# EDGAR Filing Document

**Accession Number:** 0001793882
**File Stem:** 0001410368-26-065479
**Filing Date:** 2026-6
**Character Count:** 129407
**Document Hash:** f9dff0adc50c90ba8e1163671f42b87f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065479.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-065479

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
- **CENTRAL INDEX KEY:** 0001793882

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23493
- **FILM NUMBER:** 261115567

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

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

## 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 Tax-Advantaged Preferred Securities & Income Fund

- **b. Investment Company Act file number:** 811-23493

- **c. CIK number of Registrant:** 0001793882

- **d. LEI of Registrant:** 5493009R2RWV77RQEH31

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

  - **Street Address 1:** 1166 Avenue of the Americas,

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

- **a. Name of Series:** Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund

- **c. LEI of Series:** 5493009R2RWV77RQEH31

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1759894219.08

**Total Liabilities:** $613698918.60

**Net Assets:** $1146195300.48

**Delayed Delivery Securities:** $4817000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1494.76000000 | **1-Year:** -64260.35000000 | **5-Year:** -212891.01000000 | **10-Year:** -188397.26000000 | **30-Year:** -89250.70000000

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

- **3-Month:** -1138.51000000 | **1-Year:** -53616.54000000 | **5-Year:** -156202.29000000 | **10-Year:** -98714.66000000 | **30-Year:** -57611.73000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.94%                | -4.44%               | 5.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1562289.63              | $-2454955.33                               |
| Month 2  | $1481020.13              | $-56845483.49                              |
| Month 3  | $1613592.75              | $32662026.96                               |

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4256056.88   | 0.37%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2683618.14   | 0.23%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7400000 | PA      | $9312564.62   | 0.81%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4184724.00   | 0.37%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   5060000 | PA      | $5236128.48   | 0.46%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                       | Telephone and Data Systems Inc                                                    | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |     97841 | NS      | $1926489.29   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                          | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    646405 | NS      | $12126557.80  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13200000 | PA      | $14739318.00  | 1.29%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                            | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2113524.00   | 0.18%             | 2030-03-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                            | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $550000.00    | 0.05%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7574000 | PA      | $7895175.47   | 0.69%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                 | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4514436.77   | 0.39%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                               | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9100000 | PA      | $9169542.20   | 0.80%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                 | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   6096000 | PA      | $6096348.69   | 0.53%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13300000 | PA      | $13692057.40  | 1.19%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $774136.52    | 0.07%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SDB2C0006 IRS USD R F  3.62062  / Short: SDB2C0006 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16600000 | OU      | $-189246.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BPER BANCA                                                 | BPER Banca SPA                                                                    | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1699566.81   | 0.15%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8964000 | PA      | $8997937.70   | 0.79%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487456.52   | 0.13%             | 2067-06-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4814990.35   | 0.42%             | 2031-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6507508.80   | 0.57%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5344000 | PA      | $5554216.93   | 0.48%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                         | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2959906.74   | 0.26%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     34041 | NS      | $823792.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                      | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5980000 | PA      | $5992259.00   | 0.52%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2368522.11   | 0.21%             | 2028-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                    | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     80811 | NS      | $2042093.97   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                   | Brookfield Infrastructure Finance ULC                                             | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |    192889 | NS      | $3171095.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2095914.08   | 0.18%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4536341.82   | 0.40%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                            | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    286202 | NS      | $5658213.54   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3143658.24   | 0.27%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17717000 | PA      | $18284546.38  | 1.60%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7550000 | PA      | $7588512.55   | 0.66%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                              | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4931293.50   | 0.43%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                                                   | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    140000 | NS      | $3194800.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5600000 | PA      | $5545632.40   | 0.48%             | 2035-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                           | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   9024000 | PA      | $8416433.93   | 0.73%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2842238.28   | 0.25%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $3420766.50   | 0.30%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                   | MetLife Capital Trust IV                                                          | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $8542107.60   | 0.75%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | Barclays Bank PLC                                                                 | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $4070625.00   | 0.36%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $4341510.03   | 0.38%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                        | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1520000 | PA      | $1560310.40   | 0.14%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                     | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    145084 | NS      | $3592279.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                               | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2800000 | PA      | $3413666.92   | 0.30%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $4237455.94   | 0.37%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  12850000 | PA      | $13614472.20  | 1.19%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  12000000 | PA      | $13039068.00  | 1.14%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                  | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $3295623.58   | 0.29%             | 2031-09-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                                               | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $3277091.18   | 0.29%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    497843 | NS      | $12122477.05  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                 | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $3629616.71   | 0.32%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11200000 | PA      | $11648392.00  | 1.02%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     35839 | NS      | $789891.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    403986 | NS      | $7695933.30   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $6079234.56   | 0.53%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                                                    | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   5890000 | PA      | $5875049.41   | 0.51%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                              | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  16150000 | PA      | $16445464.25  | 1.43%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    182151 | NS      | $4617527.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-1601.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                 | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4343000 | PA      | $4478241.02   | 0.39%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    487866 | NS      | $10015888.98  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                                             | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   3200000 | PA      | $3316845.89   | 0.29%             | 2030-08-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                            | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     88820 | NS      | $2206288.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                    | DigitalBridge Group Inc                                                           | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     87752 | NS      | $1525129.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                  | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  13572000 | PA      | $13410388.70  | 1.17%             | 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        |    172499 | NS      | $2979057.73   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    300468 | NS      | $7676957.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                    | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   7200000 | PA      | $7523712.65   | 0.66%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $3577337.28   | 0.31%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                         | Voya Financial Inc                                                                | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  11285000 | PA      | $11812855.88  | 1.03%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5473000 | PA      | $5681999.09   | 0.50%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                            | Piraeus Bank SA                                                                   | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |   4800000 | PA      | $5830412.67   | 0.51%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                       | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   8200000 | PA      | $8722381.00   | 0.76%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                        | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   5500000 | PA      | $5650375.50   | 0.49%             | 2030-01-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                          | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $4177340.15   | 0.36%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $2721.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                                        | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $3804020.40   | 0.33%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                        | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   8234000 | PA      | $8115865.81   | 0.71%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1799039.79   | 0.16%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                                              | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   5200000 | PA      | $6345379.52   | 0.55%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9607000 | PA      | $10152579.99  | 0.89%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-5682.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                  | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   4118000 | PA      | $3918856.40   | 0.34%             | 2030-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                                 | Federal Agricultural Mortgage Corp                                                | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    407795 | NS      | $7185347.90   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17966000 | PA      | $18295640.17  | 1.60%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                     | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    379337 | NS      | $10086570.83  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14800000 | PA      | $15873384.80  | 1.38%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    195242 | NS      | $3381591.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                            | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6017209.58   | 0.52%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                            | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2419000 | PA      | $2474733.76   | 0.22%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                     | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    350800 | NS      | $8794556.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $8034552.69   | 0.70%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                    | Brookfield BRP Holdings Canada Inc                                                | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    208034 | NS      | $3147554.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   3600000 | PA      | $4147628.62   | 0.36%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13710000 | PA      | $15623514.98  | 1.36%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9400000 | PA      | $10303434.00  | 0.90%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                              | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3467511.60   | 0.30%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $9152489.02   | 0.80%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10718000 | PA      | $10846508.82  | 0.95%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Invesco Preferred ETF                                      | Invesco Preferred ETF                                                             | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |    250000 | NS      | $2787500.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                       | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     32000 | NS      | $614080.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9400000 | PA      | $9570393.80   | 0.83%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                     | ILFC E-Capital Trust I                                                            | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1045814.11   | 0.09%             | 2065-12-21      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                 | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $6185412.80   | 0.54%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                   | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    633858 | NS      | $13025781.90  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   9752000 | PA      | $9387728.67   | 0.82%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4467000 | PA      | $4458113.35   | 0.39%             | 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        |   5352000 | PA      | $4704951.23   | 0.41%             | 2065-12-21      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    580397 | NS      | $14655024.25  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: S92095010 IRS USD R F  3.49650  / Short: S92095010 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22300000 | OU      | $-418068.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BD6980006 IRS EUR R V 06MEURIB  / Short: BD6980006 IRS EUR P F  2.66749     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14300000 | OU      | $250790.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14800000 | PA      | $14909224.00  | 1.30%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                           | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $6214368.00   | 0.54%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3905769.20   | 0.34%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    350000 | NS      | $8883000.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11600000 | PA      | $13543858.40  | 1.18%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                         | First Horizon Corp                                                                | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    202901 | NS      | $5003538.66   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                  | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     91356 | NS      | $2027189.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   5660000 | PA      | $5662767.74   | 0.49%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14840000 | PA      | $15030647.25  | 1.31%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                            | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7600000 | PA      | $1900000.00   | 0.17%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund | State Street Institutional Treasury Plus Money Market Fund                        | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |  14005986 | NS      | $14005986.33  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6200000 | PA      | $6553840.20   | 0.57%             | 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        |   8200000 | PA      | $8652705.60   | 0.75%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6341000 | PA      | $6393275.20   | 0.56%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7000000 | PA      | $7362428.50   | 0.64%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2420093.60   | 0.21%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7000000 | PA      | $7690928.00   | 0.67%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                                                | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  12400000 | PA      | $12894623.60  | 1.12%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10208000 | PA      | $11089011.65  | 0.97%             | 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        |   2600000 | PA      | $2477407.04   | 0.22%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $3317912.64   | 0.29%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                    | DigitalBridge Group Inc                                                           | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    170626 | NS      | $2974011.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                        | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   6590000 | PA      | $6605934.95   | 0.58%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  22582000 | PA      | $22942228.06  | 2.00%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                    | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1994584.53   | 0.17%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                      | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3133000 | PA      | $3058663.94   | 0.27%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                   | Affiliated Managers Group Inc                                                     | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    151751 | NS      | $3635953.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                        | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5393115.70   | 0.47%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $15050.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B92096006 IRS EUR R V 06MEURIB  / Short: B92096006 IRS EUR P F  2.54800     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19100000 | OU      | $462483.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2121588.46   | 0.19%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                           | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $10548046.34  | 0.92%             | 2031-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9500000 | PA      | $10154636.17  | 0.89%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                  | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1868992.92   | 0.16%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11600000 | PA      | $12248416.80  | 1.07%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                      | Landesbank Baden-Wuerttemberg                                                     | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2693103.05   | 0.23%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                    | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   6630000 | PA      | $6923404.02   | 0.60%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                    | Brookfield BRP Holdings Canada Inc                                                | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    168056 | NS      | $2596465.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                                                      | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    147108 | NS      | $3780675.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                     | Arch Capital Group Ltd                                                            | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    351086 | NS      | $7165665.26   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7400000 | PA      | $9212448.20   | 0.80%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                            | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2444823.79   | 0.21%             | 2031-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                          | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |  10800000 | PA      | $10832496.88  | 0.95%             | 2032-05-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   8900000 | PA      | $8855285.51   | 0.77%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                                        | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   5400000 | PA      | $5466711.60   | 0.48%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                   | RenaissanceRe Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |    103152 | NS      | $1606076.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                  | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $2080637.55   | 0.18%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339K829<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |    188080 | NS      | $4737735.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                         | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2870000 | PA      | $2893143.68   | 0.25%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14700000 | PA      | $15576928.50  | 1.36%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                               | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3400000 | PA      | $4287195.60   | 0.37%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7200000 | PA      | $8572003.20   | 0.75%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14156000 | PA      | $14873695.04  | 1.30%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11066000 | PA      | $11371310.94  | 0.99%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                         | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   3698000 | PA      | $3857905.70   | 0.34%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                             | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13158000 | PA      | $13171434.32  | 1.15%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                      | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4955317.13   | 0.43%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                         | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   2100000 | PA      | $2153209.80   | 0.19%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3847427.52   | 0.34%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                          | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    493265 | NS      | $9830771.45   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                   | F&G Annuities & Life Inc                                                          | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    251943 | NS      | $6285977.85   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                  | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     96904 | NS      | $2151268.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                            | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   4480000 | PA      | $4693557.12   | 0.41%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                          | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   4600000 | PA      | $4749165.12   | 0.41%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6120000 | PA      | $6546545.64   | 0.57%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4095580.00   | 0.36%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14800000 | PA      | $15028689.60  | 1.31%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                    | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   3260000 | PA      | $3464514.47   | 0.30%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                   | Hudson Pacific Properties LP                                                      | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   3000000 | PA      | $2558907.00   | 0.22%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                         | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |    232042 | NS      | $5789447.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                   | Aspen Insurance Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    281000 | NS      | $6943510.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2583272.09   | 0.23%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3002933.03   | 0.26%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7200000 | PA      | $7392362.40   | 0.64%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                    | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    728346 | NS      | $18616523.76  | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $5777913.60   | 0.50%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                                                 | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3987973.56   | 0.35%             | 2035-06-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2033 | NS      | $2420916.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $7592378.44   | 0.66%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6800000 | PA      | $6890547.51   | 0.60%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     17214 | NS      | $335328.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-7857.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $819155.20    | 0.07%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                                       | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   6000000 | PA      | $7279276.98   | 0.64%             | 2031-06-04      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                    | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3211284.43   | 0.28%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                       | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $6488091.50   | 0.57%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $432.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                            | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5426077.64   | 0.47%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17450000 | PA      | $18158347.85  | 1.58%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5479604.00   | 0.48%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    299871 | NS      | $7937585.37   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                            | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   6005000 | PA      | $6036706.40   | 0.53%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                         | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9300000 | PA      | $9666810.60   | 0.84%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    167799 | NS      | $2959974.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   6090000 | PA      | $6161928.99   | 0.54%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $3901282.85   | 0.34%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BIP BERMUDA HOLDINGS I                                     | BIP Bermuda Holdings I Ltd                                                        | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |     47070 | NS      | $769594.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1700000 | PA      | $1563319.15   | 0.14%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED GBP / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $20060.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $6543.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                           | Land O' Lakes Inc                                                                 | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3184752.96   | 0.28%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                         | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2066000 | PA      | $2098862.89   | 0.18%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  14700000 | PA      | $15244605.60  | 1.33%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                       | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10064000 | PA      | $10524458.19  | 0.92%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $3050754.74   | 0.27%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                            | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   9740000 | PA      | $9639947.80   | 0.84%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-111036.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8900000 | PA      | $8956790.90   | 0.78%             | 2036-04-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                               | Assurant Inc                                                                      | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     60964 | NS      | $1193675.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8200000 | PA      | $9017933.60   | 0.79%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5800000 | PA      | $8040132.59   | 0.70%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     62560 | NS      | $1570881.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                           | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2872235.94   | 0.25%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                        | SoftBank Group Corp                                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   4615000 | PA      | $4264089.89   | 0.37%             | 2061-04-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                       | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   6160000 | PA      | $6402808.72   | 0.56%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592590 IRS USD R V USD-SOFR-OIS / Short: B70592590 IRS USD P F  3.65500  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  80000000 | OU      | $-12231.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                     | HA Sustainable Infrastructure Capital Inc                                         | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4948221.00   | 0.43%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                       | Emera US Finance LLC                                                              | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4173415.09   | 0.36%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $458859.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746905 IRS USD R V USD-SOFR-OIS/ Short: B70746905 IRS USD P F  3.58750   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  80000000 | OU      | $114734.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARRAY DIGITAL INFRA INC                                    | Array Digital Infrastructure Inc                                                  | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      6927 | NS      | $138955.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHORA NETHERLANDS                                         | Athora Netherlands NV                                                             | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |   5600000 | PA      | $6810391.73   | 0.59%             | 2031-05-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                                                 | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5150691.36   | 0.45%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    193695 | NS      | $3238580.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B2149540S IRS USD R V USD-SOFR-OIS / Short: B2149540S IRS USD P F   .46400  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 160000000 | OU      | $3547650.13   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  19300000 | PA      | $20300415.50  | 1.77%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5753838S IRS USD R V USD-SOFR-OIS / Short: B5753838S IRS USD P F   .93000  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  70000000 | OU      | $2830059.95   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3200000 | PA      | $3315899.07   | 0.29%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                   | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |    106447 | NS      | $2599435.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                    | American National Group Inc                                                       | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2680305.81   | 0.23%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                              | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5485412.21   | 0.48%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $3069741.00   | 0.27%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                       | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16049000 | PA      | $16882055.44  | 1.47%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                      | TransCanada PipeLines Ltd                                                         | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2468000 | PA      | $2479518.16   | 0.22%             | 2056-10-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8900000 | PA      | $9520160.90   | 0.83%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                        | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   6790000 | PA      | $7049622.44   | 0.62%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                            | Nordea Bank Abp                                                                   | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   6400000 | PA      | $6540710.40   | 0.57%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                                                  | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8800000 | PA      | $9270404.00   | 0.81%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd                                                    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   4400000 | PA      | $4499519.20   | 0.39%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8400000 | PA      | $8377066.32   | 0.73%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL III                                      | Citigroup Capital III                                                             | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1676858.22   | 0.15%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                 | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   8034000 | PA      | $7950078.44   | 0.69%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                            | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1480634.40   | 0.13%             | 2032-01-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                           | Land O' Lakes Inc                                                                 | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1577475.00   | 0.14%             | 2027-04-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7961967.00   | 0.69%             | 2035-09-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2566270.72   | 0.22%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4325736.32   | 0.38%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHATHAM LODGING                                            | Chatham Lodging Trust                                                             | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               |  | US        |     85000 | NS      | $1729741.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                            | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2451861.60   | 0.21%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $2210306.70   | 0.19%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B89841968 IRS EUR R V 06MEURIB  / Short: B89841968 IRS EUR P F  2.38800     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25700000 | OU      | $605534.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | NATIONWIDE BUILDING SOCIETY                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3560000 | PA      | $6297549.70   | 0.55%             | N/A             | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                           | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12800000 | PA      | $12958497.28  | 1.13%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                              | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  15364000 | PA      | $15623298.23  | 1.36%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                                       | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   1800000 | PA      | $2095404.81   | 0.18%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8600000 | PA      | $12299538.64  | 1.07%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                         | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10073530.00  | 0.88%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                  | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    237068 | NS      | $6194586.84   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1408532.45   | 0.12%             | 2029-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                   | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    212311 | NS      | $4427745.91   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                  | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |    121623 | NS      | $3034493.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                 | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    304000 | NS      | $6338400.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    251020 | NS      | $4422972.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                         | First Horizon Corp                                                                | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    228780 | NS      | $5730939.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $3323083.93   | 0.29%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                      | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     71365 | NS      | $1790547.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                                    | CHS Inc                                                                           | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    393503 | NS      | $10113027.10  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    209413 | NS      | $3987223.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                  | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1822901.89   | 0.16%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                       | Emera US Finance LLC                                                              | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3607474.46   | 0.31%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                    | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3923249.88   | 0.34%             | 2032-10-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                  | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $4794823.50   | 0.42%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                     | HA Sustainable Infrastructure Capital Inc                                         | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3201145.25   | 0.28%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: S89841929 IRS USD R F  3.22700  / Short: S89841929 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  31000000 | OU      | $-698919.81   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4300000 | PA      | $4736570.40   | 0.41%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society                                                         | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   5300000 | PA      | $7560867.15   | 0.66%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6600000 | PA      | $7146216.00   | 0.62%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B73131753 IRS GBP R V 01MSONIA  / Short: B73131753 IRS GBP P F   .90000     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  28000000 | OU      | $1740300.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                         | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3648854.20   | 0.32%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                               | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  15200000 | PA      | $15701873.60  | 1.37%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                               | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    410229 | NS      | $10588010.49  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $4111925.60   | 0.36%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                         | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7305000 | PA      | $7603153.58   | 0.66%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Chief Financial Officer