# EDGAR Filing Document

**Accession Number:** 0001590402
**File Stem:** 0001410368-26-056225
**Filing Date:** 2026-5
**Character Count:** 123129
**Document Hash:** 78516fd44d883e4ae6d0534549bc61da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056225.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056225

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers ETF Trust
- **CENTRAL INDEX KEY:** 0001590402

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22913
- **FILM NUMBER:** 261041455

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

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

## Series and Classes Contracts Data

### Cohen & Steers Preferred and Income Opportunities Active ETF (Series ID: S000044020)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000136637 | Cohen & Steers Preferred and Income Opportunities Active ETF | CSPF            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-22913

- **c. CIK number of Registrant:** 0001590402

- **d. LEI of Registrant:** 636700B6IK0UI96RYW03

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

  - **Street Address 1:** 1166 AVENUE OF THE AMERICAS,

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

- **a. Name of Series:** Cohen & Steers Preferred and Income Opportunities Active ETF

- **b. EDGAR series identifier (if any):** S000044020

- **c. LEI of Series:** 6367006M2PVGB1SX0676

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $151672944.78

**Total Liabilities:** $442410.41

**Net Assets:** $151230534.37

**Cash Not Reported:** $590903.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -174.45000000 | **1-Year:** -4813.03000000 | **5-Year:** -17872.37000000 | **10-Year:** -15964.14000000 | **30-Year:** -10746.26000000

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

- **3-Month:** -107.58000000 | **1-Year:** -3651.98000000 | **5-Year:** -15186.74000000 | **10-Year:** -9746.46000000 | **30-Year:** -8096.40000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136637 | 1.05%                | 0.55%                | -2.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $123823.32               | $912395.63                                 |
| Month 2  | $14614.40                | $-175013.76                                |
| Month 3  | $-179694.30              | $-4840627.68                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                               | AES Corp/The                                               | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186795.88    | 0.12%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                   | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      8300 | NS      | $163012.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                   | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     11400 | NS      | $209760.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                           | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     16261 | NS      | $424086.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                           | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $666762.97    | 0.44%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                        | Alliant Energy Corp                                        | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165337.87    | 0.11%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                 | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200455.20    | 0.13%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    376000 | PA      | $372817.46    | 0.25%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                         | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    453000 | PA      | $420950.84    | 0.28%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $686240.10    | 0.45%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    855000 | PA      | $845171.78    | 0.56%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                             | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1368276.62   | 0.90%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                    | American National Group Inc                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85422.33     | 0.06%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                   | Apollo Global Management Inc                               | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     25719 | NS      | $654034.17    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                    | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $581330.60    | 0.38%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                         | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |       599 | NS      | $9715.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                         | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184841.42    | 0.12%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $417038.80    | 0.28%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $722682.10    | 0.48%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $178175.16    | 0.12%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1771598.90   | 1.17%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1504756.50   | 1.00%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $256841.25    | 0.17%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                         | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $421983.20    | 0.28%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                         | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $791716.24    | 0.52%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                         | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $862152.53    | 0.57%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                   | Banco Mercantil del Norte SA/Grand Cayman                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $205750.00    | 0.14%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                   | Banco Mercantil del Norte SA/Grand Cayman                  | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208639.60    | 0.14%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     14400 | NS      | $311760.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     13000 | NS      | $262210.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16328 | NS      | $286719.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     15397 | NS      | $261749.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16800 | NS      | $319704.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300738.98    | 0.20%             | 2027-04-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    665000 | PA      | $682226.83    | 0.45%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                       | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100659.80    | 0.07%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                           | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1009926.73   | 0.67%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                           | Bank of Montreal                                           | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1383000 | PA      | $1421246.87   | 0.94%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                    | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303163.20    | 0.20%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                    | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1032000.35   | 0.68%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | Barclays Bank PLC                                          | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72537.50     | 0.05%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310586.63    | 0.21%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $436522.00    | 0.29%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                 | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $207474.76    | 0.14%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $271337.21    | 0.18%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                    | Brookfield BRP Holdings Canada Inc                         | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      2200 | NS      | $32868.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FINANCE INC                                     | Brookfield Finance Inc                                     | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $239578.00    | 0.16%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                    | Brookfield Finance I UK Plc                                | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |     20110 | NS      | $292399.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                            | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     15000 | NS      | $328500.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                            | CMS Energy Corp                                            | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      7000 | NS      | $149240.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                            | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $415354.99    | 0.27%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309380.40    | 0.20%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                         | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202271.80    | 0.13%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                     | Canadian Imperial Bank of Commerce                         | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $782222.32    | 0.52%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                   | Capital One Financial Corp                                 | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     17000 | NS      | $303110.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     22010 | NS      | $542546.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206771.20    | 0.14%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300065.61    | 0.20%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306524.10    | 0.20%             | 2029-05-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113273.82    | 0.07%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3344776.97   | 2.21%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199577.82    | 0.13%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174384.19    | 0.12%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                              | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1486369.30   | 0.98%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    472000 | PA      | $475783.54    | 0.31%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                   | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    730000 | PA      | $744345.96    | 0.49%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                         | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $706908.30    | 0.47%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      9777 | NS      | $232594.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                        | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226573.72    | 0.15%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                        | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    770000 | PA      | $765616.31    | 0.51%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669312.65    | 0.44%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $45335.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-138526.64   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $1116.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-302.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-1714.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                   | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $963.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                  | Emera Inc                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75154.88     | 0.05%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                       | Emera US Finance LLC                                       | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $755292.94    | 0.50%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                       | Emera US Finance LLC                                       | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $729200.47    | 0.48%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $575532.45    | 0.38%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $456368.30    | 0.30%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $845981.28    | 0.56%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $289525.80    | 0.19%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $95677.45     | 0.06%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                               | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $526121.50    | 0.35%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                         | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    549000 | PA      | $549490.26    | 0.36%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                         | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1126587.84   | 0.74%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    574000 | PA      | $573324.60    | 0.38%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246289.17    | 0.16%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                         | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    334000 | PA      | $333494.49    | 0.22%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                               | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76893.23     | 0.05%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                               | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394793.73    | 0.26%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                          | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59979.43     | 0.04%             | 2077-08-16      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                     | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     12000 | NS      | $232920.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                 | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    520000 | PA      | $523907.02    | 0.35%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                          | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721285.21    | 0.48%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                          | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    711000 | PA      | $701819.48    | 0.46%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                   | F&G Annuities & Life Inc                                   | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22455 | NS      | $559354.05    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                   | FMC Corp                                                   | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161189.93    | 0.11%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                        | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     25400 | NS      | $661924.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP                                         | First Horizon Corp                                         | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |     18540 | NS      | $458865.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    508000 | PA      | $489583.43    | 0.32%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                     | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $801917.46    | 0.53%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    572000 | PA      | $599558.96    | 0.40%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101993.80    | 0.07%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74028.59     | 0.05%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                          | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201479.60    | 0.13%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                          | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1108799.21   | 0.73%             | 2030-06-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $791680.72    | 0.52%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                          | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $594359.58    | 0.39%             | 2035-09-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                     | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517531.00    | 0.34%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                     | HA Sustainable Infrastructure Capital Inc                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    912000 | PA      | $907958.93    | 0.60%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                 | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    665000 | PA      | $639294.16    | 0.42%             | 2056-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                               | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295798.68    | 0.20%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                    | ILFC E-Capital Trust II                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    450000 | PA      | $393136.56    | 0.26%             | 2065-12-21      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                               | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2297326.46   | 1.52%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                        | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     14925 | NS      | $285366.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                        | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    269000 | PA      | $279255.63    | 0.18%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                      | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      1193 | NS      | $31185.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182744.63    | 0.12%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                   | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210110.00    | 0.14%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                   | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198986.66    | 0.13%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                              | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     58200 | NS      | $1459656.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                              | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       622 | NS      | $15941.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                              | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77724.70     | 0.05%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                   | MetLife Capital Trust IV                                   | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1320120.52   | 0.87%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     12000 | NS      | $269280.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    328000 | PA      | $322096.62    | 0.21%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                             | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7176 | NS      | $181122.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                             | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      9470 | NS      | $162599.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216597.40    | 0.14%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339K829<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     32500 | NS      | $811200.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190981.05    | 0.13%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                        | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1007573.00   | 0.67%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                            | Nordea Bank Abp                                            | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    600000 | PA      | $598578.36    | 0.40%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                        | Northern Trust Corp                                        | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |     25230 | NS      | $471801.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                       | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225046.31    | 0.15%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                       | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70193.90     | 0.05%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                       | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154445.70    | 0.10%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                             | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1537392.64   | 1.02%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                             | Phillips 66 Co                                             | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746979.23    | 0.49%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                   | Prudential Financial Inc                                   | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     11713 | NS      | $190804.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                             | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |      7700 | NS      | $120505.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                             | Public Storage                                             | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     10900 | NS      | $190968.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                           | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    603000 | PA      | $598595.36    | 0.40%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                           | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165376.64    | 0.11%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                     | Regions Financial Corp                                     | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      9300 | NS      | $231570.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                           | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     26979 | NS      | $685536.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                           | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    384000 | PA      | $371332.34    | 0.25%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                  | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105479.22    | 0.07%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $293867.50    | 0.19%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $187769.88    | 0.12%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                       | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1657095.00   | 1.10%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                       | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483497.55    | 0.32%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                           | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147041.70    | 0.10%             | 2030-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                           | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66361.29     | 0.04%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1891000 | NS      | $1891000.00   | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                    | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $305489.97    | 0.20%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                     | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374833.92    | 0.25%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187097.35    | 0.12%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261246.18    | 0.17%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                        | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    880000 | PA      | $877176.70    | 0.58%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                        | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $562767.54    | 0.37%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                        | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $748731.20    | 0.50%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                        | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1236190.80   | 0.82%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                        | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192341.42    | 0.13%             | 2035-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd             | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $1009566.60   | 0.67%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd             | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $229203.48    | 0.15%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                  | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    570000 | PA      | $565430.14    | 0.37%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                  | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399150.60    | 0.26%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                     | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1039696.00   | 0.69%             | 2030-03-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                     | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306489.83    | 0.20%             | 2032-01-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund | State Street Institutional Treasury Plus Money Market Fund | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |    634805 | NS      | $634804.78    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                 | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195767.78    | 0.13%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                  | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    476000 | PA      | $486370.14    | 0.32%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                           | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     16000 | NS      | $386880.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                 | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300312.30    | 0.20%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $408515.60    | 0.27%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                 | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1138853.40   | 0.75%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                 | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1706581.10   | 1.13%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                  | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $787754.72    | 0.52%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                  | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2004000 | PA      | $2046434.70   | 1.35%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                  | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $490328.73    | 0.32%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    412000 | PA      | $412697.52    | 0.27%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                          | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $375915.85    | 0.25%             | 2077-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1523114.25   | 1.01%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $225319.80    | 0.15%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $213291.04    | 0.14%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $620013.60    | 0.41%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $396649.80    | 0.26%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    700000 | PA      | $680801.08    | 0.45%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1948347.80   | 1.29%             | 2031-01-08      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                               | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1547520.82   | 1.02%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    965000 | PA      | $961942.08    | 0.64%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                         | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    581000 | PA      | $451885.01    | 0.30%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                         | Voya Financial Inc                                         | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    511000 | PA      | $532496.75    | 0.35%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                           | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     10900 | NS      | $205792.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                           | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2000 | NS      | $34900.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73576.16     | 0.05%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                           | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1138568.53   | 0.75%             | 2031-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                            | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |      6972 | NS      | $172068.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                            | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    725000 | PA      | $707946.43    | 0.47%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | NATIONWIDE BLDG SOCIETY                                    | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $514218.78    | 0.34%             | N/A             | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $270690.52    | 0.18%             | 2029-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                   | Generali                                                   | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118116.45    | 0.08%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                           | TotalEnergies SE                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231138.84    | 0.15%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $231463.55    | 0.15%             | 2028-06-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                   | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $460638.68    | 0.30%             | 2026-12-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                              | UniCredit SpA                                              | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $682039.47    | 0.45%             | 2027-06-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $333769.60    | 0.22%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $570321.70    | 0.38%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                           | TotalEnergies SE                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $105581.29    | 0.07%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $196735.95    | 0.13%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                   | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $185786.17    | 0.12%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                           | TotalEnergies SE                                           | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201137.32    | 0.13%             | 2032-07-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227681.69    | 0.15%             | 2027-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                            | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $504620.55    | 0.33%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                          | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $387065.25    | 0.26%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $173284.35    | 0.11%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                         | Athora Netherlands NV                                      | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $351474.70    | 0.23%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $399508.67    | 0.26%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $272396.97    | 0.18%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | Credit Agricole SA                                         | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1333969.51   | 0.88%             | 2028-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                   | Enel SpA                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $811131.72    | 0.54%             | 2031-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                   | Enel SpA                                                   | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $420275.53    | 0.28%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                   | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $275090.83    | 0.18%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                               | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204686.88    | 0.14%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                      | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $464362.83    | 0.31%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $557897.59    | 0.37%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                               | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $249214.54    | 0.16%             | 2029-03-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                  | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $238888.21    | 0.16%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                         | Vodafone Group PLC                                         | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122360.20    | 0.08%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                         | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $247062.98    | 0.16%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $490333.42    | 0.32%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $256470.66    | 0.17%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                       | Telefonica Europe BV                                       | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $864996.42    | 0.57%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481398.73    | 0.32%             | 2033-07-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $210652.45    | 0.14%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                           | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $244517.63    | 0.16%             | 2031-09-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                              | AIB Group PLC                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $241447.46    | 0.16%             | 2029-10-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $487607.90    | 0.32%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $679065.27    | 0.45%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $726432.79    | 0.48%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1214519.44   | 0.80%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society Charitable Foundation/GB         | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1088003.81   | 0.72%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                   | Electricite de France SA                                   | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1184844.60   | 0.78%             | 2032-06-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203068.75    | 0.13%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $957779.10    | 0.63%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $231629.07    | 0.15%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $263514.29    | 0.17%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $458491.11    | 0.30%             | 2032-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                   | Credit Agricole Assurances SA                              | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $233342.81    | 0.15%             | 2035-06-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                    | Unibail-Rodamco-Westfield SE                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    400000 | PA      | $462998.99    | 0.31%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                        | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $807859.08    | 0.53%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                       | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $467285.62    | 0.31%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                        | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $704967.96    | 0.47%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $744814.80    | 0.49%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $758067.37    | 0.50%             | 2030-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                             | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $709108.56    | 0.47%             | 2032-10-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $348657.98    | 0.23%             | 2031-06-04      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1065432.19   | 0.70%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                     | RWE AG                                                     | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $341565.88    | 0.23%             | 2055-06-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                      | Repsol Europe Finance Sarl                                 | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $229494.49    | 0.15%             | 2031-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                     | OMV AG                                                     | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $454529.53    | 0.30%             | 2030-10-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                            | Piraeus Bank SA                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |    600000 | PA      | $697047.37    | 0.46%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                 | Sogecap SA                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $677411.85    | 0.45%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                    | Unibail-Rodamco-Westfield SE                               | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    400000 | PA      | $457716.38    | 0.30%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                    | Abanca Corp Bancaria SA                                    | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $458572.92    | 0.30%             | 2031-09-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $262181.10    | 0.17%             | 2035-09-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $340216.54    | 0.22%             | 2032-03-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI Banque SA                                              | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $681092.83    | 0.45%             | 2030-09-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $391955.12    | 0.26%             | 2031-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                        | SoftBank Group Corp                                        | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $448932.28    | 0.30%             | 2065-10-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |    200000 | PA      | $220525.59    | 0.15%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $576211.88    | 0.38%             | 2056-06-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $552282.00    | 0.37%             | 2035-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                 | BPER Banca SPA                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $445643.83    | 0.29%             | 2031-03-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                   | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1269231.61   | 0.84%             | 2032-05-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $228135.94    | 0.15%             | 2034-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                          | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $387756.82    | 0.26%             | 2035-06-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                    | Eni SpA                                                    | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $557095.97    | 0.37%             | 2032-01-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                   | Unipol Assicurazioni SpA                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $337019.57    | 0.22%             | 2035-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $655172.89    | 0.43%             | 2033-02-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                 | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $895254.08    | 0.59%             | 2056-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                        | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $780962.30    | 0.52%             | 2056-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $817825.80    | 0.54%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $418285.57    | 0.28%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                              | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    920000 | PA      | $1015941.14   | 0.67%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                   | Cooperatieve Rabobank UA                                   | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     94000 | PA      | $120356.79    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                     | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $346558.28    | 0.23%             | 2026-04-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                  | Orange SA                                                  | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116563.72    | 0.08%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                   | Aspen Insurance Holdings Ltd                               | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     36200 | NS      | $843460.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Cohen & Steers ETF Trust

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Chief Financial Officer