# EDGAR Filing Document

**Accession Number:** 0001498612
**File Stem:** 0001752724-23-047856
**Filing Date:** 2023-2
**Character Count:** 135248
**Document Hash:** d4ac152dd1f3c44201e965c22e4b2d65
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047856.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047856

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Select Preferred & Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001498612
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22455
- **FILM NUMBER:** 23686413

**BUSINESS ADDRESS:**
- **STREET 1:** 280 PARK AVENUE
- **STREET 2:** 10TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 212.832.3232

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Cohen & Steers Select Preferred & Income Fund, Inc.

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $376966059.79

**Total Liabilities:** $130650407.69

**Net Assets:** $246315652.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -308.02000000 | **1-Year:** -11643.82000000 | **5-Year:** -29722.17000000 | **10-Year:** -36481.10000000 | **30-Year:** -37437.58000000

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

- **3-Month:** -311.30000000 | **1-Year:** -11875.94000000 | **5-Year:** -27460.27000000 | **10-Year:** -52973.71000000 | **30-Year:** -64614.36000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.26%                | 7.59%                | -6.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2028434.07             | $104853.64                                 |
| Month 2  | $-900592.21              | $8788000.83                                |
| Month 3  | $-985714.92              | $-557995.59                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIB GROUP PLC                                         | AIB Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1607775.75   | 0.65%             | 2025-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                  | Telephone and Data Systems Inc                                                                                                 | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     68967 | NS      | $903467.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                          | Comerica Inc                                                                                                                   | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1172488.80   | 0.48%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TC ENERGY CORP                                        | TC Energy Corp                                                                                                                 | CUSIP: 87807B859<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EP               | CORP              | CA        |     26957 | NS      | $321134.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2001757.50   | 0.81%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $2876669.80   | 1.17%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   3007000 | PA      | $2606978.10   | 1.06%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                               | CUSIP: 015857709<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     27542 | NS      | $633466.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | American Express Co                                                                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1621000 | PA      | $1335704.00   | 0.54%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                            | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    660000 | PA      | $580800.00    | 0.24%             | 2024-12-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1360000 | PA      | $1221212.14   | 0.50%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                             | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1299580.42   | 0.53%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5112000 | PA      | $4488975.00   | 1.82%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1957105.62   | 0.79%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2400000 | PA      | $1859988.00   | 0.76%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1377512.60   | 0.56%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $2925492.41   | 1.19%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                     | HSBC Holdings PLC                                                                                                              | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $970452.23    | 0.39%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1080816.35   | 0.44%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                 | Coventry Building Society                                                                                                      | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1145480.22   | 0.47%             | 2024-09-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2219150.98   | 0.90%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2176000 | PA      | $2131936.00   | 0.87%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                               | Abanca Corp Bancaria SA                                                                                                        | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $632577.85    | 0.26%             | 2023-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3146400.00   | 1.28%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1660995.40   | 0.67%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LONDON                                 | Macquarie Bank Ltd/London                                                                                                      | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $345076.87    | 0.14%             | 2027-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                                 | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     35768 | NS      | $903142.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                              | Brookfield Infrastructure Finance ULC                                                                                          | CUSIP: 11276B109<br>LEI: N/A                  | Long             | EP               | CORP              | CA        |     47325 | NS      | $728331.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                           | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1904464.80   | 0.77%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    478000 | PA      | $398486.31    | 0.16%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    893000 | PA      | $797013.47    | 0.32%             | 2024-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $996536.03    | 0.40%             | 2029-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                         | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     13128 | NS      | $246937.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $458378.27    | 0.19%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1970000 | PA      | $1795463.83   | 0.73%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-5553.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKEL CORP                                           | Markel Corp                                                                                                                    | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    890000 | PA      | $862187.50    | 0.35%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2653806.88   | 1.08%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2229970.40   | 0.91%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                | AXIS Specialty Finance LLC                                                                                                     | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $448101.73    | 0.18%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3552956.61   | 1.44%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACWEST BANCORP                                       | PacWest Bancorp                                                                                                                | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |     31868 | NS      | $796700.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                               | Kyobo Life Insurance Co Ltd                                                                                                    | CUSIP: 501555AB2<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $927500.00    | 0.38%             | 2027-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                   | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $813868.11    | 0.33%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                              | MetLife Capital Trust IV                                                                                                       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1973594.11   | 0.80%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2144970.96   | 0.87%             | 2027-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                              | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1152006.83   | 0.47%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $812454.40    | 0.33%             | 2031-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                          | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    578000 | PA      | $615570.00    | 0.25%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $499432.13    | 0.20%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2571653.70   | 1.04%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2125000 | PA      | $1580089.03   | 0.64%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2435265.00   | 0.99%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                      | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     22779 | NS      | $2275143.74   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED EUR / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $562.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                | UBS AG                                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $1384800.20   | 0.56%             | 2024-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2070452.50   | 0.84%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                      | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1850000 | PA      | $1692750.00   | 0.69%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                              | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3333408.16   | 1.35%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     21000 | NS      | $384720.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                               | Lancashire Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $945254.40    | 0.38%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                               | American Electric Power Co Inc                                                                                                 | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1155596.53   | 0.47%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1337000 | PA      | $1298895.50   | 0.53%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B70806904 IRS USD R V 01MLIBOR 170806904_FLO CCPVANILLA / Short: B70806904 IRS USD P F  1.18100 170806904_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  39000000 | OU      | $3791081.20   | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $431405.06    | 0.18%             | 2025-09-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NY COMMUNITY BANCORP INC                              | New York Community Bancorp Inc                                                                                                 | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |     17279 | NS      | $375127.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $333.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                               | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2524000 | PA      | $2048087.18   | 0.83%             | 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        |     43992 | NS      | $759741.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     68400 | NS      | $1760616.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $187427.98    | 0.08%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                             | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    855000 | PA      | $834716.38    | 0.34%             | 2023-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                                                                                             | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    993000 | PA      | $970489.17    | 0.39%             | 2024-10-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2591728.12   | 1.05%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $2183561.16   | 0.89%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                              | Texas Capital Bancshares Inc                                                                                                   | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |     84175 | NS      | $1610267.75   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                               | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1192957.50   | 0.48%             | 2025-05-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                               | Abanca Corp Bancaria SA                                                                                                        | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1124126.11   | 0.46%             | 2026-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                             | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1112903.50   | 0.45%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMER MAC                                            | Federal Agricultural Mortgage Corp                                                                                             | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | CORP              | US        |     27286 | NS      | $489551.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1499920.00   | 0.61%             | 2026-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    979000 | PA      | $938469.40    | 0.38%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                            | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    392000 | PA      | $319918.90    | 0.13%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-6562.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1450000 | PA      | $1473490.00   | 0.60%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                               | QBE Insurance Group Ltd                                                                                                        | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1701320.72   | 0.69%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                 | Julius Baer Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1720413.00   | 0.70%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1380000 | PA      | $1338235.42   | 0.54%             | 2024-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                               | Brookfield BRP Holdings Canada Inc                                                                                             | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     25091 | NS      | $348012.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                | Hartford Financial Services Group Inc/The                                                                                      | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1175482.00   | 0.48%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                         | UniCredit SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $1918600.00   | 0.78%             | 2024-06-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                           | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     53710 | NS      | $896957.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6303000 | PA      | $5520734.67   | 2.24%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1194648.22   | 0.49%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                   | Phoenix Group Holdings PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1107804.00   | 0.45%             | 2025-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1587709.74   | 0.64%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                    | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     30004 | NS      | $435658.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                | ILFC E-Capital Trust I                                                                                                         | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |   1204000 | PA      | $713370.00    | 0.29%             | 2065-12-21      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                        | CNP Assurances                                                                                                                 | CUSIP: 000000000<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1582500.00   | 0.64%             | 2030-10-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $1719631.25   | 0.70%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    998000 | PA      | $972503.81    | 0.39%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $121609.38    | 0.05%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                           | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1357575.00   | 0.55%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $684375.00    | 0.28%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3090168.84   | 1.25%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                | Regions Financial Corp                                                                                                         | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    492000 | PA      | $480797.16    | 0.20%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                    | Athora Netherlands NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $419136.64    | 0.17%             | 2025-06-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                       | Truist Financial Corp                                                                                                          | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $912090.21    | 0.37%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     20327 | NS      | $436014.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                 | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     31095 | NS      | $776753.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                   | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $914997.59    | 0.37%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                                                                                | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1400000 | PA      | $1381887.29   | 0.56%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                         | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2170000 | PA      | $2077775.00   | 0.84%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     23485 | NS      | $571390.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    249000 | PA      | $275115.42    | 0.11%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1207500.00   | 0.49%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    528000 | PA      | $515717.04    | 0.21%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $1921848.21   | 0.78%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $801619.68    | 0.33%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                    | First Horizon Bank                                                                                                             | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |      1537 | NS      | $1214230.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                             | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1613886.00   | 0.66%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                       | SiriusPoint Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |     48400 | NS      | $1125300.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2090096.02   | 0.85%             | 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        |   2800000 | PA      | $2880397.02   | 1.17%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYS                                  | Telephone and Data Systems Inc                                                                                                 | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     72259 | NS      | $1063652.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                               | South Jersey Industries Inc                                                                                                    | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $475463.03    | 0.19%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2152000 | PA      | $2133946.46   | 0.87%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                              | Western Alliance Bancorp                                                                                                       | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     32430 | NS      | $653788.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $982080.00    | 0.40%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $818333.07    | 0.33%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                            | CoBank ACB                                                                                                                     | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1349450.00   | 0.55%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                | Zurich Finance Ireland Designated Activity Co                                                                                  | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $615176.00    | 0.25%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2045401.00   | 0.83%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                               | Goldman Sachs Capital I                                                                                                        | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    681000 | PA      | $702472.24    | 0.29%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                   | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    723000 | PA      | $674791.68    | 0.27%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $1585596.14   | 0.64%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     71955 | NS      | $1729078.65   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                   | First Republic Bank/CA                                                                                                         | CUSIP: 33616C696<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     36266 | NS      | $625951.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                                                                            | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558910.45    | 0.23%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                       | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1894528.70   | 0.77%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                   | General Electric Co                                                                                                            | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399407.97    | 0.16%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                               | Brookfield BRP Holdings Canada Inc                                                                                             | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |     34274 | NS      | $493202.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                  | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982500.00    | 0.40%             | 2023-01-30      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-280967.66   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                        | Commerzbank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $570375.00    | 0.23%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                              | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1577720.00   | 0.64%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                 | Dresdner Funding Trust I                                                                                                       | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    457869 | PA      | $474212.63    | 0.19%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                               | WESCO International Inc                                                                                                        | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |    162000 | NS      | $4247640.00   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                              | Enel Finance America LLC                                                                                                       | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414308.85    | 0.17%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                       | CMS Energy Corp                                                                                                                | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     17739 | NS      | $386178.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                              | Brighthouse Financial Inc                                                                                                      | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |     88800 | NS      | $1546008.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     78522 | NS      | $1718846.58   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                         | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     12752 | NS      | $225582.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $1965612.50   | 0.80%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55653377 IRS USD R V 01MLIBOR 155653377_FLO CCPVANILLA / Short: B55653377 IRS USD P F   .54800 155653377_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  30000000 | OU      | $2856352.02   | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Transcanada Trust                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4807000 | PA      | $4581495.41   | 1.86%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $3082840.76   | 1.25%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                         | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1086980.00   | 0.44%             | 2025-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     40200 | NS      | $973644.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                               | Reinsurance Group of America Inc                                                                                               | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     88400 | NS      | $2293980.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                                  | Swiss Re Finance Luxembourg SA                                                                                                 | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $740216.00    | 0.30%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1700000.00   | 0.69%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                              | Apollo Management Holdings LP                                                                                                  | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |    878000 | PA      | $745401.16    | 0.30%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1435233.92   | 0.58%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2475194.00   | 1.00%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $2388600.48   | 0.97%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                   | Carlyle Finance LLC                                                                                                            | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16711 | NS      | $270551.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FIN                                   | KKR Real Estate Finance Trust Inc                                                                                              | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               |  | US        |     40000 | NS      | $660000.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1610000 | PA      | $1679329.89   | 0.68%             | 2025-05-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                              | Svenska Handelsbanken AB                                                                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $390750.00    | 0.16%             | 2024-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $747937.78    | 0.30%             | 2025-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AgriBank FCB                                          | AgriBank FCB                                                                                                                   | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |     26000 | NS      | $2594150.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                              | Brookfield Property Partners LP                                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     64780 | NS      | $1025467.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1583155.97   | 0.64%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5982000 | PA      | $5196862.50   | 2.11%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    128715 | NS      | $2831730.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CoBank ACB                                            | CoBank ACB                                                                                                                     | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2461781.00   | 1.00%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55753719 IRS USD R V 01MLIBOR 155753719_FLO CCPVANILLA / Short: B55753719 IRS USD P F   .93000 155753719_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $5054560.65   | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP/UK                              | Australia & New Zealand Banking Group Ltd/United Kingdom                                                                       | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1595588.64   | 0.65%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIGNATURE BANK NEW YORK                               | Signature Bank/New York NY                                                                                                     | CUSIP: 82669G203<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EP               | CORP              | US        |     44333 | NS      | $681398.21    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                  | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3495468.60   | 1.42%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                            | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3326000 | PA      | $2810248.69   | 1.14%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                          | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   2500000 | PA      | $2241875.00   | 0.91%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $914454.06    | 0.37%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                                                                  | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $423914.39    | 0.17%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                                                                    | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3109000 | PA      | $3626036.84   | 1.47%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1055505.00   | 0.43%             | 2024-09-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1934414.24   | 0.79%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    662000 | PA      | $660393.78    | 0.27%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                   | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    303000 | PA      | $277479.85    | 0.11%             | 2024-04-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2200000 | PA      | $2095500.00   | 0.85%             | 2025-06-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                          | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     67200 | NS      | $1832544.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     59694 | NS      | $1016588.82   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1192320.00   | 0.48%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                           | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2346000 | PA      | $1967002.76   | 0.80%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                              | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216976.08    | 0.09%             | 2028-09-12      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| URSTADT BIDDLE PROPERTIE                              | Urstadt Biddle Properties Inc                                                                                                  | CUSIP: 917286874<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EP               |  | US        |     60000 | NS      | $1228800.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192611.20    | 0.08%             | 2047-01-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-17387.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                | Skandinaviska Enskilda Banken AB                                                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1800000 | PA      | $1731450.60   | 0.70%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $1888706.40   | 0.77%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                   | First Republic Bank/CA                                                                                                         | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     39519 | NS      | $619262.73    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                                                                      | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $497892.38    | 0.20%             | 2032-01-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                      | Enstar Group Ltd                                                                                                               | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     79150 | NS      | $1693810.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1314826.07   | 0.53%             | 2024-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                   | First Republic Bank/CA                                                                                                         | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     33691 | NS      | $539056.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     13200 | NS      | $251988.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAND O'LAKES INC                                      | Land O' Lakes Inc                                                                                                              | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $969787.50    | 0.39%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                              | HSBC Capital Funding Dollar 1 LP                                                                                               | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    930000 | PA      | $1120646.17   | 0.45%             | 2030-06-30      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $359.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     31058 | NS      | $617122.46    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                          | Assurant Inc                                                                                                                   | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1750657.61   | 0.71%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                 | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     36475 | NS      | $884883.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                            | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     34125 | NS      | $585243.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                       | Ares Finance Co III LLC                                                                                                        | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $812771.90    | 0.33%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $991875.00    | 0.40%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROP PFD LP                                | Brookfield Property Preferred LP                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      4559 | NS      | $64601.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250N550<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     36891 | NS      | $395747.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                      | Iccrea Banca SpA                                                                                                               | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $554678.24    | 0.23%             | 2032-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1371916.00   | 0.56%             | 2024-02-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-1543.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                              | United States Cellular Corp                                                                                                    | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     51575 | NS      | $823652.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                    | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     32537 | NS      | $470485.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $1888169.31   | 0.77%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                              | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $615000.00    | 0.25%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-16093.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     40172 | NS      | $684530.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARE                              | Dime Community Bancshares Inc                                                                                                  | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     56453 | NS      | $1042686.91   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-51782.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $4554000.00   | 1.85%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    394000 | PA      | $360728.95    | 0.15%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $1706076.65   | 0.69%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1089093.26   | 0.44%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                             | Emera Inc                                                                                                                      | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   6494000 | PA      | $6260021.18   | 2.54%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $567853.00    | 0.23%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                                                               | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    970000 | PA      | $887550.00    | 0.36%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FUKOKU MUTUAL LIFE INSUR                              | Fukoku Mutual Life Insurance Co                                                                                                | CUSIP: 000000000<br>LEI: 549300JDVRDBH680VF26 | Long             | DBT              | CORP              | JP        |   1020000 | PA      | $981138.00    | 0.40%             | 2025-07-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1578117.38   | 0.64%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2604875.00   | 1.06%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2532674.92   | 1.03%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                         | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    620000 | PA      | $480500.00    | 0.20%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    565000 | PA      | $534497.51    | 0.22%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                                     | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    833000 | PA      | $656304.59    | 0.27%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2600000 | PA      | $2546869.00   | 1.03%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital III                                 | Citigroup Capital III                                                                                                          | CUSIP: 17305HAA6<br>LEI: 549300XM9G8HLD2LDU04 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4369849.93   | 1.77%             | 2036-12-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1348000 | PA      | $1154225.00   | 0.47%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                     | HSBC Holdings PLC                                                                                                              | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $922920.34    | 0.37%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                      | Land O' Lakes Inc                                                                                                              | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1023400.00   | 0.42%             | 2027-04-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     18452 | NS      | $441740.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407975.86    | 0.17%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                        | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1666155.44   | 0.68%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                   | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1288491.20   | 0.52%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1724000 | PA      | $1585512.89   | 0.64%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                  | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1394847.67   | 0.57%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-3783.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3750000.00   | 1.52%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                                                                    | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389237.31    | 0.16%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                   | Virgin Money UK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $873242.07    | 0.35%             | 2027-06-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund                                                                          | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |   4022596 | NS      | $4022595.83   | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2558500.00   | 1.04%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                               | Pebblebrook Hotel Trust                                                                                                        | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               |  | US        |     45977 | NS      | $836781.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LA MONDIALE                                           | La Mondiale SAM                                                                                                                | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1127850.00   | 0.46%             | 2047-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                               | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     22887 | NS      | $487950.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2309371.95   | 0.94%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                                                                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    525000 | PA      | $634765.67    | 0.26%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                               | Nationwide Building Society                                                                                                    | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $652773.57    | 0.27%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                           | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     50773 | NS      | $891066.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1157130.00   | 0.47%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1660490.30   | 0.67%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                          | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   2500000 | PA      | $2098125.00   | 0.85%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |      7043 | NS      | $182906.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     21192 | NS      | $389720.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1019950.04   | 0.41%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR                              | Brookfield Infrastructure Partners LP                                                                                          | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |     47732 | NS      | $766093.83    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED GBP / SOLD USD                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |         1 | NC      | $-3462.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                       | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2086000 | PA      | $1592207.90   | 0.65%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                   | First Republic Bank/CA                                                                                                         | CUSIP: 33616C746<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |     37403 | NS      | $614531.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                               | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1340750.00   | 0.54%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                        | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1326525.00   | 0.54%             | 2025-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                              | Electricite de France SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1069100.73   | 0.43%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                           | Kemper Corp                                                                                                                    | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |     34650 | NS      | $635827.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                             | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    790000 | PA      | $772742.45    | 0.31%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY PART                              | Brookfield Property Partners LP                                                                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     36050 | NS      | $487756.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2293500.00   | 0.93%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer