660.58   | 0.68%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1887805.80   | 0.73%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1280000 | PA      | $1291764.56   | 0.50%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B79590006 IRS USD R V USD-SOFR-OIS / Short: B79590006 IRS USD P F  3.85000 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   5000000 | OU      | $-90234.69    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                       | Telephone and Data Systems Inc                                                   | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22067 | NS      | $390585.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $4230190.40   | 1.63%             | 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        |   1135000 | PA      | $1161849.25   | 0.45%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     20457 | NS      | $390933.27    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1251817.20   | 0.48%             | 2030-03-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                      | Fidelis Insurance Holdings Ltd                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $413685.20    | 0.16%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $232500.00    | 0.09%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2007000 | PA      | $1994731.93   | 0.77%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2410169.56   | 0.93%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1125916.44   | 0.43%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                              | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2360000 | PA      | $2330751.58   | 0.90%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD                                     | Axis Capital Holdings Ltd                                                        | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |     20396 | NS      | $404656.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH FINANCE IRELAND 2                                   | Zurich Finance Ireland II DAC                                                    | CUSIP: 000000000<br>LEI: 213800KA6D8H8QF8PN62 | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1640260.00   | 0.63%             | 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        |   1200000 | PA      | $1166314.08   | 0.45%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                  | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     21052 | NS      | $540615.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $377497.84    | 0.15%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $818403.25    | 0.32%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2066831.25   | 0.80%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2018013.14   | 0.78%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $729213.36    | 0.28%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2192859.05   | 0.85%             | 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        |   1976000 | PA      | $2018263.79   | 0.78%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1960872.43   | 0.76%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     14280 | NS      | $367424.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                   | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     30378 | NS      | $481795.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $788216.80    | 0.30%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF              | Vanguard Intermediate-Term Corporate Bond ETF                                    | CUSIP: 92206C870<br>LEI: VKDXEYNPEMWGHJ22MR31 | Long             | EC               | RF                | US        |      8984 | NS      | $744953.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1720833.65   | 0.66%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2656083.38   | 1.02%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $464701.53    | 0.18%             | 2032-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     24724 | NS      | $505111.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    714000 | PA      | $719820.53    | 0.28%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3409000 | PA      | $3539063.58   | 1.36%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1970000 | PA      | $1981240.82   | 0.76%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                    | Piraeus Financial Holdings SA                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |    500000 | PA      | $611903.56    | 0.24%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1220578.23   | 0.47%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $486774.88    | 0.19%             | 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        |   3752000 | PA      | $3485267.21   | 1.34%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2456182.44   | 0.95%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    966000 | PA      | $998080.86    | 0.38%             | 2029-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1931839.06   | 0.74%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339463.41    | 0.13%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $784784.08    | 0.30%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                   | MetLife Capital Trust IV                                                         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2828000 | PA      | $3107259.34   | 1.20%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194756.78    | 0.08%             | 2027-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Barclays Bank PLC                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    880000 | PA      | $948200.00    | 0.37%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1630000 | PA      | $1674847.12   | 0.65%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    800000 | PA      | $951214.00    | 0.37%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1204341.43   | 0.46%             | 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        |   1000000 | PA      | $1058874.00   | 0.41%             | 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        |   1000000 | PA      | $1265417.02   | 0.49%             | 2031-09-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1421562.62   | 0.55%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $667292.82    | 0.26%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    555000 | PA      | $554545.01    | 0.21%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     54821 | NS      | $1325023.57   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKINTER SA                                               | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $472829.39    | 0.18%             | 2030-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    986000 | PA      | $981797.35    | 0.38%             | 2077-08-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    636000 | PA      | $643804.36    | 0.25%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $407223.60    | 0.16%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1441000 | PA      | $1438673.04   | 0.55%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500428.65    | 0.19%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     22999 | NS      | $501838.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    108157 | NS      | $2059309.28   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                                    | Lancashire Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $382036.88    | 0.15%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $3030.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1094713.15   | 0.42%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1605184.00   | 0.62%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     26502 | NS      | $488166.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1858055.82   | 0.72%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                 | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $290815.80    | 0.11%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                   | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $3201798.40   | 1.23%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $998210.00    | 0.38%             | 2030-08-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                           | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     26920 | NS      | $642580.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2524000 | PA      | $2464102.70   | 0.95%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                     | Arch Capital Group Ltd                                                           | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     64738 | NS      | $1085656.26   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     34555 | NS      | $884262.45    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1630632.00   | 0.63%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $724015.59    | 0.28%             | 2030-03-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                         | Voya Financial Inc                                                               | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    314000 | PA      | $332328.18    | 0.13%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $2605.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3161000 | PA      | $3268190.27   | 1.26%             | 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        |   1000000 | PA      | $1184411.71   | 0.46%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1468978.00   | 0.57%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   1250000 | PA      | $1280277.50   | 0.49%             | 2030-01-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1943444.09   | 0.75%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $200869.00    | 0.08%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1208559.70   | 0.47%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1868000 | PA      | $1979422.46   | 0.76%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    866000 | PA      | $869259.97    | 0.34%             | 2030-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-9623.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1741171.49   | 0.67%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORP                                       | Regency Centers Corp                                                             | CUSIP: 758849871<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               |  | US        |     60000 | NS      | $1347600.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR FINANCE LLC                                         | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1188464.39   | 0.46%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                                 | Federal Agricultural Mortgage Corp                                               | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |     27286 | NS      | $497969.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4187420.20   | 1.61%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                    | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     68570 | NS      | $1796534.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1153712.06   | 0.44%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2543692.80   | 0.98%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    392000 | PA      | $376586.40    | 0.15%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-4811.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     42994 | NS      | $743796.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    972000 | PA      | $972829.99    | 0.38%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $398498.00    | 0.15%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1876303.29   | 0.72%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                    | Brookfield BRP Holdings Canada Inc                                               | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     25091 | NS      | $395183.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3266000 | PA      | $3644424.89   | 1.41%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2843994.40   | 1.10%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC                                     | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1304170.49   | 0.50%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VIII                                             | SCE Trust VIII                                                                   | CUSIP: 80620A208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     39949 | NS      | $855707.58    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    515000 | PA      | $530320.74    | 0.20%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     22513 | NS      | $382270.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    238000 | PA      | $235709.42    | 0.09%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     40615 | NS      | $727414.65    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $579279.85    | 0.22%             | 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        |   2225000 | PA      | $2222983.26   | 0.86%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $259001.90    | 0.10%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                      | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     25187 | NS      | $490894.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2614151.83   | 1.01%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                           | United States Cellular Corp                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     16610 | NS      | $340837.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                     | ILFC E-Capital Trust I                                                           | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $581176.97    | 0.22%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2594769.60   | 1.00%             | 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        |   1065000 | PA      | $957805.62    | 0.37%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    605000 | PA      | $629063.81    | 0.24%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    844000 | PA      | $870434.08    | 0.34%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    767000 | PA      | $742945.34    | 0.29%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560263.62    | 0.22%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                            | Truist Financial Corp                                                            | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    872000 | PA      | $865864.96    | 0.33%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-245655.58   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1420000 | PA      | $1466365.84   | 0.57%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    779000 | PA      | $772751.37    | 0.30%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                            | Nordea Bank Abp                                                                  | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $302475.00    | 0.12%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-159025.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     29861 | NS      | $515102.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746906 IRS USD R V USD-SOFR-OIS / Short: B70746906 IRS USD P F  3.58750 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15000000 | OU      | $-135902.40   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B0806904S IRS USD R V USD-SOFR-OIS / Short: B0806904S IRS USD P F  1.18100 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  39000000 | OU      | $1288235.74   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| CTO REALTY GROWTH INC                                      | CTO Realty Growth Inc                                                            | CUSIP: 22948Q200<br>LEI: N/A                  | Long             | EP               |  | US        |     21968 | NS      | $442215.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1383761.32   | 0.53%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                    | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    800000 | PA      | $946985.46    | 0.37%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1211864.40   | 0.47%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $811585.60    | 0.31%             | 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        |    600000 | PA      | $693076.71    | 0.27%             | 2027-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    249000 | PA      | $279450.58    | 0.11%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1228500.87   | 0.47%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                              | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $993601.37    | 0.38%             | 2031-12-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3800000 | PA      | $4403861.80   | 1.70%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    970000 | PA      | $995575.02    | 0.38%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1571839.68   | 0.61%             | 2030-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                         | Alpha Services and Holdings SA                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    800000 | PA      | $1003530.27   | 0.39%             | 2030-06-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                         | First Horizon Bank                                                               | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |      1537 | NS      | $1137380.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $859144.80    | 0.33%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2340181.80   | 0.90%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $2010257.99   | 0.78%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1221750.00   | 0.47%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1327760.40   | 0.51%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2152000 | PA      | $2274689.82   | 0.88%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1288949.90   | 0.50%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3275000 | PA      | $2921711.67   | 1.13%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    932000 | PA      | $924249.81    | 0.36%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   1370000 | PA      | $1387259.26   | 0.53%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     34003 | NS      | $551528.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1672208.96   | 0.64%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    940000 | PA      | $919327.86    | 0.35%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     30867 | NS      | $717966.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1104241.55   | 0.43%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                         | Alpha Services and Holdings SA                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $415178.00    | 0.16%             | 2028-02-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                               | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $242333.07    | 0.09%             | 2031-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2767628.50   | 1.07%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    960000 | PA      | $959235.07    | 0.37%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    926000 | PA      | $943034.96    | 0.36%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1636620.80   | 0.63%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                      | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $952169.31    | 0.37%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                    | Brookfield BRP Holdings Canada Inc                                               | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     34274 | NS      | $554210.58    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     37149 | NS      | $925010.10    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                              | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $469079.97    | 0.18%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                     | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     18619 | NS      | $484652.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                                       | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1379919.66   | 0.53%             | 2025-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                     | Arch Capital Group Ltd                                                           | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     26770 | NS      | $549052.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1227814.48   | 0.47%             | 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        |    730000 | PA      | $748146.02    | 0.29%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201255.80    | 0.08%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VII                                              | SCE Trust VII                                                                    | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     70570 | NS      | $1568065.40   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                   | RenaissanceRe Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |     38291 | NS      | $595425.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $710317.04    | 0.27%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3805656.30   | 1.47%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3179907.00   | 1.23%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     13924 | NS      | $237404.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1516905.95   | 0.58%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3038677.20   | 1.17%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2045439.30   | 0.79%             | 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        |   2373000 | PA      | $2423222.17   | 0.93%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |    839000 | PA      | $874657.50    | 0.34%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    765000 | PA      | $778290.35    | 0.30%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                          | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1958000 | PA      | $1965982.04   | 0.76%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    771000 | PA      | $769671.04    | 0.30%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                         | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     24832 | NS      | $500364.80    | 0.19%             |  |  |  | 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        |     35500 | NS      | $915190.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1187617.99   | 0.46%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1280948.75   | 0.49%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |    900000 | PA      | $908121.60    | 0.35%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1340000 | PA      | $1379989.78   | 0.53%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $585087.12    | 0.23%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                        | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     38549 | NS      | $972591.27    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC                                        | Carlyle Finance LLC                                                              | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20655 | NS      | $345971.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    385000 | PA      | $399268.87    | 0.15%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2369947.48   | 0.91%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $623911.80    | 0.24%             | 2027-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    301000 | PA      | $296855.83    | 0.11%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   2534000 | PA      | $2544698.55   | 0.98%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    128936 | NS      | $3332995.60   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-49043.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1404787.06   | 0.54%             | 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        |    178000 | PA      | $172344.21    | 0.07%             | 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        |    400000 | PA      | $422841.60    | 0.16%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1872067.41   | 0.72%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1250177.04   | 0.48%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1688359.11   | 0.65%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-35987.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                              | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $998062.27    | 0.38%             | 2029-10-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERG SVCS HLDGS                                    | Eurobank Ergasias Services and Holdings SA                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | DBT              | CORP              | GR        |   1400000 | PA      | $1661751.71   | 0.64%             | 2031-06-04      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2744574.38   | 1.06%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201037.00    | 0.08%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1154032.30   | 0.45%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1749010.94   | 0.67%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006793.00   | 0.39%             | 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        |     16299 | NS      | $433716.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1356651.40   | 0.52%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1028754.00   | 0.40%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     56086 | NS      | $984870.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NIPPON LIFE INSURANCE                                      | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2693433.60   | 1.04%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592589 IRS USD R V USD-SOFR-OIS / Short: B70592589 IRS USD P F  3.65500 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15000000 | OU      | $-164887.35   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $204086.50    | 0.08%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1358399.30   | 0.52%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1183300.89   | 0.46%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     41859 | NS      | $1046056.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                   | Affiliated Managers Group Inc                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      3021 | NS      | $61416.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1701281.83   | 0.66%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1772654.00   | 0.68%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    951245 | NS      | $951245.39    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     26524 | NS      | $502895.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O'LAKES INC                                           | Land O' Lakes Inc                                                                | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $922625.00    | 0.36%             | 2028-09-18      | 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        |   4300000 | PA      | $4538336.10   | 1.75%             | 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        |   1947000 | PA      | $1894720.71   | 0.73%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $837553.77    | 0.32%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1657083.28   | 0.64%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                               | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1586211.73   | 0.61%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                   | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     37356 | NS      | $926428.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $543477.73    | 0.21%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1353673.35   | 0.52%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                       | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     50675 | NS      | $816374.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5653377S IRS USD R V USD-SOFR-OIS / Short: B5653377S IRS USD P F   .54800 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  30000000 | OU      | $297042.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                   | United States Cellular Corp                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     26813 | NS      | $633591.19    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                           | United States Cellular Corp                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     17894 | NS      | $367005.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHORA NETHERLANDS                                         | Athora Netherlands NV                                                            | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $730433.95    | 0.28%             | 2031-05-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1090724.61   | 0.42%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                                                | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191122.00    | 0.07%             | 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        |     56175 | NS      | $960592.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5753719S IRS USD R V USD-SOFR-OIS / Short: B5753719S IRS USD P F   .93000 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $2296625.24   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2951970.00   | 1.14%             | 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        |   1000000 | PA      | $1033500.00   | 0.40%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1398128.54   | 0.54%             | 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        |   2000000 | PA      | $2013778.00   | 0.78%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                  | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $585088.51    | 0.23%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                   | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    171000 | PA      | $172065.50    | 0.07%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1164683.25   | 0.45%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $3165789.00   | 1.22%             | 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        |   2350000 | PA      | $2389471.70   | 0.92%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $577391.58    | 0.22%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $850368.80    | 0.33%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1213888.80   | 0.47%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital III                                      | Citigroup Capital III                                                            | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4595834.29   | 1.77%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1790000 | PA      | $1740970.50   | 0.67%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1633150 | PA      | $2195098.64   | 0.85%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1614203.20   | 0.62%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                           | Land O' Lakes Inc                                                                | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1029003.83   | 0.40%             | 2027-04-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376621.89    | 0.15%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    711000 | PA      | $748336.63    | 0.29%             | 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        |   1200000 | PA      | $1205871.60   | 0.47%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1701950.40   | 0.66%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901017.45    | 0.35%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2171038.10   | 0.84%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                                         | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1038561.48   | 0.40%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1051427.00   | 0.41%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    899000 | PA      | $899416.69    | 0.35%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1402000 | PA      | $1505267.93   | 0.58%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1592473.43   | 0.61%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1984057.02   | 0.77%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200326.20    | 0.08%             | 2025-12-15      | Fixed         | 6.12%                 | 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        |   2745410 | NS      | $2745410.41   | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161737.54    | 0.06%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     22887 | NS      | $575836.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1094871.47   | 0.42%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                           | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $622506.12    | 0.24%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $343691.02    | 0.13%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $271046.97    | 0.10%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     35451 | NS      | $636699.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1054237.59   | 0.41%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                     | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     34619 | NS      | $890400.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                      | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   1000000 | PA      | $981963.80    | 0.38%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     64419 | NS      | $1213009.77   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON Funding Co LLC                                       | AEGON Funding Co LLC                                                             | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     35748 | NS      | $697800.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     25879 | NS      | $489630.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                                   | Brookfield Infrastructure Partners LP                                            | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     32166 | NS      | $538137.18    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1583886.40   | 0.61%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    445000 | PA      | $436264.29    | 0.17%             | 2029-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $480603.86    | 0.19%             | 2032-10-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1263992.52   | 0.49%             | 2031-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1247891.47   | 0.48%             | 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        |   1472000 | PA      | $1353045.91   | 0.52%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    496000 | PA      | $489502.65    | 0.19%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1525000 | PA      | $1589556.30   | 0.61%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                                                   | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     33707 | NS      | $615489.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $995484.60    | 0.38%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1729242.11   | 0.67%             | 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        |   3200000 | PA      | $3500716.80   | 1.35%             | 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        |    200000 | PA      | $254490.22    | 0.10%             | 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        |   1700000 | PA      | $1723801.70   | 0.66%             | 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        |   3200000 | PA      | $3350102.40   | 1.29%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**Name of Applicant:** Cohen & Steers Select Preferred & Income Fund, Inc.

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer