# EDGAR Filing Document

**Accession Number:** 0001497778
**File Stem:** 0000940400-25-002914
**Filing Date:** 2025-9
**Character Count:** 118697
**Document Hash:** 32eae683d9f10e5912d76e475676cf09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002914.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000940400-25-002914

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST SERIES FUND
- **CENTRAL INDEX KEY:** 0001497778

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22452
- **FILM NUMBER:** 251349197

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Preferred Securities and Income Fund (Series ID: S000030198)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000092932 | Class A      | FPEAX           |
| C000092933 | Class C      | FPECX           |
| C000092934 | Class F      | FPEFX           |
| C000092935 | Class I      | FPEIX           |
| C000092936 | Class R3     | FPERX           |

## Nport-Ex

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments** 

**July 31, 2025 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **$25 PAR PREFERRED SECURITIES – 21.2%**  | **$25 PAR PREFERRED SECURITIES – 21.2%**  | **$25 PAR PREFERRED SECURITIES – 21.2%**  | **$25 PAR PREFERRED SECURITIES – 21.2%**  | **$25 PAR PREFERRED SECURITIES – 21.2%**  |
|  | **Automobiles – 0.3%**  |  |  |  |
| 10140 | Ford Motor Co. | 6.20<br> %<br>| 06/01/59 | $228758 |
| 20501 | Ford Motor Co. | 6.00<br> %<br>| 12/01/59 | 453277 |
|  |  |  |  | 682035 |
|  | **Banks – 1.1%**  |  |  |  |
| 35295 | Bank of America Corp., Series KK | 5.38<br> %<br>| (a) | 774019 |
| 276 | Bank of America Corp., Series NN | 4.38<br> %<br>| (a) | 4916 |
| 572 | Bank of America Corp., Series SS | 4.75<br> %<br>| (a) | 11194 |
| 2775 | JPMorgan Chase & Co., Series GG | 4.75<br> %<br>| (a) | 56499 |
| 9907 | JPMorgan Chase & Co., Series LL | 4.63<br> %<br>| (a) | 195267 |
| 7383 | Pinnacle Financial Partners, Inc., Series B | 6.75<br> %<br>| (a) | 187897 |
| 293 | Truist Financial Corp., Series R | 4.75<br> %<br>| (a) | 5675 |
| 11448 | US Bancorp, Series K | 5.50<br> %<br>| (a) | 264792 |
| 6741 | Wells Fargo & Co., Series Z | 4.75<br> %<br>| (a) | 129967 |
| 21400 | Wintrust Financial Corp., Series F (b) | 7.88<br> %<br>| (a) | 560680 |
|  |  |  |  | 2190906 |
|  | **Capital Markets – 3.8%**  |  |  |  |
| 10457 | Affiliated Managers Group, Inc.  | 5.88<br> %<br>| 03/30/59 | 222420 |
| 4000 | Affiliated Managers Group, Inc.  | 4.75<br> %<br>| 09/30/60 | 69680 |
| 22386 | Affiliated Managers Group, Inc.  | 4.20<br> %<br>| 09/30/61 | 347431 |
| 44561 | Affiliated Managers Group, Inc.  | 6.75<br> %<br>| 03/30/64 | 1082832 |
| 52972 | Bank of New York Mellon (The) Corp., Series K (b) | 6.15<br> %<br>| (a) | 1367737 |
| 9202 | Brookfield Oaktree Holdings, LLC, Series A | 6.63<br> %<br>| (a) | 201708 |
| 65222 | Carlyle Finance LLC | 4.63<br> %<br>| 05/15/61 | 1182475 |
| 8499 | DigitalBridge Group, Inc., Series H | 7.13<br> %<br>| (a) | 188168 |
| 36528 | DigitalBridge Group, Inc., Series I | 7.15<br> %<br>| (a) | 810191 |
| 22033 | DigitalBridge Group, Inc., Series J | 7.13<br> %<br>| (a) | 488692 |
| 34217 | KKR Group Finance Co., IX LLC | 4.63<br> %<br>| 04/01/61 | 617275 |
| 7 | Morgan Stanley, Series I | 6.38<br> %<br>| (a) | 175 |
| 4505 | Morgan Stanley, Series K | 5.85<br> %<br>| (a) | 107309 |
| 2344 | Morgan Stanley, Series P | 6.50<br> %<br>| (a) | 60006 |
| 16122 | Morgan Stanley, Series Q | 6.63<br> %<br>| (a) | 415303 |
| 645 | State Street Corp., Series G | 5.35<br> %<br>| (a) | 14538 |
| 22048 | TPG Operating Group II, L.P. | 6.95<br> %<br>| 03/15/64 | 572807 |
|  |  |  |  | 7748747 |
|  | **Consumer Finance – 0.0%**  |  |  |  |
| 2478 | Capital One Financial Corp., Series I | 5.00<br> %<br>| (a) | 48742 |
|  | **Diversified REITs – 0.2%**  |  |  |  |
| 16370 | Global Net Lease, Inc., Series A | 7.25<br> %<br>| (a) | 367998 |
|  | **Diversified Telecommunication Services – 0.6%**  |  |  |  |
| 19831 | AT&T, Inc. | 5.35<br> %<br>| 11/01/66 | 459683 |
| 14707 | AT&T, Inc., Series A | 5.00<br> %<br>| (a) | 300758 |
| 26186 | AT&T, Inc., Series C | 4.75<br> %<br>| (a) | 510627 |
|  |  |  |  | 1271068 |
|  | **Electric Utilities – 2.5%**  |  |  |  |
| 107578 | NextEra Energy Capital Holdings, Inc., Series U | 6.50<br> %<br>| 06/01/85 | 2700208 |
| 82162 | SCE Trust VII, Series M | 7.50<br> %<br>| (a) | 1900407 |
| 22992 | SCE Trust VIII, Series N | 6.95<br> %<br>| (a) | 515711 |
| 1195 | Southern (The) Co. | 5.25<br> %<br>| 12/01/77 | 26899 |

---

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  |
|  | **Electric Utilities (Continued)**  |  |  |  |
| 5252 | Southern (The) Co., Series 2020 | 4.95<br> %<br>| 01/30/80 | $108401 |
|  |  |  |  | 5251626 |
|  | **Financial Services – 1.4%**  |  |  |  |
| 35 | Apollo Global Management, Inc. (b) | 7.63<br> %<br>| 09/15/53 | 932 |
| 80878 | Corebridge Financial, Inc. | 6.38<br> %<br>| 12/15/64 | 1964527 |
| 42120 | Equitable Holdings, Inc., Series A | 5.25<br> %<br>| (a) | 871041 |
| 504 | Jackson Financial, Inc. (b) | 8.00<br> %<br>| (a) | 13195 |
| 2121 | Voya Financial, Inc., Series B (b) | 5.35<br> %<br>| (a) | 52283 |
|  |  |  |  | 2901978 |
|  | **Food Products – 0.0%**  |  |  |  |
| 1184 | CHS, Inc., Series 2 | 7.10<br> %<br>| (a) | 30287 |
|  | **Independent Power & Renewable Electricity Producers – 0.5%**  |  |  |  |
| 35878 | Brookfield BRP Holdings Canada, Inc. | 4.63<br> %<br>| (a) | 563284 |
| 21931 | Brookfield Renewable Partners, L.P., Series 17 | 5.25<br> %<br>| (a) | 408794 |
|  |  |  |  | 972078 |
|  | **Insurance – 6.5%**  |  |  |  |
| 69933 | AEGON Funding Co., LLC | 5.10<br> %<br>| 12/15/49 | 1402157 |
| 1105 | Allstate (The) Corp., Series H | 5.10<br> %<br>| (a) | 23901 |
| 27073 | American National Group, Inc. | 7.38<br> %<br>| (a) | 684947 |
| 4822 | AmTrust Financial Services, Inc. (c) | 7.25<br> %<br>| 06/15/55 | 78599 |
| 5383 | AmTrust Financial Services, Inc. (c) | 7.50<br> %<br>| 09/15/55 | 83975 |
| 18434 | Arch Capital Group Ltd., Series G | 4.55<br> %<br>| (a) | 320752 |
| 24468 | Aspen Insurance Holdings Ltd. | 5.63<br> %<br>| (a) | 502817 |
| 70607 | Aspen Insurance Holdings Ltd. | 5.63<br> %<br>| (a) | 1436852 |
| 8404 | Assurant, Inc. | 5.25<br> %<br>| 01/15/61 | 165811 |
| 55851 | Athene Holding Ltd. (b) | 7.25<br> %<br>| 03/30/64 | 1406328 |
| 30676 | Athene Holding Ltd., Series A (b) | 6.35<br> %<br>| (a) | 763526 |
| 42388 | Athene Holding Ltd., Series E (b) | 7.75<br> %<br>| (a) | 1113109 |
| 14000 | Axis Capital Holdings Ltd., Series E | 5.50<br> %<br>| (a) | 287980 |
| 23975 | CNO Financial Group, Inc. | 5.13<br> %<br>| 11/25/60 | 471348 |
| 45312 | Enstar Group Ltd., Series D (b) | 7.00<br> %<br>| (a) | 1042176 |
| 44886 | F&G Annuities & Life, Inc. | 7.95<br> %<br>| 12/15/53 | 1202496 |
| 87000 | F&G Annuities & Life, Inc. | 7.30<br> %<br>| 01/15/65 | 2097570 |
| 169 | MetLife, Inc., Series F | 4.75<br> %<br>| (a) | 3422 |
| 10700 | Phoenix (The) Cos., Inc. | 7.45<br> %<br>| 01/15/32 | 192600 |
| 1548 | Prudential Financial, Inc. | 5.63<br> %<br>| 08/15/58 | 37849 |
| 847 | Reinsurance Group of America, Inc. (b) | 7.13<br> %<br>| 10/15/52 | 21954 |
| 877 | Reinsurance Group of America, Inc. (b) | 5.75<br> %<br>| 06/15/56 | 21767 |
| 2571 | RenaissanceRe Holdings Ltd., Series G | 4.20<br> %<br>| (a) | 41419 |
| 1185 | W.R. Berkley Corp. | 5.10<br> %<br>| 12/30/59 | 23593 |
|  |  |  |  | 13426948 |
|  | **Multi-Utilities – 1.3%**  |  |  |  |
| 4183 | &nbsp;&nbsp; Algonquin Power & Utilities Corp.,Series 19-A, 3 Mo. CME Term <br> SOFR + CSA + 4.01% (d)<br>| 8.86<br> %<br>| 07/01/79 | 109302 |
| 28651 | Brookfield Infrastructure Finance ULC | 5.00<br> %<br>| 05/24/81 | 485348 |
| 28172 | Brookfield Infrastructure Partners, L.P., Series 13 | 5.13<br> %<br>| (a) | 476107 |
| 29027 | CMS Energy Corp. | 5.88<br> %<br>| 10/15/78 | 663267 |
| 14866 | CMS Energy Corp. | 5.88<br> %<br>| 03/01/79 | 345932 |
| 26819 | Sempra | 5.75<br> %<br>| 07/01/79 | 595113 |
|  |  |  |  | 2675069 |

---

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Shares** | **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  | **$25 PAR PREFERRED SECURITIES (Continued)**  |
|  | **Real Estate Management & Development – 0.7%**  |  |  |  |
| 52084 | Brookfield Property Partners, L.P., Series A | 5.75<br> %<br>| (a) | $676050 |
| 49646 | Brookfield Property Partners, L.P., Series A2 | 6.38<br> %<br>| (a) | 706463 |
| 6525 | Brookfield Property Preferred, L.P. | 6.25<br> %<br>| 07/26/81 | 106031 |
|  |  |  |  | 1488544 |
|  | **Specialized REITs – 0.1%**  |  |  |  |
| 2712 | National Storage Affiliates Trust, Series A | 6.00<br> %<br>| (a) | 61047 |
| 5675 | Public Storage, Series L | 4.63<br> %<br>| (a) | 107428 |
|  |  |  |  | 168475 |
|  | **Wireless Telecommunication Services – 2.2%**  |  |  |  |
| 25468 | United States Cellular Corp. | 6.25<br> %<br>| 09/01/69 | 650707 |
| 86880 | United States Cellular Corp. | 5.50<br> %<br>| 03/01/70 | 1926130 |
| 86539 | United States Cellular Corp. | 5.50<br> %<br>| 06/01/70 | 1943666 |
|  |  |  |  | 4520503 |
|  | **Total $25 Par Preferred Securities** | **Total $25 Par Preferred Securities** | **Total $25 Par Preferred Securities** | 43745004 |
|  | (Cost $47,029,284) |  |  |  |
| **$1,000 PAR PREFERRED SECURITIES – 2.2%** | **$1,000 PAR PREFERRED SECURITIES – 2.2%** | **$1,000 PAR PREFERRED SECURITIES – 2.2%** | **$1,000 PAR PREFERRED SECURITIES – 2.2%** | **$1,000 PAR PREFERRED SECURITIES – 2.2%** |
|  | **Banks – 2.2%**  |  |  |  |
| 3881 | Wells Fargo & Co., Series L | 7.50<br> %<br>| (a) | 4597200 |
|  | (Cost $5,133,780) |  |  |  |
| **Par**<br> **Amount**<br>| **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CAPITAL PREFERRED SECURITIES – 75.7%** | **CAPITAL PREFERRED SECURITIES – 75.7%** | **CAPITAL PREFERRED SECURITIES – 75.7%** | **CAPITAL PREFERRED SECURITIES – 75.7%** | **CAPITAL PREFERRED SECURITIES – 75.7%** |
|  | **Banks – 40.4%**  |  |  |  |
| $400000 | Banco Bilbao Vizcaya Argentaria S.A. (b) (e) | 7.75<br> %<br>| (a) | 415514 |
| 1300000 | Banco Bilbao Vizcaya Argentaria S.A. (b) (e) | 9.38<br> %<br>| (a) | 1445548 |
| 300000 | Banco de Credito e Inversiones S.A. (b) (e) (f) | 8.75<br> %<br>| (a) | 322632 |
| 200000 | Banco de Credito e Inversiones S.A. (b) (e) (g) | 8.75<br> %<br>| (a) | 215088 |
| 900000 | Banco Mercantil del Norte S.A. (b) (e) (f) | 7.50<br> %<br>| (a) | 902652 |
| 1000000 | Banco Mercantil del Norte S.A. (b) (e) (f) | 7.63<br> %<br>| (a) | 1010234 |
| 1100000 | Banco Mercantil del Norte S.A. (b) (e) (f) | 8.38<br> %<br>| (a) | 1162742 |
| 400000 | Banco Mercantil del Norte S.A. (b) (e) (f) | 8.75<br> %<br>| (a) | 410156 |
| 1100000 | Banco Santander S.A. (b) (e) | 8.00<br> %<br>| (a) | 1185027 |
| 800000 | Banco Santander S.A. (b) (e) | 9.63<br> %<br>| (a) | 895095 |
| 1800000 | Banco Santander S.A. (b) (e) | 9.63<br> %<br>| (a) | 2130429 |
| 5645000 | Bank of America Corp. (b) | 6.63<br> %<br>| (a) | 5794892 |
| 2200000 | Bank of Montreal (b) | 7.70<br> %<br>| 05/26/84 | 2307039 |
| 1100000 | Bank of Montreal (b) | 7.30<br> %<br>| 11/26/84 | 1143708 |
| 310000 | Bank of Montreal, Series 6 (b) | 6.88<br> %<br>| 11/26/85 | 311395 |
| 1500000 | Bank of Nova Scotia (The) (b) | 8.63<br> %<br>| 10/27/82 | 1596933 |
| 1500000 | Bank of Nova Scotia (The) (b) | 8.00<br> %<br>| 01/27/84 | 1602771 |
| 1200000 | Bank of Nova Scotia (The) (b) | 7.35<br> %<br>| 04/27/85 | 1227963 |
| 550000 | Barclays PLC (b) (e) | 4.38<br> %<br>| (a) | 523991 |
| 200000 | Barclays PLC (b) (e) | 7.63<br> %<br>| (a) | 204233 |
| 4000000 | Barclays PLC (b) (e) | 8.00<br> %<br>| (a) | 4249368 |
| 1100000 | Barclays PLC (b) (e) | 9.63<br> %<br>| (a) | 1245288 |
| 650000 | BBVA Bancomer S.A. (b) (e) (f) | 5.88<br> %<br>| 09/13/34 | 641543 |
| 500000 | BBVA Bancomer S.A. (b) (e) (f) | 7.63<br> %<br>| 02/11/35 | 514922 |
| 1300000 | BBVA Bancomer S.A. (b) (e) (f) | 8.45<br> %<br>| 06/29/38 | 1386817 |
| 2150000 | BNP Paribas S.A. (b) (e) (f) | 4.63<br> %<br>| (a) | 1931311 |
| 400000 | BNP Paribas S.A. (b) (e) (f) | 7.38<br> %<br>| (a) | 412215 |

---

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par**<br> **Amount**<br>| **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** |
|  | **Banks (Continued)**  |  |  |  |
| $1340000 | BNP Paribas S.A. (b) (e) (f) | 7.75<br> %<br>| (a) | $1420638 |
| 1140000 | BNP Paribas S.A. (b) (e) (f) | 8.00<br> %<br>| (a) | 1222616 |
| 2650000 | BNP Paribas S.A. (b) (e) (f) | 8.50<br> %<br>| (a) | 2832275 |
| 300000 | Canadian Imperial Bank of Commerce (b) | 6.95<br> %<br>| 01/28/85 | 302363 |
| 1500000 | Canadian Imperial Bank of Commerce (b) | 7.00<br> %<br>| 10/28/85 | 1517250 |
| 700000 | Citigroup, Inc., Series BB (b) | 7.20<br> %<br>| (a) | 721827 |
| 903000 | Citigroup, Inc., Series DD (b) | 7.00<br> %<br>| (a) | 940441 |
| 900000 | Citigroup, Inc., Series FF (b) | 6.95<br> %<br>| (a) | 909542 |
| 1300000 | Citigroup, Inc., Series GG (b) | 6.88<br> %<br>| (a) | 1314300 |
| 500000 | CoBank ACB (b) | 7.25<br> %<br>| (a) | 515307 |
| 29000 | CoBank ACB, Series I (b) | 6.25<br> %<br>| (a) | 29179 |
| 865000 | CoBank ACB, Series K (b) | 6.45<br> %<br>| (a) | 872645 |
| 1400000 | Commerzbank AG (b) (e) (g) | 7.50<br> %<br>| (a) | 1451191 |
| 3200000 | Credit Agricole S.A. (b) (e) (f) | 6.70<br> %<br>| (a) | 3209200 |
| 300000 | Farm Credit Bank of Texas (b) | 7.75<br> %<br>| (a) | 311448 |
| 600000 | Farm Credit Bank of Texas, Series 3 (b) (f) | 6.20<br> %<br>| (a) | 598500 |
| 260000 | Farm Credit Bank of Texas, Series 6 (b) | 7.00<br> %<br>| (a) | 264550 |
| 760000 | HSBC Holdings PLC (b) (e) | 6.88<br> %<br>| (a) | 785195 |
| 1800000 | HSBC Holdings PLC (b) (e) | 6.95<br> %<br>| (a) | 1851192 |
| 1100000 | HSBC Holdings PLC (b) (e) | 7.05<br> %<br>| (a) | 1123509 |
| 2000000 | HSBC Holdings PLC (b) (e) | 8.00<br> %<br>| (a) | 2119682 |
| 1000000 | ING Groep N.V. (b) (e) (g) | 7.25<br> %<br>| (a) | 1033077 |
| 1457000 | ING Groep N.V. (b) (e) (g) | 8.00<br> %<br>| (a) | 1575596 |
| 3350000 | JPMorgan Chase & Co., Series NN (b) | 6.88<br> %<br>| (a) | 3509704 |
| 325000 | JPMorgan Chase & Co., Series OO (b) | 6.50<br> %<br>| (a) | 333965 |
| 2490000 | Lloyds Banking Group PLC (b) (e) | 8.00<br> %<br>| (a) | 2665610 |
| 258000 | NatWest Group PLC (b) (e) | 8.13<br> %<br>| (a) | 283307 |
| 532000 | PNC Financial Services Group (The), Inc., Series U (b) | 6.00<br> %<br>| (a) | 534351 |
| 1650000 | PNC Financial Services Group (The), Inc., Series W (b) | 6.25<br> %<br>| (a) | 1672912 |
| 2250000 | Royal Bank of Canada (b) | 6.35<br> %<br>| 11/24/84 | 2149566 |
| 1200000 | Royal Bank of Canada (b) | 6.75<br> %<br>| 08/24/85 | 1216200 |
| 1500000 | Societe Generale S.A. (b) (e) (f) | 9.38<br> %<br>| (a) | 1609189 |
| 1200000 | Societe Generale S.A. (b) (e) (f) | 10.00<br> %<br>| (a) | 1325854 |
| 720000 | Sumitomo Mitsui Financial Group, Inc. (b) (e) | 6.60<br> %<br>| (a) | 733470 |
| 200000 | Swedbank AB (b) (e) (g) | 7.63<br> %<br>| (a) | 210654 |
| 600000 | Swedbank AB (b) (e) (g) | 7.75<br> %<br>| (a) | 637125 |
| 2180000 | Toronto-Dominion Bank (The) (b) | 8.13<br> %<br>| 10/31/82 | 2303362 |
| 2214000 | Wells Fargo & Co. (b) | 6.85<br> %<br>| (a) | 2298843 |
|  |  |  |  | 83595141 |
|  | **Capital Markets – 6.0%**  |  |  |  |
| 1500000 | Ares Finance Co. III LLC (b) (f) | 4.13<br> %<br>| 06/30/51 | 1468133 |
| 1308000 | Charles Schwab (The) Corp., Series H (b) | 4.00<br> %<br>| (a) | 1196767 |
| 4100000 | Credit Suisse Group AG, Claim (c) (h) (i) (j) |  |  | 481750 |
| 1600000 | Credit Suisse Group AG, Claim (c) (h) (i) (j) |  |  | 188000 |
| 2425000 | Credit Suisse Group AG, Claim (c) (h) (i) (j) |  |  | 284938 |
| 1500000 | Credit Suisse Group AG, Claim (c) (h) (i) (j) |  |  | 176250 |
| 600000 | Deutsche Bank AG (b) (e) (g) | 8.13<br> %<br>| (a) | 629925 |
| 550000 | Goldman Sachs Group (The), Inc. (b) | 6.85<br> %<br>| (a) | 563068 |
| 494000 | Goldman Sachs Group (The), Inc., Series W (b) | 7.50<br> %<br>| (a) | 523024 |
| 2611000 | Goldman Sachs Group (The), Inc., Series X (b) | 7.50<br> %<br>| (a) | 2734579 |
| 1200000 | Goldman Sachs Group (The), Inc., Series Y (b) | 6.13<br> %<br>| (a) | 1189633 |
| 1100000 | Nomura Holdings, Inc. (b) (e) | 7.00<br> %<br>| (a) | 1114992 |
| 513000 | State Street Corp., Series I (b) | 6.70<br> %<br>| (a) | 530183 |

---

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par**<br> **Amount**<br>| **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** |
|  | **Capital Markets (Continued)**  |  |  |  |
| $1300000 | State Street Corp., Series J (b) | 6.70<br> %<br>| (a) | $1351304 |
|  |  |  |  | 12432546 |
|  | **Diversified Telecommunication Services – 1.5%**  |  |  |  |
| 1800000 | Bell Canada (b) | 7.00<br> %<br>| 09/15/55 | 1831302 |
| 438000 | TELUS Corp. (b) | 6.63<br> %<br>| 10/15/55 | 443729 |
| 806000 | TELUS Corp. (b) | 7.00<br> %<br>| 10/15/55 | 818023 |
|  |  |  |  | 3093054 |
|  | **Electric Utilities – 4.5%**  |  |  |  |
| 1980000 | American Electric Power Co., Inc. (b) | 6.95<br> %<br>| 12/15/54 | 2095078 |
| 275000 | American Electric Power Co., Inc. (b) | 7.05<br> %<br>| 12/15/54 | 287717 |
| 975000 | Duke Energy Corp. (b) | 6.45<br> %<br>| 09/01/54 | 1006316 |
| 1700000 | Entergy Corp. (b) | 7.13<br> %<br>| 12/01/54 | 1764223 |
| 950000 | EUSHI Finance, Inc. (b) | 7.63<br> %<br>| 12/15/54 | 994961 |
| 1335000 | NextEra Energy Capital Holdings, Inc. (b) | 6.75<br> %<br>| 06/15/54 | 1396243 |
| 590000 | NextEra Energy Capital Holdings, Inc. (b) | 6.50<br> %<br>| 08/15/55 | 610394 |
| 1100000 | Southern (The) Co., Series 2025 (b) | 6.38<br> %<br>| 03/15/55 | 1140933 |
|  |  |  |  | 9295865 |
|  | **Financial Services – 2.2%**  |  |  |  |
| 2500000 | American AgCredit Corp. (b) (f) | 5.25<br> %<br>| (a) | 2431250 |
| 1500000 | Capital Farm Credit ACA, Series 1 (b) (f) | 5.00<br> %<br>| (a) | 1500000 |
| 600000 | Compeer Financial ACA (b) (f) | 4.88<br> %<br>| (a) | 583500 |
|  |  |  |  | 4514750 |
|  | **Food Products – 3.2%**  |  |  |  |
| 300000 | Dairy Farmers of America, Inc. (k) | 7.13<br> %<br>| (a) | 288000 |
| 1305000 | Land O'Lakes Capital Trust I (k) | 7.45<br> %<br>| 03/15/28 | 1304934 |
| 1400000 | Land O'Lakes, Inc. (f) | 7.00<br> %<br>| (a) | 1169840 |
| 1200000 | Land O'Lakes, Inc. (f) | 7.25<br> %<br>| (a) | 1033428 |
| 3000000 | Land O'Lakes, Inc. (f) | 8.00<br> %<br>| (a) | 2876340 |
|  |  |  |  | 6672542 |
|  | **Gas Utilities – 0.4%**  |  |  |  |
| 880000 | AltaGas Ltd. (b) (f) | 7.20<br> %<br>| 10/15/54 | 888944 |
|  | **Independent Power & Renewable Electricity Producers – 0.8%**  |  |  |  |
| 1404000 | AES (The) Corp. (b) | 6.95<br> %<br>| 07/15/55 | 1356295 |
| 306000 | AES (The) Corp. (b) | 7.60<br> %<br>| 01/15/55 | 309838 |
|  |  |  |  | 1666133 |
|  | **Insurance – 8.7%**  |  |  |  |
| 1822000 | Assurant, Inc. (b) | 7.00<br> %<br>| 03/27/48 | 1861859 |
| 850000 | Assured Guaranty Municipal Holdings, Inc. (b) (f) | 6.40<br> %<br>| 12/15/66 | 786345 |
| 900000 | AXIS Specialty Finance LLC (b) | 4.90<br> %<br>| 01/15/40 | 866464 |
| 2000000 | CNP Assurances SACA (b) (e) (g) | 4.88<br> %<br>| (a) | 1821215 |
| 1000000 | Fortegra Financial Corp. (b) (k) | 8.50<br> %<br>| 10/15/57 | 991250 |
| 2364000 | Global Atlantic Fin Co. (b) (f) | 4.70<br> %<br>| 10/15/51 | 2314555 |
| 1121000 | Global Atlantic Fin Co. (b) (f) | 7.95<br> %<br>| 10/15/54 | 1174253 |
| 2870000 | &nbsp;&nbsp; Hartford Financial Services Group (The), Inc., 3 Mo. CME Term <br> SOFR + CSA + 2.13% (d) (f)<br>| 6.71<br> %<br>| 02/12/47 | 2673305 |
| 1174000 | Kuvare US Holdings, Inc. (b) (f) | 7.00<br> %<br>| 02/17/51 | 1172672 |
| 1920000 | Lancashire Holdings Ltd. (b) (g) | 5.63<br> %<br>| 09/18/41 | 1853115 |
| 1200000 | Meiji Yasuda Life Insurance Co. (b) (f) | 6.10<br> %<br>| 06/11/55 | 1215768 |
| 600000 | MetLife, Inc., Series G (b) | 6.35<br> %<br>| 03/15/55 | 616910 |

---

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par**<br> **Amount**<br>| **Description** | **Stated**<br> **Rate**<br>| **Stated**<br> **Maturity**<br>| **Value** |
| **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** | **CAPITAL PREFERRED SECURITIES (Continued)** |
|  | **Insurance (Continued)**  |  |  |  |
| $561000 | Nippon Life Insurance Co. (b) (f) | 6.50<br> %<br>| 04/30/55 | $587622 |
|  |  |  |  | 17935333 |
|  | **Multi-Utilities – 3.1%**  |  |  |  |
| 500000 | Algonquin Power & Utilities Corp. (b) | 4.75<br> %<br>| 01/18/82 | 485895 |
| 75000 | CenterPoint Energy, Inc., Series B (b) | 6.85<br> %<br>| 02/15/55 | 78404 |
| 1848000 | Dominion Energy, Inc. (b) | 6.63<br> %<br>| 05/15/55 | 1898225 |
| 140000 | Dominion Energy, Inc., Series A (b) | 6.88<br> %<br>| 02/01/55 | 146588 |
| 650000 | Dominion Energy, Inc., Series B (b) | 7.00<br> %<br>| 06/01/54 | 695051 |
| 900000 | NiSource, Inc. (b) | 6.38<br> %<br>| 03/31/55 | 913751 |
| 1062000 | Sempra (b) | 4.13<br> %<br>| 04/01/52 | 1028198 |
| 1290000 | Sempra (b) | 6.40<br> %<br>| 10/01/54 | 1251120 |
|  |  |  |  | 6497232 |
|  | **Oil, Gas & Consumable Fuels – 3.2%**  |  |  |  |
| 1040000 | Enbridge, Inc. (b) | 7.63<br> %<br>| 01/15/83 | 1106499 |
| 1942000 | Enbridge, Inc. (b) | 8.50<br> %<br>| 01/15/84 | 2192062 |
| 690000 | Enbridge, Inc., Series 20-A (b) | 5.75<br> %<br>| 07/15/80 | 684548 |
| 274000 | Energy Transfer, L.P., Series G (b) | 7.13<br> %<br>| (a) | 281215 |
| 540000 | Transcanada Trust (b) | 5.60<br> %<br>| 03/07/82 | 525804 |
| 1711000 | Venture Global LNG, Inc. (b) (f) | 9.00<br> %<br>| (a) | 1712976 |
|  |  |  |  | 6503104 |
|  | **Trading Companies & Distributors – 0.7%**  |  |  |  |
| 1387000 | Air Lease Corp., Series D (b) | 6.00<br> %<br>| (a) | 1365962 |
|  | **Wireless Telecommunication Services – 1.0%**  |  |  |  |
| 2094000 | Rogers Communications, Inc. (b) | 7.13<br> %<br>| 04/15/55 | 2143865 |
|  | **Total Capital Preferred Securities** | **Total Capital Preferred Securities** | **Total Capital Preferred Securities** | 156604471 |
|  | (Cost $160,169,134) |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Total Investments – 99.1%** | 204946675 |
| (Cost $212,332,198)  |  |
| **Net Other Assets and Liabilities – 0.9%** | 1874323 |
| **Net Assets – 100.0%** | $206820998 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Perpetual maturity.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Fixed-to-variable rate security. The interest rate shown reflects the fixed rate in
 effect at July 31, 2025. At a predetermined date, the fixed rate will change to a variable rate.

&nbsp;&nbsp;&nbsp;&nbsp;(c) This security is fair valued by the First Trust Advisors L.P.'s (the "Advisor") Pricing Committee in accordance with procedures approved by the Trust's Board of Trustees, and in accordance with the provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At July 31, 2025, securities noted as such are valued
 at $1,293,512 or 0.6% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Floating or variable rate security.

&nbsp;&nbsp;&nbsp;&nbsp;(e) This security is a contingent convertible capital security which may be subject to
 conversion into common stock of the issuer under certain circumstances. At July 31, 2025, securities noted as such amounted to
 $50,860,317 or 24.6% of net assets. Of these securities, 12.9% originated in emerging markets, and 87.1% originated in foreign
 markets.

&nbsp;&nbsp;&nbsp;&nbsp;(f) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the Securities Act of 1933, as amended (the "1933 Act"), and may be resold in transactions exempt from registration, normally to qualified institutional buyers. Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be liquid by the Advisor. Although market instability
 can result in periods of increased overall market illiquidity, liquidity for each security is determined based on security specific
 factors and assumptions, which require subjective judgment. At July 31, 2025, securities noted as such amounted to $44,502,427
 or 21.5% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(g) This security may be resold to qualified foreign investors and foreign institutional
 buyers under Regulation S of the 1933 Act.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Claim pending with the administrative court of Switzerland.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Pursuant to procedures adopted by the Trust's Board of Trustees, this security has been determined to be illiquid by the Advisor.

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(j) This security's value was determined using significant unobservable inputs (see Valuation Inputs section).

&nbsp;&nbsp;&nbsp;&nbsp;(k) This security, sold within the terms of a private placement memorandum, is exempt
 from registration upon resale under Rule 144A of the 1933 Act, and may be resold in transactions exempt from registration,
 normally to qualified institutional buyers. (see Restricted Securities table).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| Abbreviations throughout the Portfolio of Investments: | Abbreviations throughout the Portfolio of Investments: |
| CME | – Chicago Mercantile Exchange |
| CSA | – Credit Spread Adjustment |
| REITs | – Real Estate Investment Trusts |
| SOFR | – Secured Overnight Financing Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Country Allocation**  | **% of Net**<br> **Assets**<br>|
| United States | &nbsp;&nbsp; 55.8% |
| Canada | &nbsp;&nbsp; 13.5 |
| France | &nbsp;&nbsp;&nbsp; 7.6 |
| United Kingdom | &nbsp;&nbsp;&nbsp; 7.3 |
| Bermuda | &nbsp;&nbsp;&nbsp; 3.8 |
| Spain | &nbsp;&nbsp;&nbsp; 2.9 |
| Mexico | &nbsp;&nbsp;&nbsp; 2.9 |
| Japan | &nbsp;&nbsp;&nbsp; 1.8 |
| Netherlands | &nbsp;&nbsp;&nbsp; 1.3 |
| Germany | &nbsp;&nbsp;&nbsp; 1.0 |
| Switzerland | &nbsp;&nbsp;&nbsp; 0.5 |
| Sweden | &nbsp;&nbsp;&nbsp; 0.4 |
| Chile | &nbsp;&nbsp;&nbsp; 0.3 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total Investments | &nbsp;&nbsp; 99.1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net Other Assets and Liabilities | &nbsp;&nbsp;&nbsp; 0.9 |
| &nbsp;&nbsp;&nbsp;&nbsp; Total | &nbsp;&nbsp; 100.0% |

---

------

**Valuation Inputs**

The Fund is subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – Level 1 inputs are quoted prices in active markets for identical investments.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity's own assumptions about the assumptions that market participants would use in pricing the investment.

The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.

------

**First Trust Preferred Securities and Income Fund** 

**Portfolio of Investments (Continued)**

**July 31, 2025 (Unaudited)**

A summary of the inputs used to value the Fund's investments as of July 31, 2025 is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total**<br> **Value at**<br> **7/31/2025**<br>| &nbsp;&nbsp;&nbsp; **Level 1**<br> **Quoted**<br> **Prices**<br>| &nbsp;&nbsp;&nbsp; **Level 2**<br> **Significant**<br> **Observable**<br> **Inputs**<br>| &nbsp;&nbsp;&nbsp; **Level 3**<br> **Significant**<br> **Unobservable**<br> **Inputs**<br>|
| $25 Par Preferred Securities: <br>|  |  |  |  |
| &nbsp;&nbsp; Insurance | &nbsp;&nbsp; $13426948 | &nbsp;&nbsp;&nbsp;&nbsp; $12029598 | &nbsp;&nbsp;&nbsp;&nbsp; $1397350 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp; Other Industry Categories\* | &nbsp;&nbsp; 30318056 | &nbsp;&nbsp;&nbsp;&nbsp; 30318056 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| $1,000 Par Preferred Securities\* | &nbsp;&nbsp; 4597200 | &nbsp;&nbsp;&nbsp;&nbsp; 4597200 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Capital Preferred Securities: <br>|  |  |  |  |
| &nbsp;&nbsp; Capital Markets | &nbsp;&nbsp; 12432546 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11301608 | &nbsp;&nbsp;&nbsp;&nbsp; 1130938 |
| &nbsp;&nbsp; Other Industry Categories\* | &nbsp;&nbsp; 144171925 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 144171925 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp; $204946675 | &nbsp;&nbsp;&nbsp;&nbsp; $46944854 | &nbsp;&nbsp;&nbsp;&nbsp; $156870883 | &nbsp;&nbsp;&nbsp;&nbsp; $1130938 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* See Portfolio of Investments for industry breakout.

Level 3 investments are fair valued by the Advisor's Pricing Committee and are footnoted in the Portfolio of Investments. All Level 3 values are based on unobservable inputs.

------

**Restricted Securities** 

As of July 31, 2025, the Fund held restricted securities as shown in the following table that the Advisor deemed illiquid pursuant to procedures adopted by the Trust's Board of Trustees:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Security** | &nbsp;&nbsp; **Acquisition**<br> **Date**<br>| **Par Amount** | **Current Price** | **Carrying**<br> **Cost**<br>| **Value** | **% of**<br> **Net**<br> **Assets**<br>|
| Dairy Farmers of America, Inc., 7.13% | 10/04/16 | &nbsp;&nbsp; $300000 | &nbsp;&nbsp; $96.00 | &nbsp;&nbsp; $310125 | &nbsp;&nbsp; $288000 | 0.14<br> %<br>|
| &nbsp;&nbsp; Fortegra Financial Corp., 8.50%, <br> 10/15/57<br>| 10/12/17 | &nbsp;&nbsp; 1000000 | 99.13 | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp; 991250 | 0.48 |
| &nbsp;&nbsp; Land O'Lakes Capital Trust I, 7.45%, <br> 03/15/28<br>| 07/23/14-03/20/15 | &nbsp;&nbsp; 1305000 | 99.99 | &nbsp;&nbsp; 1324199 | &nbsp;&nbsp; 1304934 | 0.63 |
|  |  |  |  | &nbsp;&nbsp; $2634324 | &nbsp;&nbsp; $2584184 | 1.25<br> %<br>|

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Series Fund

- **b. Investment Company Act file number:** 811-22452

- **c. CIK number of Registrant:** 0001497778

- **d. LEI of Registrant:** 549300RL1B5O4HI4N885

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Preferred Securities and Income Fund

- **b. EDGAR series identifier (if any):** S000030198

- **c. LEI of Series:** 549300LKVIT5Y3616E74

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $207667329.85

**Total Liabilities:** $1237791.57

**Net Assets:** $206429538.28

**Cash Not Reported:** $232940.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00333000 | **1-Year:** 6844.00550000 | **5-Year:** 44620.69490000 | **10-Year:** 37504.02678000 | **30-Year:** 3678.65074000

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

- **3-Month:** 59.78887000 | **1-Year:** 2517.65003000 | **5-Year:** 11558.57809000 | **10-Year:** 13384.04594000 | **30-Year:** 1316.63708000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092932 | 1.82%                | 1.64%                | 1.47%                |
| Class ID C000092935 | 1.87%                | 1.64%                | 1.47%                |
| Class ID C000092934 | 1.80%                | 1.62%                | 1.50%                |
| Class ID C000092933 | 1.74%                | 1.56%                | 1.39%                |
| Class ID C000092936 | 1.80%                | 1.57%                | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $53277.96                | $2630392.22                                |
| Month 2  | $138784.32               | $2216379.48                                |
| Month 3  | $342747.68               | $1863055.33                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                                             | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     52972 | NS      | $1367737.04   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA       | Banco Santander SA                                                           | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2130429.60   | 1.03%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                                                      | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372439.10   | 0.66%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC             | Barclays PLC                                                                 | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4249368.00   | 2.06%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |        35 | NS      | $932.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O'LAKES INC         | Land O' Lakes Inc                                                            | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1169840.00   | 0.57%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156327.54    | 0.08%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC          | Global Atlantic Fin Co                                                       | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2364000 | PA      | $2314554.72   | 1.12%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563067.77    | 0.27%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC             | Barclays PLC                                                                 | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $523991.11    | 0.25%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L | RenaissanceRe Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      2571 | NS      | $41418.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTEGRA FINANCIAL CORP  | Fortegra Financial Corp                                                      | CUSIP: 34954WAA2<br>LEI: 5493004Z5XFZNDJRE757 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991250.00    | 0.48%             | 2057-10-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO   | Global Atlantic Fin Co                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1174253.11   | 0.57%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                                                | CUSIP: 008252835<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     22386 | NS      | $347430.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG   | Credit Suisse Group AG                                                       | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2425000 | PA      | $284937.50    | 0.14%             | N/A             | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                                             | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       847 | NS      | $21954.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1445548.00   | 0.70%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                                              | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |     52084 | NS      | $676050.32    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                          | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333964.80    | 0.16%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                                                       | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     42120 | NS      | $871041.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EUSHI FINANCE INC        | EUSHI Finance Inc                                                            | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $994960.65    | 0.48%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC      | Carlyle Finance LLC                                                          | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     65222 | NS      | $1182474.86   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS SPECIALTY FINANCE   | AXIS Specialty Finance LLC                                                   | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $866464.31    | 0.42%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1396243.13   | 0.68%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                                             | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |       877 | NS      | $21767.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARM CREDIT BK OF TEXAS  | Farm Credit Bank of Texas                                                    | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    260000 | PA      | $264550.00    | 0.13%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD  | Lancashire Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   1920000 | PA      | $1853115.30   | 0.90%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD              | AltaGas Ltd                                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $888943.44    | 0.43%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $684548.10    | 0.33%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C | United States Cellular Corp                                                  | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     25468 | NS      | $650707.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                                               | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287717.38    | 0.14%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG | Banco Bilbao Vizcaya Argentaria SA                                           | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415514.13    | 0.20%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                                           | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     35878 | NS      | $563284.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC    | Jackson Financial Inc                                                        | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |       504 | NS      | $13194.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA              | Bell Telephone Co of Canada or Bell Canada                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1831302.14   | 0.89%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COBANK ACB               | CoBank ACB                                                                   | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     29000 | PA      | $29178.81     | 0.01%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC             | Assurant Inc                                                                 | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1861858.56   | 0.90%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                                              | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      9202 | NS      | $201707.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                                                      | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |      8499 | NS      | $188167.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610393.94    | 0.30%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T | Hartford Insurance Group Inc/The                                             | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2673304.66   | 1.30%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                                     | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     14707 | NS      | $300758.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                                              | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     14866 | NS      | $345931.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                                           | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     30676 | NS      | $763525.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1040000 | PA      | $1106498.64   | 0.54%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                                           | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     55851 | NS      | $1406328.18   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1162741.80   | 0.56%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY MUNI    | Assured Guaranty Municipal Holdings Inc                                      | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $786345.53    | 0.38%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II   | TPG Operating Group II LP                                                    | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     22048 | NS      | $572807.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                               | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |         7 | NS      | $174.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                                              | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     29027 | NS      | $663266.95    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                                                | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     44561 | NS      | $1082832.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG   | Credit Suisse Group AG                                                       | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $176250.00    | 0.09%             | N/A             | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CHS INC                  | CHS Inc                                                                      | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      1184 | NS      | $30286.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                                              | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      1195 | NS      | $26899.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                         | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2149565.85   | 1.04%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                         | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     35295 | NS      | $774019.35    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE         | Societe Generale SA                                                          | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1325853.60   | 0.64%             | N/A             | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| US CELLULAR CORP         | United States Cellular Corp                                                  | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     86539 | NS      | $1943665.94   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    650000 | PA      | $695050.85    | 0.34%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP | Sumitomo Mitsui Financial Group Inc                                          | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $733469.76    | 0.36%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                          | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      2775 | NS      | $56499.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                               | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $412214.80    | 0.20%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP           | Air Lease Corp                                                               | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1365962.15   | 0.66%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                               | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $1931310.82   | 0.94%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                                               | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      5675 | NS      | $107427.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC             | Enbridge Inc                                                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1942000 | PA      | $2192061.63   | 1.06%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                                                 | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1356294.76   | 0.66%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2298842.69   | 1.11%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS  | Farm Credit Bank of Texas                                                    | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $311447.70    | 0.15%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR | Brookfield Infrastructure Partners LP                                        | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     28172 | NS      | $476106.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                          | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3509704.55   | 1.70%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG         | Deutsche Bank AG                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $629925.00    | 0.31%             | N/A             | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB              | Swedbank AB                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    600000 | PA      | $637125.00    | 0.31%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                             | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      3881 | NS      | $4597199.74   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                                            | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1351304.50   | 0.65%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    900000 | PA      | $902652.30    | 0.44%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS  | Farm Credit Bank of Texas                                                    | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $598500.00    | 0.29%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                      | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1227962.77   | 0.59%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                                            | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1123508.64   | 0.54%             | N/A             | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTN | Pinnacle Financial Partners Inc                                              | CUSIP: 72346Q302<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EP               | CORP              | US        |      7383 | NS      | $187897.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LTD         | Enstar Group Ltd                                                             | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     37472 | NS      | $861856.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                                                     | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      1548 | NS      | $37848.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $410156.10    | 0.20%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                                                         | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |     16370 | NS      | $367997.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                               | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2650000 | PA      | $2832274.95   | 1.37%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                         | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       572 | NS      | $11194.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                                                   | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     11448 | NS      | $264792.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMTRUST FINANCIAL SERVIC | AmTrust Financial Services Inc                                               | CUSIP: 032359853<br>LEI: 549300SNNS1GRWBTGA28 | Long             | EP               | CORP              | US        |      5383 | NS      | $83974.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                                            | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1851192.00   | 0.90%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA    | Compeer Financial ACA                                                        | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583500.04    | 0.28%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    903000 | PA      | $940441.09    | 0.46%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                                            | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    513000 | PA      | $530183.45    | 0.26%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                                                  | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616909.80    | 0.30%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                                           | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     42388 | NS      | $1113108.88   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                                                  | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |       169 | NS      | $3422.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                               | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1140000 | PA      | $1222615.80   | 0.59%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC     | AEGON Funding Co LLC                                                         | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     69933 | NS      | $1402156.65   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                                                | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     10457 | NS      | $222420.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG   | Credit Suisse Group AG                                                       | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $188000.00    | 0.09%             | N/A             | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                                           | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      2121 | NS      | $52282.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNP ASSURANCES SACA      | CNP Assurances SACA                                                          | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1821215.00   | 0.88%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC             | Barclays PLC                                                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204233.54    | 0.10%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                                              | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1140933.30   | 0.55%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD   | Axis Capital Holdings Ltd                                                    | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |     14000 | NS      | $287980.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VIII           | SCE Trust VIII                                                               | CUSIP: 80620A208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22992 | NS      | $515710.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP               | TELUS Corp                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    806000 | PA      | $818023.10    | 0.40%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA       | Banco Santander SA                                                           | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1185026.70   | 0.57%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                      | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1596933.00   | 0.77%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS              | BNP Paribas SA                                                               | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1340000 | PA      | $1420638.52   | 0.69%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP       | Energy Transfer LP                                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    274000 | PA      | $281215.52    | 0.14%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB              | Swedbank AB                                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $210653.75    | 0.10%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK    | Toronto-Dominion Bank/The                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2180000 | PA      | $2303361.84   | 1.12%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP             | Entergy Corp                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1764222.77   | 0.85%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1672911.90   | 0.81%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA  | Capital Farm Credit ACA                                                      | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500000.00   | 0.73%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR | Brookfield Renewable Partners LP                                             | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | CA        |     21931 | NS      | $408793.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                                                      | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     22033 | NS      | $488691.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY  | Algonquin Power & Utilities Corp                                             | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      4183 | NS      | $109301.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER  | American Electric Power Co Inc                                               | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2095077.60   | 1.01%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES | Banco de Credito e Inversiones SA                                            | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $322632.00    | 0.16%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV             | ING Groep NV                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1033077.50   | 0.50%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC             | Assurant Inc                                                                 | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      8404 | NS      | $165810.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                                             | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $311395.00    | 0.15%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                                            | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2119682.00   | 1.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC        | NatWest Group PLC                                                            | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    258000 | PA      | $283307.57    | 0.14%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909541.80    | 0.44%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1028197.60   | 0.50%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1010234.00   | 0.49%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    494000 | PA      | $523024.48    | 0.25%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                                             | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1006316.32   | 0.49%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721826.70    | 0.35%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC                                        | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     28651 | NS      | $485347.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                                              | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |     49646 | NS      | $706462.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                                                        | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |       293 | NS      | $5675.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                                                | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     10140 | NS      | $228758.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VII            | SCE Trust VII                                                                | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     82162 | NS      | $1900407.06   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                                                       | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |     18434 | NS      | $320751.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK   | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1517250.00   | 0.73%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV             | ING Groep NV                                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1457000 | PA      | $1575596.16   | 0.76%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES   | PNC Financial Services Group Inc/The                                         | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    532000 | PA      | $534350.64    | 0.26%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                               | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2344 | NS      | $60006.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA     | Royal Bank of Canada                                                         | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1216200.00   | 0.59%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                                                     | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     87000 | NS      | $2097570.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC             | NiSource Inc                                                                 | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913751.10    | 0.44%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                                     | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     26186 | NS      | $510627.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP  | Wintrust Financial Corp                                                      | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     21400 | NS      | $560680.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                                                          | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      9907 | NS      | $195266.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                               | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      4505 | NS      | $107309.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2734578.63   | 1.32%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5794891.69   | 2.81%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST        | Transcanada Trust                                                            | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $525803.67    | 0.25%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                                              | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      5252 | NS      | $108401.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC   | CenterPoint Energy Inc                                                       | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78404.25     | 0.04%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1386817.30   | 0.67%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                                                     | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     19831 | NS      | $459682.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                                             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6741 | NS      | $129966.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KUVARE US HOLDINGS INC   | Kuvare US Holdings Inc                                                       | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1172672.14   | 0.57%             | 2051-02-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE    | Nippon Life Insurance Co                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    561000 | PA      | $587621.69    | 0.28%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG   | Credit Suisse Group AG                                                       | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4100000 | PA      | $481750.00    | 0.23%             | N/A             | Variable      | 7.50%                 | No            |                  3 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                                                     | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     44886 | NS      | $1202495.94   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FIN CO IX LLC  | KKR Group Finance Co IX LLC                                                  | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     34217 | NS      | $617274.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG           | Commerzbank AG                                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1451191.00   | 0.70%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                                             | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1143708.50   | 0.55%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA       | Credit Agricole SA                                                           | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3209200.00   | 1.55%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COBANK ACB               | CoBank ACB                                                                   | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $515307.00    | 0.25%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $514922.18    | 0.25%             | 2035-02-11      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMTRUST FINANCIAL SERVIC | AmTrust Financial Services Inc                                               | CUSIP: 032359861<br>LEI: 549300SNNS1GRWBTGA28 | Long             | EP               | CORP              | US        |      4822 | NS      | $78598.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY  | Algonquin Power & Utilities Corp                                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $485895.20    | 0.24%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP               | TELUS Corp                                                                   | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    438000 | PA      | $443729.08    | 0.21%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                                                | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     20501 | NS      | $453277.11    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC             | Barclays PLC                                                                 | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1245288.00   | 0.60%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC      | Nomura Holdings Inc                                                          | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1114991.90   | 0.54%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP        | State Street Corp                                                            | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       645 | NS      | $14538.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB               | CoBank ACB                                                                   | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    865000 | PA      | $872644.87    | 0.42%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE         | Societe Generale SA                                                          | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1609189.50   | 0.78%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1898224.94   | 0.92%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO          | Ares Finance Co III LLC                                                      | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468133.10   | 0.71%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     24468 | NS      | $502817.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC   | Venture Global LNG Inc                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1777050.13   | 0.86%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    104807 | NS      | $2630655.70   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BBVA BANCOMER SA TEXAS   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    650000 | PA      | $641543.34    | 0.31%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC         | Land O' Lakes Inc                                                            | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2876340.00   | 1.39%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN | Rogers Communications Inc                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2094000 | PA      | $2143865.32   | 1.04%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIA | National Storage Affiliates Trust                                            | CUSIP: 637870205<br>LEI: 529900FS06O8GOYNR108 | Long             | EP               | CORP              | US        |      2712 | NS      | $61047.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                                                | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      4000 | NS      | $69680.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC        | HSBC Holdings PLC                                                            | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $785194.76    | 0.38%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC         | Land O' Lakes Inc                                                            | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1033428.00   | 0.50%             | N/A             | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC      | Dominion Energy Inc                                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146588.19    | 0.07%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                                                 | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     70607 | NS      | $1436852.45   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                                                         | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       276 | NS      | $4915.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL         | Bank of Montreal                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2307038.80   | 1.12%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC | Lloyds Banking Group PLC                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2490000 | PA      | $2665609.74   | 1.29%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES | Banco de Credito e Inversiones SA                                            | CUSIP: 05890PAC0<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $215088.00    | 0.10%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      1105 | NS      | $23901.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                                                  | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     27073 | NS      | $684946.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC            | Citigroup Inc                                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314300.00   | 0.64%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAND O LAKES CAP TRST I  | Land O'Lakes Capital Trust I                                                 | CUSIP: 514665AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1304933.58   | 0.63%             | 2028-03-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA       | Banco Santander SA                                                           | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $895095.44    | 0.43%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP         | United States Cellular Corp                                                  | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     86880 | NS      | $1926129.60   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                   | Sempra                                                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1251119.40   | 0.61%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE             | AES Corp/The                                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    306000 | PA      | $309838.44    | 0.15%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189632.96   | 0.58%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA        | American AgCredit Corp                                                       | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2431250.13   | 1.18%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                   | Sempra                                                                       | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |     26819 | NS      | $595113.61    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC  | CNO Financial Group Inc                                                      | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |     23975 | NS      | $471348.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                                                      | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     36528 | NS      | $810191.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                                             | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      1185 | NS      | $23593.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIRY FARMERS OF AMERICA | Dairy Farmers of America Inc                                                 | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288000.00    | 0.14%             | N/A             | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                                                     | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |     80878 | NS      | $1964526.62   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK   | Canadian Imperial Bank of Commerce                                           | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302362.94    | 0.15%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA | Meiji Yasuda Life Insurance Co                                               | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1215768.00   | 0.59%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                                                   | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2478 | NS      | $48742.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA      | Bank of Nova Scotia/The                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1602771.00   | 0.78%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROP PFD LP   | Brookfield Property Preferred LP                                             | CUSIP: 000000000<br>LEI: 254900N07TR905Y0G344 | Long             | EP               | CORP              | CA        |      6525 | NS      | $106031.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX COMPANIES INC    | Phoenix Cos Inc/The                                                          | CUSIP: 71902E208<br>LEI: 549300Q3ENSFI87YLC32 | Long             | EP               | CORP              | US        |     10700 | NS      | $192600.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                                               | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16122 | NS      | $415302.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-18

**Name of Applicant:** First Trust Series Fund

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer