# EDGAR Filing Document

**Accession Number:** 0001224450
**File Stem:** 0001752724-23-047982
**Filing Date:** 2023-2
**Character Count:** 145917
**Document Hash:** 218de1f6f6e36d354dff187d02922e83
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047982.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047982

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COHEN & STEERS REIT & PREFERRED & INCOME FUND INC
- **CENTRAL INDEX KEY:** 0001224450
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21326
- **FILM NUMBER:** 23686851

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2128323232

**MAIL ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COHEN & STEERS REIT & PREFERRED INCOME FUND INC
- **DATE OF NAME CHANGE:** 20190311

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COHEN & STEERS REIT & PREFERRED & INCOME FUND INC
- **DATE OF NAME CHANGE:** 20190128

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COHEN & STEERS REIT & PREFERRED INCOME FUND INC
- **DATE OF NAME CHANGE:** 20030506

## 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 REIT & PREFERRED & INCOME FUND INC

- **b. Investment Company Act file number:** 811-21326

- **c. CIK number of Registrant:** 0001224450

- **d. LEI of Registrant:** Y2PROTN9284X1BRB7064

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

  - **Street Address 1:** 280 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** COHEN & STEERS REIT & PREFERRED & INCOME FUND INC

- **c. LEI of Series:** Y2PROTN9284X1BRB7064

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1414173311.36

**Total Liabilities:** $454904157.22

**Net Assets:** $959269154.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -681.36000000 | **1-Year:** -22174.85000000 | **5-Year:** -55336.63000000 | **10-Year:** -75538.63000000 | **30-Year:** -80580.11000000

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

- **3-Month:** -553.60000000 | **1-Year:** -22191.48000000 | **5-Year:** -53495.11000000 | **10-Year:** -100554.55000000 | **30-Year:** -127413.16000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 13.41%               | 6.56%                | -6.93%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3094895.49             | $17214978.49                               |
| Month 2  | $-871662.57              | $57494580.08                               |
| Month 3  | $7782610.64              | $-51282585.07                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1778338.52   | 0.19%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                         | AIB Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2009719.68   | 0.21%             | 2025-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                  | Telephone and Data Systems Inc                                                                                                     | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    157363 | NS      | $2061455.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                          | Comerica Inc                                                                                                                       | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1673602.00   | 0.17%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $5930775.00   | 0.62%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                             | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4700000 | PA      | $3380087.02   | 0.35%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                                  | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   9014000 | PA      | $7814865.51   | 0.81%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD PROPERTY PART                              | Brookfield Property Partners LP                                                                                                    | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     92000 | NS      | $1399320.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcanada Trust                                     | Transcanada Trust                                                                                                                  | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2733000 | PA      | $2589517.50   | 0.27%             | 2075-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                                   | CUSIP: 015857709<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     74199 | NS      | $1706577.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | American Express Co                                                                                                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1561480.00   | 0.16%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                                | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4489750.50   | 0.47%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                                 | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $812237.76    | 0.08%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   9950000 | PA      | $8737343.75   | 0.91%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                         | Welltower Inc                                                                                                                      | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |    718427 | NS      | $47092889.85  | 4.91%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                                | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2407000 | PA      | $2191063.02   | 0.23%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                          | ING Groep NV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2230000 | PA      | $1728238.85   | 0.18%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                       | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1377512.60   | 0.14%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                                | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2275382.98   | 0.24%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                                           | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1441088.46   | 0.15%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $3106811.38   | 0.32%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                              | Highwoods Properties Inc                                                                                                           | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |    188322 | NS      | $5269249.56   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                                    | Realty Income Corp                                                                                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |    716040 | NS      | $45418417.20  | 4.73%             |  |  |  | No            |                  1 | On Loan: —       |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3892546.75   | 0.41%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $6686100.00   | 0.70%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4587051.25   | 0.48%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                     | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     59056 | NS      | $1358878.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                                     | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    112980 | NS      | $2852745.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                              | Brookfield Infrastructure Finance ULC                                                                                              | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     81825 | NS      | $1259286.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                               | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3168635.40   | 0.33%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $1699819.20   | 0.18%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $2966710.82   | 0.31%             | 2024-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                             | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     51202 | NS      | $963109.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1718918.50   | 0.18%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5330000 | PA      | $4857777.78   | 0.51%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Preferred & Income Securities ETF             | iShares Preferred & Income Securities ETF                                                                                          | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |    158129 | NS      | $4827678.37   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                               | UDR Inc                                                                                                                            | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |    481228 | NS      | $18637960.44  | 1.94%             |  |  |  | No            |                  1 | On Loan: —       |
| MARKEL CORP                                           | Markel Corp                                                                                                                        | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1593593.75   | 0.17%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                       | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2085133.97   | 0.22%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                               | KeyCorp                                                                                                                            | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     48892 | NS      | $1199320.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $3969539.00   | 0.41%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | REALTY INCOME CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -286 | NC      | $-1430.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                | AXIS Specialty Finance LLC                                                                                                         | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1212752.38   | 0.13%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9996000 | PA      | $9624757.26   | 1.00%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACWEST BANCORP                                       | PacWest Bancorp                                                                                                                    | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |     67621 | NS      | $1690525.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                               | Kyobo Life Insurance Co Ltd                                                                                                        | CUSIP: 501555AB2<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |   1800000 | PA      | $1669500.00   | 0.17%             | 2027-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | PROLOGIS INC                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -161 | NC      | $-18515.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Capital Trust IV                              | MetLife Capital Trust IV                                                                                                           | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2781000 | PA      | $3010732.43   | 0.31%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                              | Banco Bilbao Vizcaya Argentaria SA                                                                                                 | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2880017.07   | 0.30%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ventas Inc                                            | Ventas Inc                                                                                                                         | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |    113310 | NS      | $5104615.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                                | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1517004.70   | 0.16%             | 2031-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                              | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1166175.00   | 0.12%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1598182.80   | 0.17%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                                | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11572000 | PA      | $11534564.58  | 1.20%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                                                                                 | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4290000 | PA      | $3189920.92   | 0.33%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED GBP / SOLD USD                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $1153.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7035210.00   | 0.73%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                          | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     63000 | NS      | $6292377.00   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4799287.50   | 0.50%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                          | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   2875000 | PA      | $2630625.00   | 0.27%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust Inc                            | Americold Realty Trust Inc                                                                                                         | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               |  | US        |    583096 | NS      | $16507447.76  | 1.72%             |  |  |  | No            |                  1 | On Loan: —       |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                                  | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5800000 | PA      | $5370490.92   | 0.56%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                               | Lancashire Holdings Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   2400000 | PA      | $1890508.80   | 0.20%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                                     | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2083350.94   | 0.22%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                           | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6266000 | PA      | $6087419.00   | 0.63%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                             | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $1581818.55   | 0.16%             | 2025-09-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NY COMMUNITY BANCORP INC                              | New York Community Bancorp Inc                                                                                                     | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |     87121 | NS      | $1891396.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                | Regions Financial Corp                                                                                                             | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     72265 | NS      | $1646196.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     56777 | NS      | $1358105.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                                   | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   4368000 | PA      | $3544391.76   | 0.37%             | 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        |     67650 | NS      | $1168315.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                                 | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    128400 | NS      | $3305016.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2811419.67   | 0.29%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                   | Sun Communities Inc                                                                                                                | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |    124281 | NS      | $17772183.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: —       |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    192271 | NS      | $4691412.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5363000 | PA      | $5303104.89   | 0.55%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc                                | CenterPoint Energy Inc                                                                                                             | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $959437.50    | 0.10%             | 2023-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                  | Banco de Sabadell SA                                                                                                               | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $373479.83    | 0.04%             | 2026-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                                                                                | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4400000 | PA      | $4003195.46   | 0.42%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                              | Texas Capital Bancshares Inc                                                                                                       | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |    142300 | NS      | $2722199.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                          | Prologis Inc                                                                                                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |    636532 | NS      | $71756252.36  | 7.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                                   | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1708875.00   | 0.18%             | 2025-05-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                               | Abanca Corp Bancaria SA                                                                                                            | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1686189.17   | 0.18%             | 2026-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2381933.75   | 0.25%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                            | Federal Agricultural Mortgage Corp                                                                                                 | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |     93596 | NS      | $1679252.63   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1687410.00   | 0.18%             | 2026-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                 | American Homes 4 Rent                                                                                                              | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    227301 | NS      | $6850852.14   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1819422.80   | 0.19%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B32793199 IRS USD R V 01MLIBOR 132793199-2_FLO CCPVANILLA / Short: B32793199 IRS USD P F  1.24000 132793199-2_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  87500000 | OU      | $7437947.22   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                                | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1127877.36   | 0.12%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                                 | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3900000 | PA      | $3963180.00   | 0.41%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                               | QBE Insurance Group Ltd                                                                                                            | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   4200000 | PA      | $3969748.36   | 0.41%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                 | Julius Baer Group Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1911570.00   | 0.20%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                     | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2074000 | PA      | $2011232.07   | 0.21%             | 2024-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                               | Brookfield BRP Holdings Canada Inc                                                                                                 | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     78000 | NS      | $1081860.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191300.00   | 0.12%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                | Hartford Financial Services Group Inc/The                                                                                          | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1847186.00   | 0.19%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                | Regions Financial Corp                                                                                                             | CUSIP: 7591EP506<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     69345 | NS      | $1663586.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                         | UniCredit SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2600000 | PA      | $2494180.00   | 0.26%             | 2024-06-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $11158838.60  | 1.16%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5100000 | PA      | $6092705.92   | 0.64%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                 | Invesco Preferred ETF                                                                                                              | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |    189815 | NS      | $2122131.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX GRP HLD PLC                                   | Phoenix Group Holdings PLC                                                                                                         | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1107804.00   | 0.12%             | 2025-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                   | American Tower Corp                                                                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |    240157 | NS      | $50879662.02  | 5.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                                      | Societe Generale SA                                                                                                                | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1984637.18   | 0.21%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                        | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    127486 | NS      | $1851096.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD GBP                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-129755.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                | ILFC E-Capital Trust I                                                                                                             | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   3009000 | PA      | $1782832.50   | 0.19%             | 2065-12-21      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                                 | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $3231775.00   | 0.34%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1914000 | PA      | $1865102.51   | 0.19%             | 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        |    466000 | PA      | $313093.75    | 0.03%             | 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        |   3760000 | PA      | $3698900.00   | 0.39%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                                | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5190860.35   | 0.54%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                    | Athora Netherlands NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2305251.52   | 0.24%             | 2025-06-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEGACY GATEWAY JV LLC                                 | LEGACY GATEWAY JV LLC                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | US        |         0 | OU      | $15812129.98  | 1.65%             |  |  |  | No            |                  3 | On Loan: No      |
| TRUIST FIN CORP                                       | Truist Financial Corp                                                                                                              | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2005131.29   | 0.21%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     58471 | NS      | $1254202.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                     | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    157625 | NS      | $3937472.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3178271.04   | 0.33%             | 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        |   1870000 | PA      | $1845806.59   | 0.19%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1915000.00   | 0.20%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                                  | Lamar Advertising Co                                                                                                               | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |    107843 | NS      | $10180379.20  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                            | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    186577 | NS      | $4539418.41   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                      | Crown Castle Inc                                                                                                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |    192145 | NS      | $26062547.80  | 2.72%             |  |  |  | No            |                  1 | On Loan: —       |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2173500.00   | 0.23%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                                | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1665336.26   | 0.17%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                             | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2620702.11   | 0.27%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                                        | Public Storage                                                                                                                     | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |    120472 | NS      | $33755049.68  | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                             | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $5611337.76   | 0.58%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                    | First Horizon Bank                                                                                                                 | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |      2500 | NS      | $1975000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                                 | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2484000 | PA      | $2264911.20   | 0.24%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                       | SiriusPoint Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |     88800 | NS      | $2064600.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                     | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3971182.44   | 0.41%             | 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        |   5200000 | PA      | $5349308.74   | 0.56%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-575835.19   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                  | Telephone and Data Systems Inc                                                                                                     | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    139700 | NS      | $2056384.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BG LLH, LLC                                           | BG LLH, LLC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               |  | US        |     61114 | NS      | $5760041.63   | 0.60%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Host Hotels & Resorts Inc                             | Host Hotels & Resorts Inc                                                                                                          | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    787704 | NS      | $12642649.20  | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTH JERSEY INDUSTRIES                               | South Jersey Industries Inc                                                                                                        | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $810625.49    | 0.08%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4056000 | PA      | $4021973.45   | 0.42%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                              | Western Alliance Bancorp                                                                                                           | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     67626 | NS      | $1363340.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2817900.00   | 0.29%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                | Synovus Financial Corp                                                                                                             | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |     40897 | NS      | $889509.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                            | CoBank ACB                                                                                                                         | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2698900.00   | 0.28%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                          | NiSource Inc                                                                                                                       | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     64495 | NS      | $1566583.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL INC                                | Washington Federal Inc                                                                                                             | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     48643 | NS      | $858548.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                | CROWN CASTLE INC                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -125 | NC      | $-15000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZURICH FINANCE IRELAND                                | Zurich Finance Ireland Designated Activity Co                                                                                      | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $2691395.00   | 0.28%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4401004.99   | 0.46%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                       | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3537289.74   | 0.37%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                                | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $2954077.46   | 0.31%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                            | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    141111 | NS      | $3390897.33   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                                                                        | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3592000 | PA      | $4780628.72   | 0.50%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                           | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3779770.50   | 0.39%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                     | Kimco Realty Corp                                                                                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |    624356 | NS      | $13223860.08  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55883415 IRS USD R V 01MLIBOR 155883415_FLO CCPVANILLA / Short: B55883415 IRS USD P F   .66950 155883415_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 105000000 | OU      | $9635328.47   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                   | General Electric Co                                                                                                                | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2093686.70   | 0.22%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD BRP HOLDINGS                               | Brookfield BRP Holdings Canada Inc                                                                                                 | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     60941 | NS      | $876940.99    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS Energy Corp                                                                                                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1387934.85   | 0.14%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                      | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1375500.00   | 0.14%             | 2023-01-30      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                        | Commerzbank AG                                                                                                                     | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1901250.00   | 0.20%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                                  | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4700000 | PA      | $4634552.50   | 0.48%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                 | Dresdner Funding Trust I                                                                                                           | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   1235906 | PA      | $1280021.66   | 0.13%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                               | CNO Financial Group Inc                                                                                                            | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     58124 | NS      | $982876.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                                         | Banco BPM SpA                                                                                                                      | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $757082.68    | 0.08%             | 2027-04-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                              | Essex Property Trust Inc                                                                                                           | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |     20137 | NS      | $4267433.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                             | Spirit Realty Capital Inc                                                                                                          | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |    295869 | NS      | $11814049.17  | 1.23%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                              | Brighthouse Financial Inc                                                                                                          | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |    144000 | NS      | $2507040.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                                 | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    111530 | NS      | $2441391.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                 | Camden Property Trust                                                                                                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |    118466 | NS      | $13253976.08  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4020000.00   | 0.42%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-5094.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transcanada Trust                                     | Transcanada Trust                                                                                                                  | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   7002000 | PA      | $6673524.21   | 0.70%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4620000 | PA      | $4189036.56   | 0.44%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                             | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3289296.00   | 0.34%             | 2025-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                         | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $1890100.00   | 0.20%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                  | LXP Industrial Trust                                                                                                               | CUSIP: 529043309<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EP               |  | US        |     76536 | NS      | $3635460.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                           | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     89200 | NS      | $2160424.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                               | Reinsurance Group of America Inc                                                                                                   | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    168400 | NS      | $4369980.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                                  | Swiss Re Finance Luxembourg SA                                                                                                     | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1295378.00   | 0.14%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                       | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $680000.00    | 0.07%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                              | Apollo Management Holdings LP                                                                                                      | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1208942.19   | 0.13%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $2621002.80   | 0.27%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5483000 | PA      | $5389789.00   | 0.56%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                                   | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3071057.76   | 0.32%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3800000 | PA      | $3963635.76   | 0.41%             | 2025-05-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                                   | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2600000 | PA      | $2430797.77   | 0.25%             | 2025-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                     | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3265259.18   | 0.34%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3973000 | PA      | $3976966.33   | 0.41%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14512000 | PA      | $12607300.00  | 1.31%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                                 | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    135000 | NS      | $2970000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CoBank ACB                                            | CoBank ACB                                                                                                                         | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $4210481.00   | 0.44%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SIGNATURE BANK NEW YORK                               | Signature Bank/New York NY                                                                                                         | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |     95973 | NS      | $1475105.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                      | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $5961767.40   | 0.62%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3115269.67   | 0.32%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                              | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   6500000 | PA      | $5828875.00   | 0.61%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | REALTY INCOME CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       286 | NC      | $14300.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                             | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $783817.76    | 0.08%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                                                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7665000 | PA      | $8939714.49   | 0.93%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                                 | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3838200.00   | 0.40%             | 2024-09-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                           | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3481945.63   | 0.36%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     33133 | NS      | $816728.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1816581.69   | 0.19%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                       | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    672000 | PA      | $615400.86    | 0.06%             | 2024-04-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                                                                                    | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1600000 | PA      | $1524000.00   | 0.16%             | 2025-06-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                              | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    127200 | NS      | $3468744.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     55000 | NS      | $936650.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3544000 | PA      | $2870640.00   | 0.30%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                               | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4497000 | PA      | $3770507.85   | 0.39%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                                  | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $867904.31    | 0.09%             | 2028-09-12      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                                                                             | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $385222.40    | 0.04%             | 2047-01-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       408 | NS      | $10089.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                | Skandinaviska Enskilda Banken AB                                                                                                   | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $1731450.60   | 0.18%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                                 | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1789300.80   | 0.19%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BIP BERMUDA HOLDINGS I                                | BIP Bermuda Holdings I Ltd                                                                                                         | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |     14141 | NS      | $229084.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                                                                          | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $995784.76    | 0.10%             | 2032-01-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                   | VICI Properties Inc                                                                                                                | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     84617 | NS      | $2741590.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Enstar Group Ltd                                      | Enstar Group Ltd                                                                                                                   | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |    132981 | NS      | $2845793.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3283000 | PA      | $3195095.48   | 0.33%             | 2024-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETSTREIT Corp                                        | NETSTREIT Corp                                                                                                                     | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |    249581 | NS      | $4574819.73   | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Simon Property Group Inc                              | Simon Property Group Inc                                                                                                           | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |    308133 | NS      | $36199464.84  | 3.77%             |  |  |  | No            |                  1 | On Loan: —       |
| LAND O'LAKES INC                                      | Land O' Lakes Inc                                                                                                                  | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1454681.25   | 0.15%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | REALTY INCOME CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -286 | NC      | $-3432.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                          | Assurant Inc                                                                                                                       | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     31954 | NS      | $645151.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                              | HSBC Capital Funding Dollar 1 LP                                                                                                   | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   2367000 | PA      | $2852225.25   | 0.30%             | 2030-06-30      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                                 | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     33926 | NS      | $674109.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                          | Assurant Inc                                                                                                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2812690.89   | 0.29%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1028574.82   | 0.11%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                     | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    245702 | NS      | $5960730.52   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                                | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     65912 | NS      | $1130390.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                       | Ares Finance Co III LLC                                                                                                            | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $1788098.17   | 0.19%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1785375.00   | 0.19%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                      | Iccrea Banca SpA                                                                                                                   | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1294249.22   | 0.13%             | 2032-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1959880.00   | 0.20%             | 2024-02-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | VICI PROPERTIES INC                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -558 | NC      | $-64170.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR C                              | United States Cellular Corp                                                                                                        | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    119322 | NS      | $1905572.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                        | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     71578 | NS      | $1035017.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                               | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6831000 | PA      | $6024327.21   | 0.63%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-21253.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                | AMERICAN TOWER CORP                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -90 | NC      | $-25650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                                  | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2152500.00   | 0.22%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55886714 IRS USD R V 01MLIBOR 155886714_FLO CCPVANILLA / Short: B55886714 IRS USD P F   .76150 155886714_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  65000000 | OU      | $7263968.08   | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                                 | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     85266 | NS      | $1452932.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                                    | VODAFONE GROUP PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1440825.00   | 0.15%             | 2078-10-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIME COMMUNITY BANCSHARE                              | Dime Community Bancshares Inc                                                                                                      | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     89986 | NS      | $1662041.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                     | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7800000 | PA      | $7722000.00   | 0.80%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                                | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1102329.06   | 0.11%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                                | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $3002165.89   | 0.31%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                               | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2457054.70   | 0.26%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                             | Emera Inc                                                                                                                          | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  11667000 | PA      | $11246637.99  | 1.17%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1502626.40   | 0.16%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55885922 IRS USD R V 01MLIBOR 155885922_FLO CCPVANILLA / Short: B55885922 IRS USD P F  1.23700 155885922_FIX CCPVANILLA     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 105000000 | OU      | $11761885.34  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                                                                   | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2104500.00   | 0.22%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                       | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4800000 | PA      | $4734352.13   | 0.49%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                                | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3807125.00   | 0.40%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5800000 | PA      | $5649813.29   | 0.59%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Vodafone Group PLC                                    | Vodafone Group PLC                                                                                                                 | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1036993.70   | 0.11%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                     | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1324418.61   | 0.14%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp                            | Apartment Income REIT Corp                                                                                                         | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               |  | US        |    157962 | NS      | $5419676.22   | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| BROOKFIELD FINANCE INC                                | Brookfield Finance Inc                                                                                                             | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |     88400 | NS      | $1343680.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1451276.18   | 0.15%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                       | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3600000 | PA      | $3526434.00   | 0.37%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital III                                 | Citigroup Capital III                                                                                                              | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4991080.12   | 0.52%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                                  | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2592000 | PA      | $2219400.00   | 0.23%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                     | HSBC Holdings PLC                                                                                                                  | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1568964.58   | 0.16%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartment Communities Inc                 | Mid-America Apartment Communities Inc                                                                                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |    186380 | NS      | $29259796.20  | 3.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LAND O'LAKES INC                                      | Land O' Lakes Inc                                                                                                                  | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    945000 | PA      | $812700.00    | 0.08%             | 2027-04-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                              | Digital Realty Trust Inc                                                                                                           | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |    361471 | NS      | $36244697.17  | 3.78%             |  |  |  | No            |                  1 | On Loan: —       |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                                 | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     61393 | NS      | $1469748.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                | HEALTHCARE REALTY TRUST INC                                                                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      -797 | NC      | $-20074.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                        | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1278596.33   | 0.13%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3124041.45   | 0.33%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                       | Weyerhaeuser Co                                                                                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |    117855 | NS      | $3653505.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Extra Space Storage Inc                               | Extra Space Storage Inc                                                                                                            | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |    157625 | NS      | $23199247.50  | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                       | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3600478.39   | 0.38%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                       | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4012000 | PA      | $3689720.25   | 0.38%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2618261.55   | 0.27%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7312500.00   | 0.76%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                                                                        | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    790000 | PA      | $768743.69    | 0.08%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                   | Virgin Money UK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1091552.58   | 0.11%             | 2027-06-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund                                                                              | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   9415560 | NS      | $9415559.97   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                       | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $3837750.00   | 0.40%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                           | Healthcare Realty Trust Inc                                                                                                        | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    943233 | NS      | $18176099.91  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                               | Pebblebrook Hotel Trust                                                                                                            | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               |  | US        |     81600 | NS      | $1485120.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                           | Equinix Inc                                                                                                                        | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     41128 | NS      | $26940073.84  | 2.81%             |  |  |  | No            |                  1 | On Loan: —       |
| LA MONDIALE                                           | La Mondiale SAM                                                                                                                    | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |   1415000 | PA      | $1329923.13   | 0.14%             | 2047-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                                   | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    136356 | NS      | $2907109.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                                | Cousins Properties Inc                                                                                                             | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |    145326 | NS      | $3675294.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                       | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5800000 | PA      | $5151675.88   | 0.54%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                               | Nationwide Building Society                                                                                                        | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1087955.96   | 0.11%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1928550.00   | 0.20%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3588676.47   | 0.37%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                              | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   4000000 | PA      | $3357000.00   | 0.35%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                            | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     28801 | NS      | $747961.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                                   | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     60000 | NS      | $1103400.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                                                                           | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1914242.23   | 0.20%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                              | Brookfield Infrastructure Partners LP                                                                                              | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     93591 | NS      | $1502126.19   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                       | Global Atlantic Fin Co                                                                                                             | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4850000 | PA      | $3701921.53   | 0.39%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                  | Invitation Homes Inc                                                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |   1327912 | NS      | $39359311.68  | 4.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                                   | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2418000.00   | 0.25%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAIRY FARMERS OF AMERICA                              | Dairy Farmers of America Inc                                                                                                       | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |     82000 | NS      | $7303248.00   | 0.76%             |  |  |  | No            |                  3 | On Loan: —       |
| Options Clearing Corp.                                | DIGITAL REALTY TRUST INC                                                                                                           | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |      -187 | NC      | $-38709.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                            | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2040000 | PA      | $1960950.00   | 0.20%             | 2025-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                              | Electricite de France SA                                                                                                           | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1924381.31   | 0.20%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                           | Kemper Corp                                                                                                                        | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |     66750 | NS      | $1224862.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                                 | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    948000 | PA      | $927290.94    | 0.10%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                              | Brookfield Property Partners LP                                                                                                    | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    104400 | NS      | $1412532.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4170000.00   | 0.43%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-29

**Name of Applicant:** COHEN & STEERS REIT & PREFERRED & INCOME FUND INC

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer