# EDGAR Filing Document

**Accession Number:** 0001484750
**File Stem:** 0001752724-23-047857
**Filing Date:** 2023-2
**Character Count:** 140503
**Document Hash:** 9328265f537ddb7a9ff4d20b4e48a381
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047857.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047857

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** COHEN & STEERS PREFERRED SECURITIES & INCOME FUND, INC.
- **CENTRAL INDEX KEY:** 0001484750
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22392
- **FILM NUMBER:** 23686416

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212-832-3232

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COHEN & STEERS PREFERRED SECURITIES FUND, INC.
- **DATE OF NAME CHANGE:** 20100222

## Series and Classes Contracts Data

### Cohen & Steers Preferred Securities & Income Fund, Inc. (Series ID: S000028884)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000088551 | Class A      | CPXAX           |
| C000088552 | Class C      | CPXCX           |
| C000088553 | Class I      | CPXIX           |
| C000146553 | Class R      | CPRRX           |
| C000146554 | Class Z      | CPXZX           |
| C000188981 | Class F      | CPXFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** COHEN & STEERS PREFERRED SECURITIES & INCOME FUND, INC.

- **b. Investment Company Act file number:** 811-22392

- **c. CIK number of Registrant:** 0001484750

- **d. LEI of Registrant:** 549300K2VDWJX1NSUI44

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

- **a. Name of Series:** Cohen & Steers Preferred Securities & Income Fund, Inc.

- **b. EDGAR series identifier (if any):** S000028884

- **c. LEI of Series:** 549300K2VDWJX1NSUI44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8619992037.75

**Total Liabilities:** $242740439.73

**Net Assets:** $8377251598.02

**Cash Not Reported:** $13888370.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6273.97000000 | **1-Year:** -290050.68000000 | **5-Year:** -701877.55000000 | **10-Year:** -909176.75000000 | **30-Year:** -954761.08000000

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

- **3-Month:** -6813.16000000 | **1-Year:** -247096.98000000 | **5-Year:** -578184.08000000 | **10-Year:** -1079985.20000000 | **30-Year:** -1387712.24000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000188981 | -0.23%               | 2.36%                | 0.14%                |
| Class ID C000146553 | -0.27%               | 2.32%                | 0.01%                |
| Class ID C000088551 | -0.26%               | 2.34%                | 0.11%                |
| Class ID C000088553 | -0.24%               | 2.36%                | 0.13%                |
| Class ID C000146554 | -0.32%               | 2.36%                | 0.14%                |
| Class ID C000088552 | -0.41%               | 2.30%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-52204718.29            | $-1600120.83                               |
| Month 2  | $-40425957.65            | $221529839.57                              |
| Month 3  | $-36226205.24            | $15966910.11                               |

### Schedule of Portfolio Investments

| Name                                      | Title                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                              | Barclays PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11600000 | PA      | $12892954.24  | 0.15%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                             | AIB Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   8800000 | PA      | $8842766.60   | 0.11%             | 2025-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                      | Telephone and Data Systems Inc                                                                                        | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1829395 | NS      | $23965074.50  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                              | Comerica Inc                                                                                                          | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |  17957000 | PA      | $17371601.80  | 0.21%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  46761000 | PA      | $45241267.50  | 0.54%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    827601 | NS      | $15401654.61  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                                                                                | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  69100000 | PA      | $49694470.80  | 0.59%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                                                                                     | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  80613000 | PA      | $69889034.07  | 0.83%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                  | Brookfield Property Partners LP                                                                                       | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    527135 | NS      | $8017723.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                                                                                      | CUSIP: 015857709<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    543826 | NS      | $12507998.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  18135000 | PA      | $14943240.00  | 0.18%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                                                                   | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  18847000 | PA      | $16585360.00  | 0.20%             | 2024-12-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale                          | Societe Generale SA                                                                                                   | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  65771000 | PA      | $59059076.03  | 0.70%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD                    | Axis Capital Holdings Ltd                                                                                             | CUSIP: 05461T305<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     35927 | NS      | $704169.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                                                                                    | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  12800000 | PA      | $10396643.33  | 0.12%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                                                                                | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        | 129341000 | PA      | $113577565.63 | 1.36%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | 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        |    283506 | NS      | $4748725.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3234885.33   | 0.04%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10903000 | PA      | $9924869.19   | 0.12%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  23500000 | PA      | $18212382.50  | 0.22%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                                                          | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  18100000 | PA      | $12466489.03  | 0.15%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                                                                                   | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  42700000 | PA      | $34699590.51  | 0.41%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                         | HSBC Holdings PLC                                                                                                     | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9334000 | PA      | $9058201.11   | 0.11%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                  | Aegon NV                                                                                                              | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |  24190000 | PA      | $21787456.22  | 0.26%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                          | Deutsche Bank AG                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  32800000 | PA      | $36394076.13  | 0.43%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  39525000 | PA      | $38724618.75  | 0.46%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        | 110365000 | PA      | $94362075.00  | 1.13%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 122704000 | PA      | $118494639.28 | 1.41%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    555346 | NS      | $12778511.46  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                                                        | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1227956 | NS      | $31005889.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                  | Brookfield Infrastructure Finance ULC                                                                                 | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |    778449 | NS      | $11980330.11  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                                                                  | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  50926000 | PA      | $41804644.14  | 0.50%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6362000 | PA      | $5303702.68   | 0.06%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED USD / SOLD EUR                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-287182.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                                                         | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13426000 | PA      | $11982869.87  | 0.14%             | 2024-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                     | Nippon Life Insurance Co                                                                                              | CUSIP: 654579AE1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |  14200000 | PA      | $13669058.17  | 0.16%             | 2046-01-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                                                                    | CUSIP: 29273V407<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    213812 | NS      | $4654687.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                  | Aegon NV                                                                                                              | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   8000000 | PA      | $7972288.20   | 0.10%             | 2029-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                    | Equitable Holdings Inc                                                                                                | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    907156 | NS      | $17063604.36  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  17600000 | PA      | $20168643.70  | 0.24%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                              | Enbridge Inc                                                                                                          | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  65789000 | PA      | $59960289.34  | 0.72%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Preferred & Income Securities ETF | iShares Preferred & Income Securities ETF                                                                             | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             | EC               | RF                | US        |   1214792 | NS      | $37087599.76  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    600000 | NS      | $11304000.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                                                                                       | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    550000 | NS      | $12199000.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKEL CORP                               | Markel Corp                                                                                                           | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |  16790000 | PA      | $16265312.50  | 0.19%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                              | ING Groep NV                                                                                                          | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  55396000 | PA      | $52503673.47  | 0.63%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                   | KeyCorp                                                                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    142325 | NS      | $3491232.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  78228000 | PA      | $62480703.60  | 0.75%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                    | AXIS Specialty Finance LLC                                                                                            | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8782000 | PA      | $7220604.31   | 0.09%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 125775000 | PA      | $121103825.92 | 1.45%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACWEST BANCORP                           | PacWest Bancorp                                                                                                       | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |    612400 | NS      | $15310000.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                   | Kyobo Life Insurance Co Ltd                                                                                           | CUSIP: 501555AB2<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |  18100000 | PA      | $16787750.00  | 0.20%             | 2027-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                  | MetLife Capital Trust IV                                                                                              | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65180000 | PA      | $70564379.66  | 0.84%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                                                                              | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    100000 | NS      | $2168000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  28500000 | PA      | $23512181.66  | 0.28%             | 2027-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                                                                                    | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  32600000 | PA      | $31296185.49  | 0.37%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                             | Sempra Energy                                                                                                         | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    332030 | NS      | $7181808.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                                                                                   | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  37620000 | PA      | $23878542.60  | 0.29%             | 2031-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                     | Lincoln National Corp                                                                                                 | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  13342000 | PA      | $14209230.00  | 0.17%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                     | Bank of Ireland Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  19140000 | PA      | $19118261.80  | 0.23%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  53105000 | PA      | $52933205.33  | 0.63%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                                                                                    | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  21641000 | PA      | $16091626.72  | 0.19%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                                                                                                         | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  78347000 | PA      | $70665076.65  | 0.84%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                   | Farm Credit Bank of Texas                                                                                             | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    166594 | NS      | $16639242.13  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                                                                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  46815000 | PA      | $45527587.50  | 0.54%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                   | Farm Credit Bank of Texas                                                                                             | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |  38550000 | PA      | $35273250.00  | 0.42%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                                                     | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  74400000 | PA      | $68890435.22  | 0.82%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1478999 | NS      | $27095261.68  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                   | Lancashire Holdings Ltd                                                                                               | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |  30500000 | PA      | $24025216.00  | 0.29%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                   | American Electric Power Co Inc                                                                                        | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  32961000 | PA      | $25718850.28  | 0.31%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                  | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  47161000 | PA      | $45816911.50  | 0.55%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange               | Long: S99359767 IRS USD R F  3.22400 199359767_FIX CCPOIS / Short: S99359767 IRS USD P V 12MSOFR 199359767_FLO CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 110000000 | OU      | $-2295725.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                    | Credit Suisse Group AG                                                                                                | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  39612000 | PA      | $28481361.93  | 0.34%             | 2025-09-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NY COMMUNITY BANCORP INC                  | New York Community Bancorp Inc                                                                                        | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |    530359 | NS      | $11514093.89  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                    | Regions Financial Corp                                                                                                | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1437979 | NS      | $32757161.62  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                                                                                      | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  72906000 | PA      | $59159209.17  | 0.71%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                    | Arch Capital Group Ltd                                                                                                | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    519267 | NS      | $8967741.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                                                                                    | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |   1549000 | NS      | $39871260.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                   | QBE Insurance Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |  49195000 | PA      | $46102596.89  | 0.55%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                              | Enbridge Inc                                                                                                          | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    855723 | NS      | $20879641.20  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                   | Dai-ichi Life Insurance Co Ltd/The                                                                                    | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |  33373000 | PA      | $32616450.11  | 0.39%             | 2024-10-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  33546000 | PA      | $33171351.23  | 0.40%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                    | CenterPoint Energy Inc                                                                                                | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  14724000 | PA      | $13849762.50  | 0.17%             | 2023-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                      | Banco de Sabadell SA                                                                                                  | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $3921538.19   | 0.05%             | 2026-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                       | Intesa Sanpaolo SpA                                                                                                   | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  59130000 | PA      | $53797488.08  | 0.64%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2641456.15   | 0.03%             | 2026-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                          | SBL Holdings Inc                                                                                                      | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35055000 | PA      | $28526006.25  | 0.34%             | 2025-05-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                   | Abanca Corp Bancaria SA                                                                                               | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |  23000000 | PA      | $21545750.48  | 0.26%             | 2026-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                        | Enstar Finance LLC                                                                                                    | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41780000 | PA      | $33451157.00  | 0.40%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED GBP / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $11265.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    604769 | NS      | $14266500.71  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                                                                 | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13369000 | PA      | $12815523.40  | 0.15%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6391000 | PA      | $5215820.68   | 0.06%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                        | Credit Agricole SA                                                                                                    | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  20100000 | PA      | $20425620.00  | 0.24%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                                                                  | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    870603 | NS      | $14756720.85  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    470336 | NS      | $10911795.20  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LTD                   | QBE Insurance Group Ltd                                                                                               | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |  54675000 | PA      | $51677616.99  | 0.62%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                     | Hanwha Life Insurance Co Ltd                                                                                          | CUSIP: 41135UAA3<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |  19000000 | PA      | $18596218.84  | 0.22%             | 2023-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                     | Julius Baer Group Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |  24400000 | PA      | $23321154.00  | 0.28%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7192000 | PA      | $6974339.95   | 0.08%             | 2024-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                   | Brookfield BRP Holdings Canada Inc                                                                                    | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    780677 | NS      | $10827989.99  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GRP                    | Hartford Financial Services Group Inc/The                                                                             | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |  25318000 | PA      | $21257752.34  | 0.25%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                | US Bancorp                                                                                                            | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4208647.05   | 0.05%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                             | UniCredit SpA                                                                                                         | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |  33803000 | PA      | $32427217.90  | 0.39%             | 2024-06-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 166670000 | PA      | $145984586.30 | 1.74%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    103729 | NS      | $1810071.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS                  | Sunstone Hotel Investors Inc                                                                                          | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               |  | US        |    161792 | NS      | $3138764.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  60115000 | PA      | $71816277.73  | 0.86%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                                                                                       | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    450000 | NS      | $10080000.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Preferred ETF                     | Invesco Preferred ETF                                                                                                 | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |   1471847 | NS      | $16455249.46  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOENIX GRP HLD PLC                       | Phoenix Group Holdings PLC                                                                                            | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |  24706000 | PA      | $22807838.02  | 0.27%             | 2025-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSUR DAC                         | Beazley Insurance DAC                                                                                                 | CUSIP: 000000000<br>LEI: 549300WWULDAFCPEU084 | Long             | DBT              | CORP              | IE        |  14373000 | PA      | $12784783.50  | 0.15%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                                                                                           | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     13105 | NS      | $256202.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                          | Societe Generale SA                                                                                                   | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  57600000 | PA      | $57157550.78  | 0.68%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                          | United States Cellular Corp                                                                                           | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    812747 | NS      | $11801086.44  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNP ASSURANCES                            | CNP Assurances                                                                                                        | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |  11200000 | PA      | $8862000.00   | 0.11%             | 2030-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                                                                                    | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  62598000 | PA      | $39358492.50  | 0.47%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                                                          | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  24342000 | PA      | $23720128.11  | 0.28%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                                                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1234234.38   | 0.01%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                   | ILFC E-Capital Trust II                                                                                               | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  28635000 | PA      | $18612750.00  | 0.22%             | 2065-12-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                                                       | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  45070000 | PA      | $41126375.00  | 0.49%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  88285000 | PA      | $85980320.08  | 1.03%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                                                                                | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1506888.66   | 0.02%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                        | Athora Netherlands NV                                                                                                 | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |  27970000 | PA      | $29308129.53  | 0.35%             | 2025-06-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                           | Truist Financial Corp                                                                                                 | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  26197000 | PA      | $21353018.04  | 0.25%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    869331 | NS      | $18647149.95  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                                                        | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    436638 | NS      | $10907217.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                         | SITE Centers Corp                                                                                                     | CUSIP: 82981J877<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EP               |  | US        |    517573 | NS      | $11490120.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                                                                                          | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  52865000 | PA      | $47422889.76  | 0.57%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                           | Nordea Bank Abp                                                                                                       | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  21600000 | PA      | $21320546.76  | 0.25%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    183938 | NS      | $3029458.86   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                                                                                | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |  80883000 | PA      | $77445472.50  | 0.92%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                   | CHS Inc                                                                                                               | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    560563 | NS      | $13638497.79  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED USD / SOLD EUR                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-6475409.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5585174.52   | 0.07%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                     | Nippon Life Insurance Co                                                                                              | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |  50315000 | PA      | $49229423.18  | 0.59%             | 2044-10-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  36640000 | PA      | $31602000.00  | 0.38%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                                                                                                   | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6019000 | PA      | $5878978.86   | 0.07%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED USD / SOLD EUR                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-464751.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                                                                                | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  45400000 | PA      | $39659958.60  | 0.47%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                    | Credit Suisse Group AG                                                                                                | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |  84001000 | PA      | $67336854.74  | 0.80%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                        | Enstar Finance LLC                                                                                                    | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36612000 | PA      | $33382821.60  | 0.40%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  35600000 | PA      | $37203709.16  | 0.44%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                                                                                   | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  51400000 | PA      | $52875859.51  | 0.63%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                   | South Jersey Industries Inc                                                                                           | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |  15668000 | PA      | $12212384.84  | 0.15%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  46090000 | PA      | $45703342.23  | 0.55%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                                                                                              | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  20200000 | PA      | $16589553.00  | 0.20%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                  | Western Alliance Bancorp                                                                                              | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |    868924 | NS      | $17517507.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                                                                 | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  31675000 | PA      | $29457750.00  | 0.35%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                    | Synovus Financial Corp                                                                                                | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |    368912 | NS      | $8023836.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                                                                            | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |  30070000 | PA      | $29618950.00  | 0.35%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                              | NiSource Inc                                                                                                          | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |    963697 | NS      | $23408200.13  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2052210.42   | 0.02%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                                                                              | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  41946000 | PA      | $40661796.36  | 0.49%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                   | Goldman Sachs Capital I                                                                                               | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $6065399.05   | 0.07%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                                                                                          | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  21561000 | PA      | $20123351.98  | 0.24%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                                                                                   | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  66718000 | PA      | $43895354.08  | 0.52%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                   | CHS Inc                                                                                                               | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    538678 | NS      | $12944432.34  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                               | MetLife Inc                                                                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  14568000 | PA      | $19388696.88  | 0.23%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                       | First Republic Bank/CA                                                                                                | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    120000 | NS      | $2071200.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED USD / SOLD GBP                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-1290034.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                  | Corebridge Financial Inc                                                                                              | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  53505000 | PA      | $49689587.34  | 0.59%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                       | General Electric Co                                                                                                   | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4373000 | PA      | $4312619.85   | 0.05%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                   | Brookfield BRP Holdings Canada Inc                                                                                    | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    319319 | NS      | $4595000.41   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                                                                                       | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  16286000 | PA      | $14127441.83  | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                                                         | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  16991000 | PA      | $16693657.50  | 0.20%             | 2023-01-30      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                    | Arch Capital Group Ltd                                                                                                | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    761788 | NS      | $15464296.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                            | Commerzbank AG                                                                                                        | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |  25600000 | PA      | $24336000.00  | 0.29%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                                                                                     | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  54900000 | PA      | $54135517.50  | 0.65%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                     | Dresdner Funding Trust I                                                                                              | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |  12113945 | PA      | $12546352.27  | 0.15%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                                                        | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    400000 | NS      | $6872000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO BPM SPA                             | Banco BPM SpA                                                                                                         | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   8400000 | PA      | $7949368.17   | 0.09%             | 2027-04-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                   | WESCO International Inc                                                                                               | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |   1536845 | NS      | $40296075.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                   | Summit Hotel Properties Inc                                                                                           | CUSIP: 866082605<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               |  | US        |     80000 | NS      | $1462400.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                  | Brighthouse Financial Inc                                                                                             | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1480700 | NS      | $25778987.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                                                                    | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1369727 | NS      | $29983324.03  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                    | Equitable Holdings Inc                                                                                                | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    200000 | NS      | $3538000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  53770000 | PA      | $45032375.00  | 0.54%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  18982000 | PA      | $17136047.01  | 0.20%             | 2024-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APOLLO ASSET MGMNT INC                    | Apollo Asset Management Inc                                                                                           | CUSIP: 03769W302<br>LEI: 54930054P2G7ZJB0KM79 | Long             | EP               | CORP              | US        |    682617 | NS      | $14805962.73  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcanada Trust                         | Transcanada Trust                                                                                                     | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        | 123017000 | PA      | $117246062.17 | 1.40%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                                                          | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  82023000 | PA      | $74371719.85  | 0.89%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                    | Equitable Holdings Inc                                                                                                | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |  28080000 | PA      | $26541216.00  | 0.32%             | 2025-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                | US Bancorp                                                                                                            | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   9621000 | PA      | $7889220.00   | 0.09%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                                                                              | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    742000 | NS      | $17971240.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                   | Reinsurance Group of America Inc                                                                                      | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |   1642200 | NS      | $42615090.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                      | Swiss Re Finance Luxembourg SA                                                                                        | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |  20800000 | PA      | $19245616.00  | 0.23%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                  | Apollo Management Holdings LP                                                                                         | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |  18444000 | PA      | $15658518.14  | 0.19%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  35635000 | PA      | $28862618.85  | 0.34%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  56236000 | PA      | $55279988.00  | 0.66%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                          | Deutsche Bank AG                                                                                                      | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  45200000 | PA      | $38558836.32  | 0.46%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                       | Carlyle Finance LLC                                                                                                   | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    627339 | NS      | $10156618.41  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP                     | Bank of Ireland Group PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  31200000 | PA      | $32543535.72  | 0.39%             | 2025-05-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                          | Deutsche Bank AG                                                                                                      | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  29800000 | PA      | $27860682.16  | 0.33%             | 2025-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  58392000 | PA      | $57777277.05  | 0.69%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        | 121218000 | PA      | $105308137.50 | 1.26%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                                                                    | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1230471 | NS      | $27070362.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CoBank ACB                                | CoBank ACB                                                                                                            | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |  38329000 | PA      | $37236623.50  | 0.44%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP/UK                  | Australia & New Zealand Banking Group Ltd/United Kingdom                                                              | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  14030000 | PA      | $13991317.89  | 0.17%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK                   | Signature Bank/New York NY                                                                                            | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |   1190549 | NS      | $18298738.13  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                             | Sempra Energy                                                                                                         | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  89821000 | PA      | $83280234.78  | 0.99%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                                                                   | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  55708000 | PA      | $47069553.19  | 0.56%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                     | Scentre Group Trust 2                                                                                                 | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |  74500000 | PA      | $66807875.00  | 0.80%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                                                                                | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7740000 | PA      | $5055624.58   | 0.06%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                                                                  | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    250000 | NS      | $4702500.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                                                                                              | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  25909000 | PA      | $24665627.09  | 0.29%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCE Trust VI                              | SCE Trust VI                                                                                                          | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1366966 | NS      | $23798878.06  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                               | MetLife Inc                                                                                                           | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  35302000 | PA      | $41172837.68  | 0.49%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                        | Credit Agricole SA                                                                                                    | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  31437000 | PA      | $30165373.35  | 0.36%             | 2024-09-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                  | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  70560000 | PA      | $68246134.39  | 0.81%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR                  | Brookfield Renewable Partners LP                                                                                      | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    384217 | NS      | $7238648.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    399305 | NS      | $9842868.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                                                          | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5262000 | PA      | $4818808.52   | 0.06%             | 2024-04-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                      | Vornado Realty Trust                                                                                                  | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               |  | US        |    480000 | NS      | $7795200.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                           | Danske Bank A/S                                                                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  18600000 | PA      | $17716500.00  | 0.21%             | 2025-06-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                     | Lincoln National Corp                                                                                                 | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |   1700150 | NS      | $46363090.50  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  11800000 | PA      | $9885043.79   | 0.12%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20435000 | PA      | $16552350.00  | 0.20%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                                                                  | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  45790000 | PA      | $38392607.18  | 0.46%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                             | Rothesay Life PLC                                                                                                     | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   8058000 | PA      | $8741966.15   | 0.10%             | 2028-09-12      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 949746465<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    140000 | NS      | $3462200.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                    | Skandinaviska Enskilda Banken AB                                                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  18600000 | PA      | $17891656.20  | 0.21%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                        | Credit Agricole SA                                                                                                    | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  26030000 | PA      | $25875277.68  | 0.31%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                       | First Republic Bank/CA                                                                                                | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    786782 | NS      | $12328873.94  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BIP BERMUDA HOLDINGS I                    | BIP Bermuda Holdings I Ltd                                                                                            | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |    134923 | NS      | $2185752.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                  | Banco Mercantil del Norte SA/Grand Cayman                                                                             | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |  16630000 | PA      | $13799917.08  | 0.16%             | 2032-01-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                          | Enstar Group Ltd                                                                                                      | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |   1040000 | NS      | $22256000.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  23642000 | PA      | $23008969.61  | 0.27%             | 2024-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                       | First Republic Bank/CA                                                                                                | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    136443 | NS      | $2183088.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                                                                                 | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    300000 | NS      | $5727000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O'LAKES INC                          | Land O' Lakes Inc                                                                                                     | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3592621.88   | 0.04%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                  | Hudson Pacific Properties Inc                                                                                         | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               |  | US        |    600590 | NS      | $7525392.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                  | HSBC Capital Funding Dollar 1 LP                                                                                      | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |  23856000 | PA      | $28746381.71  | 0.34%             | 2030-06-30      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                  | Electricite de France SA                                                                                              | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  12152000 | PA      | $11505104.08  | 0.14%             | 2024-01-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                   | DigitalBridge Group Inc                                                                                               | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    379517 | NS      | $7119738.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                              | Assurant Inc                                                                                                          | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |  36644000 | PA      | $35540774.12  | 0.42%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                                                                                        | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1199306 | NS      | $29095163.56  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                                                                   | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |    775835 | NS      | $13305570.25  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                           | Ares Finance Co III LLC                                                                                               | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23035000 | PA      | $17416000.58  | 0.21%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                              | UBS Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20400000 | PA      | $20234250.00  | 0.24%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                  | Meiji Yasuda Life Insurance Co                                                                                        | CUSIP: 585270AA9<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |  10643000 | PA      | $10320038.17  | 0.12%             | 2045-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROP PFD LP                    | Brookfield Property Preferred LP                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    811500 | NS      | $11498955.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                    | Standard Chartered PLC                                                                                                | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  20616000 | PA      | $20505349.39  | 0.24%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                          | Iccrea Banca SpA                                                                                                      | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |  16000000 | PA      | $14791419.71  | 0.18%             | 2032-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                        | Banco Santander SA                                                                                                    | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  18000000 | PA      | $17638920.00  | 0.21%             | 2024-02-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                | CoBank ACB                                                                                                            | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |    103600 | NS      | $9919700.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                  | United States Cellular Corp                                                                                           | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |   1547487 | NS      | $24713367.39  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                          | United States Cellular Corp                                                                                           | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    971089 | NS      | $14041946.94  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                                                                                  | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  45164000 | PA      | $39830583.24  | 0.48%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                             | Rothesay Life PLC                                                                                                     | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |  26030000 | PA      | $20010562.50  | 0.24%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                                                                                    | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |   1142927 | NS      | $19475476.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VODAFONE GROUP PLC                        | VODAFONE GROUP PLC                                                                                                    | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |  17100000 | PA      | $16425405.00  | 0.20%             | 2078-10-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        | 122000000 | PA      | $120780000.00 | 1.44%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                                                                                   | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  63648000 | PA      | $42088514.23  | 0.50%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                 | Emera Inc                                                                                                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        | 106612000 | PA      | $102770769.64 | 1.23%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                                                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25754000 | PA      | $22499209.48  | 0.27%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                                                      | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  23875000 | PA      | $21845625.00  | 0.26%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FUKOKU MUTUAL LIFE INSUR                  | Fukoku Mutual Life Insurance Co                                                                                       | CUSIP: 000000000<br>LEI: 549300JDVRDBH680VF26 | Long             | DBT              | CORP              | JP        |  12800000 | PA      | $12312320.00  | 0.15%             | 2025-07-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                              | UBS Group AG                                                                                                          | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  55700000 | PA      | $54938211.15  | 0.66%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                          | Societe Generale SA                                                                                                   | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  60867000 | PA      | $60981125.63  | 0.73%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                              | Barclays PLC                                                                                                          | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  63590000 | PA      | $61943384.01  | 0.74%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                             | Aircastle Ltd                                                                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  19860000 | PA      | $15391500.00  | 0.18%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                                                                                        | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  27300000 | PA      | $25826162.82  | 0.31%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                  | Electricite de France SA                                                                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  14800000 | PA      | $14505532.62  | 0.17%             | 2026-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                    | Brookfield Finance Inc                                                                                                | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |   1177946 | NS      | $17904779.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7503000 | PA      | $5911468.59   | 0.07%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                              | UBS Group AG                                                                                                          | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  46035000 | PA      | $45094274.78  | 0.54%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital III                     | Citigroup Capital III                                                                                                 | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $5097273.31   | 0.06%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                                                                                     | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  37127000 | PA      | $31789993.75  | 0.38%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                         | HSBC Holdings PLC                                                                                                     | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  20237000 | PA      | $18677138.92  | 0.22%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                          | Land O' Lakes Inc                                                                                                     | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |  15285000 | PA      | $13145100.00  | 0.16%             | 2027-04-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                                                                                    | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |   1182959 | NS      | $28320038.46  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                                                               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  40000000 | PA      | $41653886.00  | 0.50%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                                                          | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  11141000 | PA      | $10696781.26  | 0.13%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                              | Enbridge Inc                                                                                                          | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  67229000 | PA      | $61828565.02  | 0.74%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                             | Sempra Energy                                                                                                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  54669000 | PA      | $42600518.12  | 0.51%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4301000 | PA      | $3678387.24   | 0.04%             | 2026-09-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                                                          | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        | 101000000 | PA      | $94687500.00  | 1.13%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                    | Discover Financial Services                                                                                           | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |  11625000 | PA      | $11312209.38  | 0.14%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCE Trust V                               | SCE Trust V                                                                                                           | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    787900 | NS      | $15316776.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MONEY UK PLC                       | Virgin Money UK PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   9600000 | PA      | $10478904.79  | 0.13%             | 2027-06-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                                                                                          | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  51870000 | PA      | $47396212.50  | 0.57%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                                                                                      | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    947399 | NS      | $20198546.68  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                                                                                          | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  69500000 | PA      | $61731288.61  | 0.74%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                    | AXA SA                                                                                                                | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |  11367000 | PA      | $13743583.60  | 0.16%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Global X US Preferred ETF                 | Global X US Preferred ETF                                                                                             | CUSIP: 37954Y657<br>LEI: 5493002F5H3KM07K2Y09 | Long             | EC               | RF                | US        |   1199705 | NS      | $23238285.85  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                                                                  | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    253258 | NS      | $4444677.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                              | ING Groep NV                                                                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  24400000 | PA      | $23528310.00  | 0.28%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  41433000 | PA      | $40186387.10  | 0.48%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                     | Scentre Group Trust 2                                                                                                 | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |  49400000 | PA      | $41458950.00  | 0.49%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                   | CHS Inc                                                                                                               | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    941771 | NS      | $24457792.87  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                                                      | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1094979 | NS      | $20136663.81  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                                                                                              | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  28865000 | PA      | $27950974.77  | 0.33%             | 2045-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                  | Liberty Mutual Group Inc                                                                                              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  28483000 | PA      | $23240989.53  | 0.28%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Co LLC                      | AEGON Funding Co LLC                                                                                                  | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |    572357 | NS      | $10909124.42  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                  | Brookfield Infrastructure Partners LP                                                                                 | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    693931 | NS      | $11137523.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                           | Global Atlantic Fin Co                                                                                                | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  55864000 | PA      | $42640029.78  | 0.51%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                   | Dai-ichi Life Insurance Co Ltd/The                                                                                    | CUSIP: 23380YAD9<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |  35744000 | PA      | $33371745.42  | 0.40%             | 2026-07-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                       | First Republic Bank/CA                                                                                                | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |    282930 | NS      | $4648539.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                          | SBL Holdings Inc                                                                                                      | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45500000 | PA      | $35262500.00  | 0.42%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.             | PURCHASED USD / SOLD EUR                                                                                              | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-130451.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                                                                               | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  54445000 | PA      | $52335256.25  | 0.62%             | 2025-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange               | Long: S99152769 IRS USD R F  3.34400 199152769_FIX CCPOIS / Short: S99152769 IRS USD P V 12MSOFR 199152769_FLO CCPOIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 110000000 | OU      | $-1180722.89  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                  | Electricite de France SA                                                                                              | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  30000000 | PA      | $32073021.78  | 0.38%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                               | Kemper Corp                                                                                                           | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |    381800 | NS      | $7006030.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                        | Voya Financial Inc                                                                                                    | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  24385000 | PA      | $23852309.68  | 0.28%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                  | Brookfield Property Partners LP                                                                                       | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |   1162652 | NS      | $15730681.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  47600000 | PA      | $49623000.00  | 0.59%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** COHEN & STEERS PREFERRED SECURITIES & INCOME FUND, INC.

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer