# EDGAR Filing Document

**Accession Number:** 0001548717
**File Stem:** 0001410368-26-056235
**Filing Date:** 2026-5
**Character Count:** 227298
**Document Hash:** 9b8f1f33429e053a741d7d4aa5c4a6f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056235.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056235

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Ltd Duration Preferred & Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001548717

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22707
- **FILM NUMBER:** 261041467

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Cohen & Steers Low Duration Preferred Income Fund, Inc.
- **DATE OF NAME CHANGE:** 20120430

## Nport-Ex

**COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND, INC.** 

SCHEDULE OF INVESTMENTS

March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | | **Shares** | **Shares** | **Value** |
|  PREFERRED SECURITIES—EXCHANGE-TRADED | 7.6% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BANKING | 3.7% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.25%, Series II(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.25%, Series II(a)(b) |  | 71082 | $&nbsp;&nbsp;&nbsp;&nbsp;1752171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp, 6.875% to 10/1/30(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp, 6.875% to 10/1/30(a)(b)(c) |  | 178843 | 4660649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp., 6.75%, Series H(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp., 6.75%, Series H(a)(b) |  | 125160 | 3097710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp., 6.35%, Series K(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp., 6.35%, Series K(a)(b) |  | 191600 | 4805328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp., 7.50%, Series J(a)(b) |  | 211575 | 5422667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, 6.625%, Series Q(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, 6.625%, Series Q(a)(b) |  | 112834 | 2847930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.70% to 5/15/29, Series C(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp., 5.70% to 5/15/29, Series C(a)(b)(c) |  | 39102 | 918897 |
|  |  |  |  | 23505352 |
| &nbsp;&nbsp;&nbsp;&nbsp; FINANCIAL SERVICES | 1.0% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brookfield Oaktree Holdings LLC, 6.55%, Series B(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brookfield Oaktree Holdings LLC, 6.55%, Series B(a)(b) |  | 99985 | 2024696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brookfield Oaktree Holdings LLC, 6.625%, Series A(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brookfield Oaktree Holdings LLC, 6.625%, Series A(a)(b) |  | 38107 | 770524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KKR & Co., Inc., 6.875%, due 6/1/65, Series T(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KKR & Co., Inc., 6.875%, due 6/1/65, Series T(a) |  | 85452 | 1987614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TPG Operating Group II LP, 6.95%, due 3/15/64(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TPG Operating Group II LP, 6.95%, due 3/15/64(a) |  | 63841 | 1594748 |
|  |  |  |  | 6377582 |
| &nbsp;&nbsp;&nbsp;&nbsp; INSURANCE | 1.5% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aspen Insurance Holdings Ltd., 7.00% (Bermuda)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aspen Insurance Holdings Ltd., 7.00% (Bermuda)(b) |  | 60000 | 1398000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 6.35% to 6/30/29, Series A(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 6.35% to 6/30/29, Series A(a)(b)(c) |  | 69846 | 1650461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 7.25% to 3/30/29, due 3/30/64(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 7.25% to 3/30/29, due 3/30/64(a)(c) |  | 58650 | 1388832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 7.75% to 12/30/27, Series E(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 7.75% to 12/30/27, Series E(a)(b)(c) |  | 67992 | 1690281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc., Senior Debt, 7.95%, due 12/15/53(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; F&G Annuities & Life, Inc., Senior Debt, 7.95%, due 12/15/53(a) |  | 68732 | 1712114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 9.00%, Series D(a)(b) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 9.00%, Series D(a)(b) |  | 74292 | 1941993 |
|  |  |  |  | 9781681 |
| &nbsp;&nbsp;&nbsp;&nbsp; TELECOMMUNICATIONS | 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., Senior Debt, 5.50%, due 3/1/70(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., Senior Debt, 5.50%, due 3/1/70(a) |  | 37357 | 793836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., Senior Debt, 5.50%, due 6/1/70(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile USA, Inc., Senior Debt, 5.50%, due 6/1/70(a) |  | 40539 | 863481 |
|  |  |  |  | 1657317 |
| &nbsp;&nbsp;&nbsp;&nbsp; UTILITIES | 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 8.532% (3 Month USD Term SOFR + 4.01%), due 7/1/79, Series 19-A (Canada)(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 8.532% (3 Month USD Term SOFR + 4.01%), due 7/1/79, Series 19-A (Canada)(a)(d) |  | 46926 | 1223830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DTE Energy Co., 6.25%, due 10/1/85, Series H(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DTE Energy Co., 6.25%, due 10/1/85, Series H(a) |  | 79125 | 1882384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.50%, due 4/15/86, Series Z(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.50%, due 4/15/86, Series Z(a) |  | 103540 | 2584358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xcel Energy, Inc., 6.25%, due 10/15/85(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xcel Energy, Inc., 6.25%, due 10/15/85(a) |  | 58303 | 1438918 |
|  |  |  |  | 7129490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED SECURITIES—EXCHANGE-TRADED <br>(Identified cost—$49,506,450) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED SECURITIES—EXCHANGE-TRADED <br>(Identified cost—$49,506,450) |  |  | 48451422 |
|  |  | **Principal<br>Amount\*** | **Principal<br>Amount\*** |  |
|  PREFERRED SECURITIES—OVER-THE-COUNTER | 138.7% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; BANKING | 83.6% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 6.875% to 9/22/31 (Netherlands)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV, 6.875% to 9/22/31 (Netherlands)(b)(c)(e)(f) | EUR | 1400000 | 1711623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIB Group PLC, 6.00% to 7/14/31 (Ireland)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIB Group PLC, 6.00% to 7/14/31 (Ireland)(b)(c)(e)(f) | EUR | 1000000 | 1151837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIB Group PLC, 7.125% to 10/30/29 (Ireland)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIB Group PLC, 7.125% to 10/30/29 (Ireland)(b)(c)(e)(f) | EUR | 1600000 | 1931580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alpha Bank SA, 7.50% to 6/10/30 (Greece)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alpha Bank SA, 7.50% to 6/10/30 (Greece)(b)(c)(e)(f) | EUR | 1800000 | 2190054 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | **Principal<br>Amount\*** | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA, 9.375% to 3/19/29 (Spain)(b)(c)(e) |  | 3041000 | $3287750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco BPM SpA, 6.25% to 5/27/30 (Italy)(b)(c)(e)(f) | EUR | 1600000 | 1852828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell SA, 6.50% to 5/20/31 (Spain)(b)(c)(e)(f) | EUR | 4200000 | 4906499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA, 6.00% to 1/2/31 (Spain)(b)(c)(e)(f) | EUR | 800000 | 921132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA, 8.00% to 2/1/34 (Spain)(b)(c)(e) |  | 7200000 | 7595698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA, 9.625% to 11/21/28 (Spain)(b)(c)(e) |  | 2200000 | 2370919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA, 9.625% to 5/21/33 (Spain)(b)(c)(e) |  | 5200000 | 6005964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., 5.875% to 3/15/28, Series FF(a)(b)(c) |  | 2322000 | 2325367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., 6.25% to 7/26/30, Series UU(a)(b)(c) |  | 6160000 | 6200644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., 6.625% to 5/1/30, Series OO(a)(b)(c) |  | 13140000 | 13480392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, 6.875% to 11/26/30, due 11/26/85, Series 6 (Canada)(a)(c) |  | 2200000 | 2221839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal, 7.70% to 5/26/29, due 5/26/84 (Canada)(a)(c) |  | 800000 | 822124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, 6.875% to 10/27/35, due 10/27/85 (Canada)(a)(c) |  | 6000000 | 5897145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, 7.35% to 4/27/30, due 4/27/85 (Canada)(a)(c) |  | 3200000 | 3233741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, 8.00% to 1/27/29, due 1/27/84 (Canada)(a)(c) |  | 2400000 | 2514576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia, 8.625% to 10/27/27, due 10/27/82 (Canada)(a)(c) |  | 1800000 | 1872036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays Bank PLC, 6.278% to 12/15/34, Series 1 (United Kingdom)(b)(c) |  | 1730000 | 1792712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 7.625% to 3/15/35 (United Kingdom)(b)(c)(e) |  | 3400000 | 3434529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 8.00% to 3/15/29 (United Kingdom)(b)(c)(e) |  | 2600000 | 2691751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 8.375% to 9/15/31 (United Kingdom)(b)(c)(e)(f) | GBP | 3500000 | 4739730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 8.875% to 9/15/27 (United Kingdom)(b)(c)(e)(f) | GBP | 4400000 | 5992733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 9.25% to 9/15/28 (United Kingdom)(b)(c)(e) | GBP | 2000000 | 2789488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC, 9.625% to 12/15/29 (United Kingdom)(b)(c)(e) |  | 7200000 | 7857396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 4.625% to 2/25/31 (France)(b)(c)(e)(g) |  | 5000000 | 4454379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 6.875% to 12/15/33 (France)(b)(c)(e)(g) |  | 2000000 | 1933701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 7.00% to 8/16/28 (France)(b)(c)(e)(g) |  | 2000000 | 2028750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 7.375% to 9/10/34 (France)(b)(c)(e)(g) |  | 6200000 | 6219660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 7.75% to 8/16/29 (France)(b)(c)(e)(g) |  | 9300000 | 9601348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 8.00% to 8/22/31 (France)(b)(c)(e)(g) |  | 7100000 | 7399031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 8.50% to 8/14/28 (France)(b)(c)(e)(g) |  | 6400000 | 6672621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 9.25% to 11/17/27 (France)(b)(c)(e)(g) |  | 2200000 | 2301847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BPER Banca SpA, 6.50% to 3/20/30 (Italy)(b)(c)(e)(f) | EUR | 800000 | 930158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA, 6.25% to 7/24/32 (Spain)(b)(c)(e)(f) | EUR | 1600000 | 1883946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA, 8.25% to 3/13/29 (Spain)(b)(c)(e)(f) | EUR | 800000 | 996858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, 6.50% to 7/28/31, due 7/28/86<br>(Canada)(a)(c) |  | 5400000 | 5280001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, 7.00% to 10/28/30, due 10/28/85<br>(Canada)(a)(c) |  | 2800000 | 2831805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.625% to 2/15/31, Series HH(b)(c) |  | 7802000 | 7813159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.875% to 8/15/30, Series GG(b)(c) |  | 11788000 | 11878862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 6.95% to 2/15/30, Series FF(a)(b)(c) |  | 11814000 | 11908525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 7.00% to 8/15/34, Series DD(b)(c) |  | 3808000 | 3921334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc., 7.625% to 11/15/28, Series AA(b)(c) |  | 5238000 | 5419806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoBank ACB, 6.45% to 10/1/27, Series K(b)(c) |  | 2300000 | 2318356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoBank ACB, 7.125% to 1/1/30, Series M(b)(c) |  | 1831000 | 1891734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commerzbank AG, 7.50% to 10/9/30 (Germany)(b)(c)(e)(f) |  | 3600000 | 3655237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coventry Building Society Charitable Foundation, 8.75% to 6/11/29 (United Kingdom)(b)(c)(e)(f) | GBP | 2900000 | 3944014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, 7.125% to 9/23/35 (France)(a)(b)(c)(e)(g) |  | 6200000 | 6261188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Group AG, 5.25%, Claim (Switzerland)(b)(e)(g)(h)(i) |  | 1400000 | 350000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Group AG, 6.375%, Claim (Switzerland)(b)(e)(g)(h)(i) |  | 4300000 | 1075000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Suisse Group AG, 7.50%, Claim (Switzerland)(b)(e)(g)(h)(i) |  | 2400000 | 600000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG, 6.75% to 10/30/34 (Germany)(b)(c)(e)(f) | EUR | 1400000 | 1596952 |

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| | | | |
|:---|:---|:---|:---|
|  | **Principal<br>Amount\*** | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG, 7.375% to 10/30/31 (Germany)(b)(c)(e)(f) | EUR | 4200000 | $5028340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG, 8.125% to 10/30/29 (Germany)(b)(c)(e)(f) | EUR | 3600000 | 4372270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Erste Group Bank AG, 6.375% to 4/15/32 (Austria)(a)(b)(c)(e)(f) | EUR | 1600000 | 1879915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Erste Group Bank AG, 7.00% to 4/15/31 (Austria)(a)(b)(c)(e)(f) | EUR | 2200000 | 2681843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eurobank SA, 6.25% to 11/10/33 (Greece)(b)(c)(e)(f) | EUR | 1800000 | 1984730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eurobank SA, 6.625% to 6/4/31 (Greece)(b)(c)(e)(f) | EUR | 3250000 | 3777128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Farm Credit Bank of Texas, 7.00% to 9/15/30, Series 6(b)(c) |  | 2500000 | 2572227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Farm Credit Bank of Texas, 7.75% to 6/15/29(b)(c) |  | 2260000 | 2362095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., 7.908% (3 Month USD Term SOFR + 4.234%), Series B(b)(d) |  | 4674000 | 4704705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Horizon Bank, 4.761% (3 Month USD Term SOFR + 1.112%,<br>Floor 3.75%)(a)(b)(d)(g) |  | 14750 | 10911312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Capital I, 6.345%, due 2/15/34(a) |  | 1326000 | 1381972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc., 6.85% to 2/10/30(b)(c) |  | 5012000 | 5111929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc., 7.50% to 5/10/29, Series X(a)(b)(c) |  | 13665000 | 14323380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 4.60% to 12/17/30 (United Kingdom)(a)(b)(c)(e) |  | 1500000 | 1370342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 6.50%, due 9/15/37 (United Kingdom)(a) |  | 1900000 | 2030084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 6.75% to 3/24/31 (United Kingdom)(a)(b)(c)(e) |  | 3200000 | 3166723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 6.875% to 9/11/29 (United Kingdom)(a)(b)(c)(e) |  | 2000000 | 2014796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 7.00% to 9/24/35 (United Kingdom)(a)(b)(c)(e) |  | 3500000 | 3467098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 7.05% to 6/5/30 (United Kingdom)(a)(b)(c)(e) |  | 5400000 | 5443196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HSBC Holdings PLC, 8.00% to 3/7/28 (United Kingdom)(a)(b)(c)(e) |  | 2200000 | 2272631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc., 6.25% to 10/15/30, Series K(b)(c) |  | 3250000 | 3204486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 4.875% to 5/16/29 (Netherlands)(b)(c)(e)(f) |  | 1400000 | 1320650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 7.00% to 11/16/32 (Netherlands)(b)(c)(e) |  | 7300000 | 7291514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 7.25% to 11/16/34 (Netherlands)(b)(c)(e)(f) |  | 3900000 | 3989629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 7.50% to 5/16/28 (Netherlands)(b)(c)(e)(f) |  | 1700000 | 1739838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 8.00% to 5/16/30 (Netherlands)(b)(c)(e)(f) |  | 6000000 | 6324557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA, 7.00% to 5/20/32 (Italy)(b)(c)(e)(f) | EUR | 2400000 | 2905731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., 6.50% to 4/1/30, Series OO(a)(b)(c) |  | 2305000 | 2366578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co., 6.875% to 6/1/29, Series NN(a)(b)(c) |  | 6496000 | 6743660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Julius Baer Group Ltd., 7.50% to 8/19/30 (Switzerland)(b)(c)(e)(f) |  | 1800000 | 1812627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Landesbank Baden-Wuerttemberg, 6.75% to 10/15/30 (Germany)(a)(b)(c)(e)(f) | EUR | 1200000 | 1406526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 6.625% to 9/27/35 (United Kingdom)(a)(b)(c)(e) |  | 3600000 | 3439203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 6.75% to 9/27/31 (United Kingdom)(a)(b)(c)(e) |  | 1600000 | 1591893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 7.50% to 6/27/30 (United Kingdom)(a)(b)(c)(e) | GBP | 2800000 | 3687162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 8.00% to 9/27/29 (United Kingdom)(a)(b)(c)(e) |  | 2200000 | 2311210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, 8.50% to 9/27/27 (United Kingdom)(a)(b)(c)(e) | GBP | 800000 | 1092827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mellon Capital IV, 4.512% (3 Month USD Term SOFR + 0.827%, Floor 4.00%), Series 1(a)(b)(d) |  | 2967000 | 2455029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building Society, 7.50% to 12/20/30 (United Kingdom)(b)(c)(e)(f) | GBP | 1200000 | 1593481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nationwide Building Society, 7.875% to 12/20/31 (United Kingdom)(a)(b)(c)(e)(f) | GBP | 3000000 | 3995371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NatWest Group PLC, 8.125% to 11/10/33 (United Kingdom)(a)(b)(c)(e) |  | 3200000 | 3465558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp, 6.75% to 11/10/33 (Finland)(a)(b)(c)(e)(g) |  | 3200000 | 3192418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Piraeus Bank SA, 6.75% to 12/30/30 (Greece)(b)(c)(e)(f) | EUR | 2600000 | 3020539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc., 6.00% to 5/15/27, Series U(a)(b)(c) |  | 3369000 | 3369693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc., 6.20% to 9/15/27, Series V(a)(b)(c) |  | 944000 | 946615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc., 6.25% to 3/15/30, Series W(a)(b)(c) |  | 5179000 | 5227936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, 6.50% to 5/24/33, due 5/24/86 (Canada)(a)(c) |  | 1900000 | 1852901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, 6.50% to 11/24/35, due 11/24/85 (Canada)(a)(c) |  | 3300000 | 3191084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Bank of Canada, 6.75% to 8/24/30, due 8/24/85 (Canada)(a)(c) |  | 8000000 | 8034400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 5.375% to 11/18/30 (France)(b)(c)(e)(g) |  | 2000000 | 1875892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 6.75% to 4/6/28 (France)(b)(c)(e)(g) |  | 5800000 | 5781392 |

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | | **Principal<br>Amount\*** | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 7.125% to 7/15/35 (France)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 7.125% to 7/15/35 (France)(b)(c)(e)(g) |  | 3500000 | $&nbsp;&nbsp;&nbsp;&nbsp;3365975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 8.125% to 11/21/29 (France)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 8.125% to 11/21/29 (France)(b)(c)(e)(g) |  | 5400000 | 5562859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 8.50% to 3/25/34 (France)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 8.50% to 3/25/34 (France)(b)(c)(e)(g) |  | 6400000 | 6845542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 9.375% to 11/22/27 (France)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 9.375% to 11/22/27 (France)(b)(c)(e)(g) |  | 5000000 | 5230645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 10.00% to 11/14/28 (France)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA, 10.00% to 11/14/28 (France)(b)(c)(e)(g) |  | 6600000 | 7132327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.00% to 11/14/35 (United Kingdom)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.00% to 11/14/35 (United Kingdom)(b)(c)(e)(g) |  | 1000000 | 981497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.625% to 1/16/32 (United Kingdom)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.625% to 1/16/32 (United Kingdom)(b)(c)(e)(g) |  | 1000000 | 1021633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.875% to 3/8/30 (United Kingdom)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Standard Chartered PLC, 7.875% to 3/8/30 (United Kingdom)(b)(c)(e)(g) |  | 8600000 | 8941386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., 6.70% to 3/15/29, Series I(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Corp., 6.70% to 3/15/29, Series I(b)(c) |  | 915000 | 930227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken AB, 4.75% to 3/1/31 (Sweden)(a)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken AB, 4.75% to 3/1/31 (Sweden)(a)(b)(c)(e)(f) |  | 1400000 | 1300503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, 7.75% to 3/17/30 (Sweden)(a)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedbank AB, 7.75% to 3/17/30 (Sweden)(a)(b)(c)(e)(f) |  | 4400000 | 4634354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 6.35% to 10/31/30, due 10/31/85 (Canada)(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 6.35% to 10/31/30, due 10/31/85 (Canada)(a)(c) |  | 5000000 | 4923467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 7.25% to 7/31/29, due 7/31/84 (Canada)(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 7.25% to 7/31/29, due 7/31/84 (Canada)(a)(c) |  | 2300000 | 2348702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 8.125% to 10/31/27, due 10/31/82 (Canada)(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank, 8.125% to 10/31/27, due 10/31/82 (Canada)(a)(c) |  | 4400000 | 4541992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp., 6.669% to 9/1/26, Series N(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp., 6.669% to 9/1/26, Series N(a)(b)(c) |  | 10272000 | 10266030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 4.375% to 2/10/31 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 4.375% to 2/10/31 (Switzerland)(a)(b)(c)(e)(g) |  | 5100000 | 4518901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 6.625% to 1/8/31 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 6.625% to 1/8/31 (Switzerland)(a)(b)(c)(e)(g) |  | 8100000 | 7890809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 6.85% to 9/10/29 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 6.85% to 9/10/29 (Switzerland)(a)(b)(c)(e)(g) |  | 3300000 | 3272361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.00% to 2/5/35 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.00% to 2/5/35 (Switzerland)(a)(b)(c)(e)(g) |  | 6200000 | 6029952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.00% to 1/8/36 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.00% to 1/8/36 (Switzerland)(a)(b)(c)(e)(g) |  | 6100000 | 5899923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.75% to 4/12/31 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 7.75% to 4/12/31 (Switzerland)(a)(b)(c)(e)(g) |  | 3800000 | 3926753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 9.25% to 11/13/28 (Switzerland)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 9.25% to 11/13/28 (Switzerland)(a)(b)(c)(e)(g) |  | 3600000 | 3839239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 9.25% to 11/13/33 (Switzerland)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UBS Group AG, 9.25% to 11/13/33 (Switzerland)(b)(c)(e)(g) |  | 6400000 | 7210234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA, 6.50% to 12/3/31 (Italy)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA, 6.50% to 12/3/31 (Italy)(b)(c)(e)(f) | EUR | 2000000 | 2383602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USB Capital IX, 4.954% (3 Month USD Term SOFR + 1.282%,<br>Floor 3.50%)(a)(b)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USB Capital IX, 4.954% (3 Month USD Term SOFR + 1.282%,<br>Floor 3.50%)(a)(b)(d) |  | 5943000 | 4719195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USB Realty Corp., 5.081% (3 Month USD Term SOFR + 1.409%)(a)(b)(d)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USB Realty Corp., 5.081% (3 Month USD Term SOFR + 1.409%)(a)(b)(d)(g) |  | 3000000 | 2644515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 5.95%, due 12/15/36(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 5.95%, due 12/15/36(a) |  | 1832000 | 1889581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 6.125% to 6/15/31, Series GG(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 6.125% to 6/15/31, Series GG(b)(c) |  | 4917000 | 4936809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 6.85% to 9/15/29(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 6.85% to 9/15/29(b)(c) |  | 1374000 | 1425154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.625% to 9/15/28(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo & Co., 7.625% to 9/15/28(b)(c) |  | 4520000 | 4750918 |
|  |  |  |  | 530412560 |
| &nbsp;&nbsp;&nbsp;&nbsp; CONSUMER DISCRETIONARY PRODUCTS | 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 6.25% to 3/16/31(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 6.25% to 3/16/31(b)(c)(f) | EUR | 1550000 | 1711640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 6.875% to 12/16/33(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 6.875% to 12/16/33(b)(c)(f) | EUR | 1980000 | 2159060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 8.25% to 6/16/32(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stellantis NV, 8.25% to 6/16/32(b)(c)(f) | GBP | 1300000 | 1647792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Volkswagen International Finance NV, 7.875% to 9/6/32 (Germany)(a)(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Volkswagen International Finance NV, 7.875% to 9/6/32 (Germany)(a)(b)(c)(f) | EUR | 1300000 | 1667059 |
|  |  |  |  | 7185551 |
| &nbsp;&nbsp;&nbsp;&nbsp; ENERGY | 1.0% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets PLC, 6.125% to 3/18/35(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets PLC, 6.125% to 3/18/35(a)(b)(c) |  | 2507000 | 2529518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets PLC, 6.45% to 12/1/33(a)(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BP Capital Markets PLC, 6.45% to 12/1/33(a)(b)(c) |  | 2275000 | 2366476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco LP, 7.875% to 9/18/30(a)(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunoco LP, 7.875% to 9/18/30(a)(b)(c)(g) |  | 1410000 | 1440718 |
|  |  |  |  | 6336712 |
| &nbsp;&nbsp;&nbsp;&nbsp; FINANCIAL SERVICES | 4.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc., 4.70% to 5/15/26, Series B(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc., 4.70% to 5/15/26, Series B(b)(c) |  | 2983000 | 2957751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc., 4.70% to 5/15/28, Series C(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc., 4.70% to 5/15/28, Series C(b)(c) |  | 4314000 | 4008790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Finance Co. III LLC, 4.125% to 6/30/26, due 6/30/51(a)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ARES Finance Co. III LLC, 4.125% to 6/30/26, due 6/30/51(a)(c)(g) |  | 1903000 | 1875038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 7.125% to 8/17/31, due 11/15/56(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 7.125% to 8/17/31, due 11/15/56(c) |  | 1735000 | 1727312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 8.00% to 3/1/31, due 6/1/56(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 8.00% to 3/1/31, due 6/1/56(c) |  | 2550000 | 2639408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust I, 6.38% (30 Year CMT + 1.550%), due 12/21/65(d)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust I, 6.38% (30 Year CMT + 1.550%), due 12/21/65(d)(g) |  | 4585000 | 3909478 |

---

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | | **Principal<br>Amount\*** | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust II, 6.63% (30 Year CMT + 1.800%), due 12/21/65(d)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ILFC E-Capital Trust II, 6.63% (30 Year CMT + 1.800%), due 12/21/65(d)(g) |  | 4250000 | $&nbsp;&nbsp;&nbsp;&nbsp;3712956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc., 7.00% to 7/15/30 (Japan)(b)(c)(e) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc., 7.00% to 7/15/30 (Japan)(b)(c)(e) |  | 5800000 | 5843924 |
|  |  |  |  | 26674657 |
| &nbsp;&nbsp;&nbsp;&nbsp; HEALTH CARE | 1.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp., 7.00% to 12/10/29, due 3/10/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CVS Health Corp., 7.00% to 12/10/29, due 3/10/55(c) |  | 3536000 | 3646564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc., 6.625% to 6/15/31, due 9/15/56(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Humana, Inc., 6.625% to 6/15/31, due 9/15/56(c) |  | 4514000 | 4339509 |
|  |  |  |  | 7986073 |
| &nbsp;&nbsp;&nbsp;&nbsp; INSURANCE | 15.2% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allianz SE, 6.55% to 10/30/33 (Germany)(a)(b)(c)(e)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allianz SE, 6.55% to 10/30/33 (Germany)(a)(b)(c)(e)(g) |  | 3600000 | 3608194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp., 6.852% (3 Month USD Term SOFR + 3.200%), due 8/15/53, Series B(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp., 6.852% (3 Month USD Term SOFR + 3.200%), due 8/15/53, Series B(d) |  | 3400000 | 3400630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American National Group, Inc., 7.00% to 12/1/30, due 12/1/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American National Group, Inc., 7.00% to 12/1/30, due 12/1/55(c) |  | 1500000 | 1423705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 6.875% to 3/28/35, due 6/28/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athene Holding Ltd., 6.875% to 3/28/35, due 6/28/55(a)(c) |  | 2421000 | 2264743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athora Netherlands NV, 6.75% to 5/18/31 (Netherlands)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athora Netherlands NV, 6.75% to 5/18/31 (Netherlands)(b)(c)(e)(f) | EUR | 2400000 | 2798079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 5.125% to 9/16/31 (France)(a)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 5.125% to 9/16/31 (France)(a)(b)(c)(e)(f) | EUR | 2500000 | 2799679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.60%, due 12/15/30 (France)(a) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.60%, due 12/15/30 (France)(a) |  | 1290000 | 1483291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc., 6.875% to 9/15/27, due 12/15/52(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc., 6.875% to 9/15/27, due 12/15/52(a)(c) |  | 2730000 | 2751884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc., 6.875% to 12/1/30(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corebridge Financial, Inc., 6.875% to 12/1/30(b)(c) |  | 2140000 | 2182055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co. Ltd., 6.20% to 1/16/35 (Japan)(a)(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Insurance Co. Ltd., 6.20% to 1/16/35 (Japan)(a)(b)(c)(g) |  | 2200000 | 2213961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enstar Finance LLC, 5.50% to 1/15/27, due 1/15/42(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enstar Finance LLC, 5.50% to 1/15/27, due 1/15/42(a)(c) |  | 907000 | 895019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, Inc., 6.70% to 12/28/34, due 3/28/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, Inc., 6.70% to 12/28/34, due 3/28/55(a)(c) |  | 2290000 | 2318101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Atlantic Fin Co., 7.25% to 3/1/31, due 3/1/56(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Atlantic Fin Co., 7.25% to 3/1/31, due 3/1/56(c)(g) |  | 3370000 | 3179367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Atlantic Fin Co., 7.95% to 7/15/29, due 10/15/54(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Atlantic Fin Co., 7.95% to 7/15/29, due 10/15/54(c)(g) |  | 3308000 | 3188075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc., 6.039% (3 Month USD Term SOFR + 2.387%), due 2/12/47, Series ICON(a)(d)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc., 6.039% (3 Month USD Term SOFR + 2.387%), due 2/12/47, Series ICON(a)(d)(g) |  | 9885000 | 9486844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings Ltd., 5.625% to 3/18/31, due 9/18/41<br>(United Kingdom)(a)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lancashire Holdings Ltd., 5.625% to 3/18/31, due 9/18/41<br>(United Kingdom)(a)(c)(f) |  | 1979000 | 1942123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 5.969% (3 Month USD Term SOFR + 2.302%),<br>due 4/20/67(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 5.969% (3 Month USD Term SOFR + 2.302%),<br>due 4/20/67(d) |  | 6100000 | 4773292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 6.272% (3 Month USD Term SOFR + 2.619%),<br>due 5/17/66(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 6.272% (3 Month USD Term SOFR + 2.619%),<br>due 5/17/66(a)(d) |  | 4000000 | 3288757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 9.25% to 12/1/27, Series C(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lincoln National Corp., 9.25% to 12/1/27, Series C(b)(c) |  | 2134000 | 2228440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife Capital Trust IV, 7.875%, due 12/15/37(a)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife Capital Trust IV, 7.875%, due 12/15/37(a)(g) |  | 7080000 | 7661027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc., 5.85% to 3/15/36, due 3/15/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc., 5.85% to 3/15/36, due 3/15/56(a)(c) |  | 2217000 | 2177098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc., 9.25%, due 4/8/38(a)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc., 9.25%, due 4/8/38(a)(g) |  | 6150000 | 7213464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc., 6.65% to 6/15/35, due 9/15/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc., 6.65% to 6/15/35, due 9/15/55(a)(c) |  | 2780000 | 2778119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., 6.75%, due 7/2/35 (Japan)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., 6.75%, due 7/2/35 (Japan)(f) |  | 3800000 | 3911923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., 6.875% to 5/19/32 (Japan)(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RLGH Finance Bermuda Ltd., 6.875% to 5/19/32 (Japan)(b)(c)(f) |  | 6000000 | 5857992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rothesay Life PLC, 4.875% to 4/13/27, Series NC6 (United Kingdom)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rothesay Life PLC, 4.875% to 4/13/27, Series NC6 (United Kingdom)(b)(c)(e)(f) |  | 1000000 | 967663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rothesay Life PLC, 7.00% to 6/3/35 (United Kingdom)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rothesay Life PLC, 7.00% to 6/3/35 (United Kingdom)(b)(c)(e)(f) |  | 2200000 | 2132663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBL Holdings, Inc., 6.50% to 11/13/26(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBL Holdings, Inc., 6.50% to 11/13/26(b)(c)(g) |  | 2925000 | 2426335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBL Holdings, Inc., 9.508% to 5/13/30(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBL Holdings, Inc., 9.508% to 5/13/30(b)(c)(g) |  | 2075000 | 2034077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Life Insurance Co., 5.875% to 1/18/34 (Japan)(a)(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Life Insurance Co., 5.875% to 1/18/34 (Japan)(a)(b)(c)(g) |  | 1200000 | 1176979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA, 6.00% to 7/21/35 (Italy)(b)(c)(e)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA, 6.00% to 7/21/35 (Italy)(b)(c)(e)(f) | EUR | 700000 | 786379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya Financial, Inc., 7.758% to 9/15/28, Series A(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya Financial, Inc., 7.758% to 9/15/28, Series A(b)(c) |  | 1109000 | 1155653 |
|  |  |  |  | 96505611 |
| &nbsp;&nbsp;&nbsp;&nbsp; PIPELINES | 11.8% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 6.25% to 3/1/28, due 3/1/78 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 6.25% to 3/1/28, due 3/1/78 (Canada)(c) |  | 7464000 | 7472668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.20% to 3/27/34, due 6/27/54 (Canada)(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.20% to 3/27/34, due 6/27/54 (Canada)(a)(c) |  | 3455000 | 3635500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.375% to 12/15/29, due 3/15/55 (Canada)(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.375% to 12/15/29, due 3/15/55 (Canada)(a)(c) |  | 825000 | 867213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.625% to 10/15/32, due 1/15/83 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 7.625% to 10/15/32, due 1/15/83 (Canada)(c) |  | 3088000 | 3335815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 8.25% to 10/15/28, due 1/15/84, Series NC5 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 8.25% to 10/15/28, due 1/15/84, Series NC5 (Canada)(c) |  | 3379000 | 3578091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 8.50% to 10/15/33, due 1/15/84 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enbridge, Inc., 8.50% to 10/15/33, due 1/15/84 (Canada)(c) |  | 7940000 | 8937399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 6.625% to 2/15/28, Series B(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 6.625% to 2/15/28, Series B(b)(c) |  | 8059000 | 8066197 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | | **Principal<br>Amount\*** | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 6.75% to 11/15/35, due 2/15/56(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 6.75% to 11/15/35, due 2/15/56(c) |  | 1400000 | $&nbsp;&nbsp;&nbsp;&nbsp;1397881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 7.125% to 5/15/30, Series G(b)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Transfer LP, 7.125% to 5/15/30, Series G(b)(c) |  | 7422000 | 7573854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, 6.707% (3 Month USD Term SOFR + 3.039%), due 6/1/67(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, 6.707% (3 Month USD Term SOFR + 3.039%), due 6/1/67(a)(d) |  | 2000000 | 1983103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, 6.90% (3 Month USD Term SOFR + 3.248%), due 8/16/77, Series D(a)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Products Operating LLC, 6.90% (3 Month USD Term SOFR + 3.248%), due 8/16/77, Series D(a)(d) |  | 4592000 | 4590426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 Co., 5.875% to 12/15/30, due 3/15/56, Series A(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 Co., 5.875% to 12/15/30, due 3/15/56, Series A(a)(c) |  | 4500000 | 4434786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 Co., 6.20% to 12/15/35, due 3/15/56, Series B(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phillips 66 Co., 6.20% to 12/15/35, due 3/15/56, Series B(a)(c) |  | 3860000 | 3844453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 12/1/34, due 3/1/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., 7.50% to 12/1/34, due 3/1/55 (Canada)(c) |  | 1340000 | 1396058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., 7.625% to 12/1/29,<br>due 3/1/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., 7.625% to 12/1/29,<br>due 3/1/55 (Canada)(c) |  | 4260000 | 4388524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transcanada Trust, 5.60% to 12/7/31, due 3/7/82 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transcanada Trust, 5.60% to 12/7/31, due 3/7/82 (Canada)(c) |  | 4404000 | 4319081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture Global LNG, Inc., 9.00% to 9/30/29(a)(b)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venture Global LNG, Inc., 9.00% to 9/30/29(a)(b)(c)(g) |  | 4904000 | 4888460 |
|  |  |  |  | 74709509 |
| &nbsp;&nbsp;&nbsp;&nbsp; TELECOMMUNICATIONS | 4.4% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bell Canada, 6.875% to 6/15/30, due 9/15/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bell Canada, 6.875% to 6/15/30, due 9/15/55 (Canada)(c) |  | 2980000 | 3015974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bell Canada, 7.00% to 6/15/35, due 9/15/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bell Canada, 7.00% to 6/15/35, due 9/15/55 (Canada)(c) |  | 3700000 | 3788482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, Inc., 6.875% to 5/2/31, due 7/31/56 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rogers Communications, Inc., 6.875% to 5/2/31, due 7/31/56 (Canada)(c) |  | 1134000 | 1138669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp., 7.625% to 1/29/31, due 4/29/61 (Japan)(a)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp., 7.625% to 1/29/31, due 4/29/61 (Japan)(a)(c)(f) |  | 4000000 | 3592680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica Europe BV, 6.135% to 2/3/30 (Spain)(b)(c)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica Europe BV, 6.135% to 2/3/30 (Spain)(b)(c)(f) | EUR | 1600000 | 1924448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.375% to 3/9/31, due 6/9/56 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.375% to 3/9/31, due 6/9/56 (Canada)(c) |  | 3100000 | 3069953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.625% to 7/15/30, due 10/15/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.625% to 7/15/30, due 10/15/55 (Canada)(c) |  | 3620000 | 3623768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.625% to 3/9/36, due 6/9/56 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 6.625% to 3/9/36, due 6/9/56 (Canada)(c) |  | 4870000 | 4749171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 7.00% to 7/15/35, due 10/15/55 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp., 7.00% to 7/15/35, due 10/15/55 (Canada)(c) |  | 2750000 | 2808545 |
|  |  |  |  | 27711690 |
| &nbsp;&nbsp;&nbsp;&nbsp; UTILITIES | 16.1% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp., 6.95% to 4/15/30, due 7/15/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp., 6.95% to 4/15/30, due 7/15/55(c) |  | 1716000 | 1602709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp., 7.60% to 10/15/29, due 1/15/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AES Corp., 7.60% to 10/15/29, due 1/15/55(c) |  | 970000 | 962670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 4.75% to 1/18/27, due 1/18/82 (Canada)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Algonquin Power & Utilities Corp., 4.75% to 1/18/27, due 1/18/82 (Canada)(c) |  | 5322000 | 5180310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AltaGas Ltd., 7.20% to 7/17/34, due 10/15/54 (Canada)(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AltaGas Ltd., 7.20% to 7/17/34, due 10/15/54 (Canada)(c)(g) |  | 4220000 | 4290271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 5.80% to 12/15/30, due 3/15/56, Series C(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 5.80% to 12/15/30, due 3/15/56, Series C(c) |  | 3700000 | 3657469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 6.05% to 12/15/35, due 3/15/56, Series D(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 6.05% to 12/15/35, due 3/15/56, Series D(c) |  | 5680000 | 5631747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 6.95% to 9/15/34, due 12/15/54(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 6.95% to 9/15/34, due 12/15/54(c) |  | 1518000 | 1611459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 7.05% to 9/15/29, due 12/15/54(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Electric Power Co., Inc., 7.05% to 9/15/29, due 12/15/54(c) |  | 5217000 | 5389102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., 6.85% to 11/15/34, due 2/15/55, Series B(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., 6.85% to 11/15/34, due 2/15/55, Series B(c) |  | 1092000 | 1148170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., 7.00% to 11/15/29, due 2/15/55, Series A(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CenterPoint Energy, Inc., 7.00% to 11/15/29, due 2/15/55, Series A(c) |  | 2750000 | 2840137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50% to 3/1/35, due 6/1/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CMS Energy Corp., 6.50% to 3/1/35, due 6/1/55(c) |  | 2940000 | 2994419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.20% to 11/15/35, due 2/15/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.20% to 11/15/35, due 2/15/56(a)(c) |  | 3785000 | 3753109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.625% to 2/15/35, due 5/15/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.625% to 2/15/35, due 5/15/55(a)(c) |  | 1955000 | 1985582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.875% to 11/3/29, due 2/1/55, Series A(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 6.875% to 11/3/29, due 2/1/55, Series A(a)(c) |  | 2760000 | 2842470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 7.00% to 3/3/34, due 6/1/54, Series B(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dominion Energy, Inc., 7.00% to 3/3/34, due 6/1/54, Series B(a)(c) |  | 1340000 | 1417821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emera U.S. Finance LLC, 6.65% to 7/1/31, due 10/1/56, Series A(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emera U.S. Finance LLC, 6.65% to 7/1/31, due 10/1/56, Series A(c) |  | 1974000 | 1974766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emera U.S. Finance LLC, 6.85% to 7/1/36, due 10/1/56, Series B(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emera U.S. Finance LLC, 6.85% to 7/1/36, due 10/1/56, Series B(c) |  | 2282000 | 2285763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp., 6.10% to 3/15/36, due 6/15/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp., 6.10% to 3/15/36, due 6/15/56(a)(c) |  | 2720000 | 2685736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp., 7.125% to 9/1/29, due 12/1/54(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entergy Corp., 7.125% to 9/1/29, due 12/1/54(a)(c) |  | 1845000 | 1891573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUSHI Finance, Inc., 7.625% to 9/15/29, due 12/15/54(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EUSHI Finance, Inc., 7.625% to 9/15/29, due 12/15/54(c) |  | 2377000 | 2459232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergy, Inc., 6.65% to 3/2/30, due 6/1/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergy, Inc., 6.65% to 3/2/30, due 6/1/55(a)(c) |  | 2640000 | 2659836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy, 6.10% to 5/15/31, due 8/15/56, Series A(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy, 6.10% to 5/15/31, due 8/15/56, Series A(c) |  | 1968000 | 1944506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy, 6.35% to 5/15/36, due 8/15/56, Series B(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy, 6.35% to 5/15/36, due 8/15/56, Series B(c) |  | 3294000 | 3251467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp., 6.50% to 12/15/34, due 3/15/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Exelon Corp., 6.50% to 12/15/34, due 3/15/55(a)(c) |  | 1020000 | 1040648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.50% to 5/15/35, due 8/15/55(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.50% to 5/15/35, due 8/15/55(a)(c) |  | 4195000 | 4330624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.70% to 6/1/29, due 9/1/54(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.70% to 6/1/29, due 9/1/54(a)(c) |  | 4334000 | 4429318 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | | **Principal<br>Amount\*** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.75% to 3/15/34, due 6/15/54(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc., 6.75% to 3/15/34, due 6/15/54(a)(c) | 4863000 | $5036920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource, Inc., 6.375% to 12/31/34, due 3/31/55(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource, Inc., 6.375% to 12/31/34, due 3/31/55(c) | 1511000 | 1551425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource, Inc., 6.95% to 8/30/29, due 11/30/54(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NiSource, Inc., 6.95% to 8/30/29, due 11/30/54(c) | 261000 | 268573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Puget Energy, Inc., 7.00% to 6/15/31, due 9/15/56(c)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Puget Energy, Inc., 7.00% to 6/15/31, due 9/15/56(c)(g) | 2085000 | 2069770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.375% to 1/1/31, due 4/1/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.375% to 1/1/31, due 4/1/56(a)(c) | 3470000 | 3486632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.40% to 7/1/34, due 10/1/54(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.40% to 7/1/34, due 10/1/54(a)(c) | 5274000 | 5259282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.875% to 7/1/29, due 10/1/54(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sempra, 6.875% to 7/1/29, due 10/1/54(a)(c) | 5652000 | 5716077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spire, Inc., 6.25% to 3/1/31, due 6/1/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spire, Inc., 6.25% to 3/1/31, due 6/1/56(a)(c) | 2690000 | 2668433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spire, Inc., 6.45% to 3/1/36, due 6/1/56(a)(c) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spire, Inc., 6.45% to 3/1/36, due 6/1/56(a)(c) | 1610000 | 1606581 |
|  |  |  | 101924607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED SECURITIES—OVER-THE-COUNTER <br>(Identified cost—$869,686,875) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL PREFERRED SECURITIES—OVER-THE-COUNTER <br>(Identified cost—$869,686,875) |  | 879446970 |
|  CORPORATE BONDS | 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; UTILITIES |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ENEL Finance International NV, 7.50%, due 10/14/32 (Italy)(a)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ENEL Finance International NV, 7.50%, due 10/14/32 (Italy)(a)(g) | 800000 | 901239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL CORPORATE BONDS <br>(Identified cost—$782,952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL CORPORATE BONDS <br>(Identified cost—$782,952) |  | 901239 |
|  U.S. TREASURY NOTES | 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 4.25%, due 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Notes, 4.25%, due 8/15/35 | 1450000 | 1444789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES <br>(Identified cost—$1,461,915) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURY NOTES <br>(Identified cost—$1,461,915) |  | 1444789 |
|  |  | **Shares** |  |
|  SHORT-TERM INVESTMENTS | 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; MONEY MARKET FUNDS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional Treasury Plus Money Market Fund, Premier Class, 3.60%(j) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional Treasury Plus Money Market Fund, Premier Class, 3.60%(j) | 3445273 | 3445273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.60%(j) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.60%(j) | 1617144 | 1617144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL SHORT-TERM INVESTMENTS <br>(Identified cost—$5,062,417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTAL SHORT-TERM INVESTMENTS <br>(Identified cost—$5,062,417) |  | 5062417 |
|  TOTAL INVESTMENTS IN SECURITIES <br>(Identified cost—$926,500,609) | 147.5% |  | 935306837 |
|  LIABILITIES IN EXCESS OF OTHER ASSETS | (47.5) |  | (301085654) |
|  NET ASSETS | 100.0% |  | $634221183 |

---

------

**Centrally Cleared Interest Rate Swap Contracts** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Notional**<br> **Amount**  | **Fixed<br>Rate** | **Fixed<br>Rate<br>Pay/<br>Receive** | **Fixed<br>Payment<br>Frequency** | **Floating<br>Rate** | **Floating<br>Rate<br>Pay/<br>Receive** | **Floating<br>Payment<br>Frequency** | **Maturity<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Upfront<br>Payments<br>(Receipts)** | **Value** |
| EUR 15,800,000 | 2.388% | Pay | Annually | 2.170%(k) | Receive | Semi-Annually | 12/16/30 | $378030 | $— | $378030 |
| 12000000 | 2.548% | Pay | Annually | 2.127%(k) | Receive | Semi-Annually | 11/1/32 | 301649 |  | 301649 |
| 6950000 | 2.667% | Pay | Annually | 2.141%(k) | Receive | Semi-Annually | 1/19/33 | 125293 |  | 125293 |
| $94000000 | 1.181% | Pay | Monthly | 3.794%(l) | Receive | Monthly | 9/15/26 | 1254386 | (3034) | 1251352 |
| 90000000 | 0.930% | Pay | Monthly | 3.794%(l) | Receive | Monthly | 9/15/27 | 3782153 | (7137) | 3775016 |
| 40000000 | 3.655% | Pay | Monthly | 3.680%(l) | Receive | Monthly | 9/15/28 | (108201) |  | (108201) |
| 40000000 | 3.588% | Pay | Monthly | 3.680%(l) | Receive | Monthly | 9/15/28 | (42535) |  | (42535) |
| 19000000 | 3.227% | Receive | Annually | 3.680%(l) | Pay | Annually | 12/16/30 | (346159) |  | (346159) |
| 14000000 | 3.497% | Receive | Annually | 3.680%(l) | Pay | Annually | 11/1/32 | (188194) |  | (188194) |
| 8100000 | 3.621% | Receive | Annually | 3.680%(l) | Pay | Annually | 1/20/33 | (48242) |  | (48242) |
|  |  |  |  |  |  |  |  | $5108180 | $(10171) | $5098009 |

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to Deliver** | **Contracts to Deliver** | **In Exchange<br>For** | **In Exchange<br>For** | **<br>Settlement<br>Date** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Brown Brothers Harriman | EUR | 62598978 | USD | 72128420 | 4/20/26 | $(288317) |
|  Brown Brothers Harriman | GBP | 22409714 | USD | 29843689 | 4/20/26 | 182968 |
|  Brown Brothers Harriman | USD | 1428181 | EUR | 1228046 | 4/20/26 | (7533) |
|  Brown Brothers Harriman | USD | 2765392 | EUR | 2388710 | 4/20/26 | (2048) |
|  Brown Brothers Harriman | USD | 1967550 | EUR | 1715232 | 4/20/26 | 16692 |
|  |  |  |  |  |  | $(98238) |

---

Glossary of Portfolio Abbreviations

---

| | |
|:---|:---|
| CMT | Constant Maturity Treasury |
| EUR | Euro Currency |
| EURIBOR | Euro Interbank Offered Rate |
| GBP | British Pound |
| ICON | Income Capital Obligation Note |
| OIS | Overnight Indexed Swap |
| SOFR | Secured Overnight Financing Rate |
| USD | United States Dollar |

---

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments. For a description of the input levels and information about the Fund's policy regarding valuation of financial instruments, refer to the Notes to Schedule of Investments.

------

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Quoted Prices in<br>Active Markets<br>for Identical<br>Investments<br>(Level 1)** | **Other<br>Significant<br>Observable<br>Inputs<br>(Level 2)** | **Significant<br>Unobservable<br>Inputs<br>(Level 3)** | **Total** |
|  Preferred Securities—Exchange-Traded | $48451422 | $— | $– $| 48451422 |
|  Preferred Securities—Over-the-Counter |  | 879446970 | – | 879446970 |
|  Corporate Bonds |  | 901239 | – | 901239 |
|  U.S. Treasury Notes | $— | $1444789 | $– $| 1444789 |
|  Short-Term Investments |  | 5062417 | – | 5062417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Investments in Securities | $48451422 | $886855415 | $– $| 935306837 |
|  Forward Foreign Currency Exchange Contracts | $— | $199660 | $– $| 199660 |
|  Interest Rate Swap Contracts |  | 5841511 | – | 5841511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Derivative Assets | $— | $6041171 | $– $| 6041171 |
|  Forward Foreign Currency Exchange Contracts | $— | $(297898) | $– $| (297898) |
|  Interest Rate Swap Contracts |  | (733331) | – | (733331) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Derivative Liabilities | $— | $(1031229) | $– $| (1031229) |

---

Note: Percentages indicated are based on the net assets of the Fund.

\* Amount denominated in U.S. dollars unless otherwise indicated. 

† Represents shares.

(a) All or a portion of the security is pledged as collateral in connection with the Fund's revolving
credit agreement. $415,695,391 in aggregate has been pledged as collateral.

(b) Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by
the issuer.

(c) Security converts to floating rate after the indicated fixed–rate coupon period.

(d) Variable rate. Rate shown is in effect at March 31, 2026.

(e) Contingent Capital security (CoCo). CoCos are debt or preferred securities with loss absorption
characteristics built into the terms of the security for the benefit of the issuer. Aggregate holdings amounted to $331,558,307 which represents 52.3% of the net assets of the Fund (34.9% of the managed assets of the Fund).

(f) Securities exempt from registration under Regulation S of the Securities Act of 1933. These securities are
subject to resale restrictions. Aggregate holdings amounted to $128,455,995 which represents 20.3% of the net assets of the Fund, of which 0.0% are illiquid.

(g) Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only
be resold to qualified institutional buyers. Aggregate holdings amounted to $220,249,343 which represents 34.7% of the net assets of the Fund, of which 2.0% are illiquid.

(h) Non–income producing security.

(i) Security is in default.

(j) Rate quoted represents the annualized seven–day yield.

(k) Based on 6-Month EURIBOR. Represents rates in effect at March
31, 2026.

(l) Based on 1-Day USD-SOFR-OIS. Represents rates in effect at March 31, 2026.

------

---

| | |
|:---|:---|
| **Country Summary** | **% of**<br>**Managed<br>Assets** |
|  United States | 47.2 |
|  Canada | 12.7 |
|  United Kingdom | 9.5 |
|  France | 9.2 |
|  Switzerland | 4.9 |
|  Spain | 3.2 |
|  Netherlands | 2.7 |
|  Japan | 2.4 |
|  Germany | 2.2 |
|  Greece | 1.2 |
|  Italy | 1 |
|  Sweden | 0.6 |
|  Austria | 0.5 |
|  Other (includes short-term investments) | 2.7 |
|  | 100 |

---

------

**COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND, INC.** 

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)

**Note 1. Portfolio Valuation** 

Investments in securities that are listed on the New York Stock Exchange (NYSE) are valued, except as indicated below, at the last sale price reflected at the close of the NYSE on the business day as of which such value is being determined. If there has been no sale on such day, the securities are valued at the mean of the closing bid and ask prices on such day or, if no ask price is available, at the bid price. Forward foreign currency exchange contracts are valued daily at the prevailing forward exchange rate. Centrally cleared interest rate swaps are valued based upon prices provided by a third-party pricing service.

Securities not listed on the NYSE but listed on other domestic or foreign securities exchanges are valued in a similar manner. Securities traded on more than one securities exchange are valued at the last sale price reflected at the close of the exchange representing the principal market for such securities on the business day as of which such value is being determined. If after the close of a foreign market, but prior to the close of business on the day the securities are being valued, market conditions change significantly, certain non-U.S. equity holdings may be fair valued pursuant to procedures established by the Board of Directors.

Readily marketable securities traded in the OTC market, including listed securities whose primary market is believed by Cohen & Steers Capital Management, Inc. (the investment advisor) to be OTC, are valued on the basis of prices provided by a third-party pricing service or third-party broker-dealers when such prices are believed by the investment advisor, pursuant to delegation by the Board of Directors, to reflect the fair value of such securities.

Fixed-income securities are valued on the basis of prices provided by a third-party pricing service or third-party broker-dealers when such prices are believed by the investment advisor, pursuant to delegation by the Board of Directors, to reflect the fair value of such securities. The pricing services or broker-dealers use multiple valuation techniques to determine fair value. In instances where sufficient market activity exists, the pricing services or broker-dealers may utilize a market-based approach through which quotes from market makers are used to determine fair value. In instances where sufficient market activity may not exist or is limited, the pricing services or broker-dealers also utilize proprietary valuation models which may consider market transactions in comparable securities and the various relationships between securities in determining fair value and/or characteristics such as benchmark yield curves, option-adjusted spreads, credit spreads, estimated default rates, coupon rates, anticipated timing of principal repayments, underlying collateral, and other unique security features which are then used to calculate the fair values.

Short-term debt securities with a maturity date of 60 days or less are valued at amortized cost, which approximates fair value. Investments in open-end mutual funds are valued at net asset value (NAV).

The Board of Directors has designated the investment advisor as the Fund's "Valuation Designee" under Rule 2a-5 under the Investment Company Act of 1940. As Valuation Designee, the investment advisor is authorized to make fair valuation determinations, subject to the oversight of the Board of Directors. The investment advisor has established a valuation committee (Valuation Committee) to administer, implement and oversee the fair valuation process according to the policies and procedures approved annually by the Board of Directors. Among other things, these procedures allow the Fund to utilize independent pricing services, quotations from securities and financial instrument dealers and other market sources to determine fair value.

Securities for which market prices are unavailable, or securities for which the investment advisor determines that the bid and/or ask price or a counterparty valuation does not reflect market value, will be valued at fair value, as determined in good faith by the Valuation Committee, pursuant to procedures approved by the Fund's Board of Directors. Circumstances in which market prices may be unavailable include, but are not limited to, when trading in a security is suspended, the exchange on which the security is traded is subject to an unscheduled close or disruption or material events occur after the close of the exchange on which the security is principally traded. In these circumstances, the Fund determines fair value in a manner that fairly reflects the market value of the security on the valuation date based on consideration of any information or factors it deems appropriate. These may include, but are not limited to, recent transactions in comparable securities, information relating to the specific security and developments in the markets.

The Fund's use of fair value pricing may cause the NAV of Fund shares to differ from the NAV that would be calculated using market quotations. Fair value pricing involves subjective judgments and it is possible that the fair value determined for a security may be materially different than the value that could be realized upon the sale of that security.

Fair value is defined as the price that the Fund would expect to receive upon the sale of an investment or expect to pay to transfer a liability in an orderly transaction with an independent buyer in the principal market or, in the absence of a principal market, the most advantageous market for the investment or liability. The hierarchy of inputs that are used in determining the fair value of the Fund's investments is summarized below.

&nbsp;&nbsp;&nbsp;&nbsp;• Level 1—quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;• Level 2—other significant observable inputs (including quoted prices for similar investments, interest
rates, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;• Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the
fair value of investments)

------

**COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND, INC.** 

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)—(Continued)

The inputs or methodology used for valuing investments may or may not be an indication of the risk associated with those investments. Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy.

The levels associated with valuing the Fund's investments as of March 31, 2026 are disclosed in the Fund's Schedule of Investments.

**Note 2. Derivative Investments** 

*Forward Foreign Currency Exchange Contracts:* The Fund may enter into forward foreign currency exchange contracts to hedge the currency exposure associated with certain of its non-U.S. dollar-denominated securities. A forward foreign currency exchange contract is a commitment between two parties to purchase or sell foreign currency at a set price on a future date. The market value of a forward foreign currency exchange contract fluctuates with changes in foreign currency exchange rates. These contracts are marked to market daily and the change in value is recorded by the Fund as unrealized appreciation and/or depreciation on forward foreign currency exchange contracts. Realized gains or losses equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed are included in net realized gain or loss on forward foreign currency exchange contracts. For federal income tax purposes, the Fund has made an election to treat gains and losses from forward foreign currency exchange contracts as capital gains and losses.

Forward foreign currency exchange contracts involve elements of market risk in excess of the amounts reflected on the Schedule of Investments. The Fund bears the risk of an unfavorable change in the foreign exchange rate underlying the contract. Risks may also arise upon entering these contracts from the potential inability of the counterparties to meet the terms of their contracts. In connection with these contracts, securities may be identified as collateral in accordance with the terms of the respective contracts.

*Centrally Cleared Interest Rate Swap Contracts:* The Fund uses interest rate swaps in connection with borrowing under its credit agreement. The Fund may enter into interest rate swap contracts to manage interest rate risk. The interest rate swaps that are intended to reduce interest rate risk under the credit agreement seek to do so by countering the effect that an increase in short-term interest rates could have on the performance of the Fund's shares as a result of the floating rate structure of interest owed pursuant to the credit agreement. When entering into such interest rate swaps, the Fund agrees to pay the other party to the interest rate swap (which is known as the counterparty) a fixed rate payment in exchange for the counterparty's agreement to pay the Fund a variable rate payment that was intended to approximate the Fund's variable rate payment obligation on the credit agreement. The payment obligation is based on the notional amount of the swap. Depending on the state of interest rates in general, the use of interest rate swaps could enhance or harm the overall performance of the Fund. Swaps are marked-to-market daily and changes in the value are recorded as unrealized appreciation (depreciation).

Immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the CCP) and the Fund's counterparty on the swap agreement becomes the CCP. The Fund is required to interface with the CCP through a broker. Upon entering into a centrally cleared swap, the Fund is required to deposit initial margin with the broker in the form of cash or securities in an amount that varies depending on the size and risk profile of the particular swap. Securities deposited as initial margin are designated on the Schedule of Investments and cash deposited is recorded as cash collateral pledged for interest rate swap contracts. The daily change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin on interest rate swap contracts. Any upfront payments paid or received upon entering into a swap agreement would be recorded as assets or liabilities, respectively, and amortized or accreted over the life of the swap and recorded as realized gain (loss). Payments received from or paid to the counterparty during the term of the swap agreement, or at termination, are recorded as realized gain (loss).

Swap agreements involve, to varying degrees, elements of market and counterparty risk, and exposure to loss in excess of the related amounts reflected on the Schedule of Investments. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of contractual terms in the agreements and that there may be unfavorable changes in interest rates.

## 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 Ltd Duration Preferred & Income Fund, Inc.

- **b. Investment Company Act file number:** 811-22707

- **c. CIK number of Registrant:** 0001548717

- **d. LEI of Registrant:** FB4GVFNX9R92BO4AY061

- **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 Ltd Duration Preferred & Income Fund, Inc.

- **c. LEI of Series:** FB4GVFNX9R92BO4AY061

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

- **a. Date of fiscal year-end:** 2026-12-31

- **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:** $952201677.39

**Total Liabilities:** $317983834.18

**Net Assets:** $634217843.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -890.35000000 | **1-Year:** -32179.85000000 | **5-Year:** -115643.62000000 | **10-Year:** -116349.45000000 | **30-Year:** -61072.90000000

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

- **3-Month:** -656.43000000 | **1-Year:** -27630.86000000 | **5-Year:** -85957.35000000 | **10-Year:** -53892.42000000 | **30-Year:** -40385.30000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.14%                | 0.81%                | -5.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2383580.45              | $1170110.77                                |
| Month 2  | $801784.06               | $-121847.64                                |
| Month 3  | $860653.42               | $-28496844.98                              |

### 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: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    970000 | PA      | $962669.81    | 0.15%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                      | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1602708.65   | 0.25%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                  | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     46926 | NS      | $1223830.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                  | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   5322000 | PA      | $5180310.27   | 0.82%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                                        | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3608193.60   | 0.57%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                 | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3400629.68   | 0.54%             | 2053-08-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2983000 | PA      | $2957751.29   | 0.47%             | 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        |   4314000 | PA      | $4008790.11   | 0.63%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                       | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   4220000 | PA      | $4290271.44   | 0.68%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                    | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5217000 | PA      | $5389101.94   | 0.85%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                    | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1611458.71   | 0.25%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3657468.50   | 0.58%             | 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        |   5680000 | PA      | $5631747.26   | 0.89%             | 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        |   1500000 | PA      | $1423705.50   | 0.22%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                           | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1875037.51   | 0.30%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     67992 | NS      | $1690281.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     58650 | NS      | $1388832.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     69846 | NS      | $1650460.98   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                                | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2421000 | PA      | $2264742.61   | 0.36%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                            | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1290000 | PA      | $1483291.03   | 0.23%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6672620.80   | 1.05%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2028750.00   | 0.32%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9300000 | PA      | $9601347.90   | 1.51%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2301846.80   | 0.36%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4454379.00   | 0.70%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                            | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2275000 | PA      | $2366475.48   | 0.37%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                            | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2507000 | PA      | $2529517.87   | 0.40%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7100000 | PA      | $7399030.70   | 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        |   6200000 | PA      | $6219660.20   | 0.98%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                    | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1933701.40   | 0.30%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                                | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3041000 | PA      | $3287749.78   | 0.52%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6200000 | PA      | $6540739.60   | 1.03%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2370919.45   | 0.37%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5200000 | PA      | $6005963.60   | 0.95%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2325366.90   | 0.37%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                              | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13140000 | PA      | $13480391.70  | 2.13%             | 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        |   6160000 | PA      | $6200643.68   | 0.98%             | 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        |   2200000 | PA      | $2221838.81   | 0.35%             | 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        |    800000 | PA      | $822124.00    | 0.13%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                           | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1872036.00   | 0.30%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                           | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2514576.00   | 0.40%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                           | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3233740.80   | 0.51%             | 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        |   6000000 | PA      | $5897144.88   | 0.93%             | 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        |   1730000 | PA      | $1792712.50   | 0.28%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2691750.83   | 0.42%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7200000 | PA      | $7857396.00   | 1.24%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3434528.73   | 0.54%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                        | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2980000 | PA      | $3015974.56   | 0.48%             | 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        |   3700000 | PA      | $3788481.80   | 0.60%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                   | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2994419.40   | 0.47%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                   | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3536000 | PA      | $3646563.65   | 0.57%             | 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        |   2800000 | PA      | $2831805.20   | 0.45%             | 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        |   5400000 | PA      | $5280000.66   | 0.83%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                            | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2840136.75   | 0.45%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1148170.30   | 0.18%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     71082 | NS      | $1752171.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5238000 | PA      | $5419805.74   | 0.85%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3921333.70   | 0.62%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7802000 | PA      | $7813158.65   | 1.23%             | 2031-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11814000 | PA      | $11908525.00  | 1.88%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                     | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11788000 | PA      | $11878861.90  | 1.87%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                        | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   2300000 | PA      | $2318356.30   | 0.37%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                        | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   1831000 | PA      | $1891734.27   | 0.30%             | 2030-01-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                          | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2751883.60   | 0.43%             | 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        |   2140000 | PA      | $2182055.28   | 0.34%             | 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        |   6200000 | PA      | $6261187.80   | 0.99%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                            | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $600000.00    | 0.09%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                            | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4300000 | PA      | $1075000.00   | 0.17%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                            | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $350000.00    | 0.06%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                              | DTE Energy Co                                                                     | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     79125 | NS      | $1882383.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd/The                                                | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   2200000 | PA      | $2213961.20   | 0.35%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2842470.26   | 0.45%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1417820.50   | 0.22%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1985582.07   | 0.31%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                               | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3753108.73   | 0.59%             | 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      | $182967.66    | 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      | $-288316.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                          | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $-2047.67     | -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      | $-7533.12     | -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      | $16692.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                       | Emera US Finance LLC                                                              | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1974000 | PA      | $1974765.91   | 0.31%             | 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        |   2282000 | PA      | $2285763.02   | 0.36%             | 2056-10-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7464000 | PA      | $7472667.79   | 1.18%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3088000 | PA      | $3335815.09   | 0.53%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3379000 | PA      | $3578090.68   | 0.56%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7940000 | PA      | $8937398.98   | 1.41%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3455000 | PA      | $3635499.57   | 0.57%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                      | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $867212.78    | 0.14%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8059000 | PA      | $8066196.69   | 1.27%             | 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        |   7422000 | PA      | $7573854.12   | 1.19%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                                | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397881.10   | 0.22%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | ENEL Finance International NV                                                     | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $901239.29    | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                         | Enstar Finance LLC                                                                | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    907000 | PA      | $895018.62    | 0.14%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                      | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1891573.34   | 0.30%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                      | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2685735.62   | 0.42%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983103.46   | 0.31%             | 2067-06-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4592000 | PA      | $4590425.86   | 0.72%             | 2077-08-16      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                            | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2318100.59   | 0.37%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                 | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2377000 | PA      | $2459232.32   | 0.39%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                        | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2659835.64   | 0.42%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                 | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1968000 | PA      | $1944505.88   | 0.31%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                                 | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3251467.44   | 0.51%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                       | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1040648.14   | 0.16%             | 2055-03-15      | Fixed         | 6.50%                 | 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        |     68732 | NS      | $1712114.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                         | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   2260000 | PA      | $2362095.50   | 0.37%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                         | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2572227.50   | 0.41%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                               | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    178843 | NS      | $4660648.58   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                   | First Citizens BancShares Inc/NC                                                  | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   4674000 | PA      | $4704704.91   | 0.74%             | 2027-01-04      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                         | First Horizon Corp                                                                | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    125160 | NS      | $3097710.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON BANK                                         | First Horizon Bank                                                                | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |     14750 | NS      | $10911312.50  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                            | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3308000 | PA      | $3188074.75   | 0.50%             | 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        |   3370000 | PA      | $3179366.85   | 0.50%             | 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        |  13665000 | PA      | $14323379.70  | 2.26%             | 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        |   5012000 | PA      | $5111929.26   | 0.81%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                    | Goldman Sachs Capital I                                                           | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1381971.63   | 0.22%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2030084.28   | 0.32%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1370341.95   | 0.22%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2272630.80   | 0.36%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                 | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2014796.00   | 0.32%             | 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        |   5400000 | PA      | $5443196.11   | 0.86%             | 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        |   3200000 | PA      | $3166722.88   | 0.50%             | 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        |   3500000 | PA      | $3467097.55   | 0.55%             | 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        |   2550000 | PA      | $2639408.10   | 0.42%             | 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        |   1735000 | PA      | $1727312.22   | 0.27%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC                                     | Hartford Insurance Group Inc/The                                                  | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   9885000 | PA      | $9486844.06   | 1.50%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                        | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4339509.52   | 0.68%             | 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        |   3250000 | PA      | $3204485.70   | 0.51%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                     | ILFC E-Capital Trust I                                                            | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4585000 | PA      | $3909477.74   | 0.62%             | 2065-12-21      | Variable      | 6.38%                 | 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        |   4250000 | PA      | $3712956.40   | 0.59%             | 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        |   7300000 | PA      | $7291514.41   | 1.15%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2366578.08   | 0.37%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6496000 | PA      | $6743660.00   | 1.06%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                      | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     85452 | NS      | $1987613.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     74292 | NS      | $1941992.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3288756.52   | 0.52%             | 2066-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $4773292.40   | 0.75%             | 2067-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                             | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2228440.17   | 0.35%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3439203.12   | 0.54%             | 2035-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2311210.00   | 0.36%             | 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        |   1600000 | PA      | $1591893.30   | 0.25%             | 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        |    191600 | NS      | $4805328.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                     | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    211575 | NS      | $5422667.25   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MELLON CAPITAL IV                                          | Mellon Capital IV                                                                 | CUSIP: 58551TAA5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2455029.32   | 0.39%             | 2026-04-30      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                   | MetLife Capital Trust IV                                                          | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7080000 | PA      | $7661027.28   | 1.21%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                       | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $7213464.15   | 1.14%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                       | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2177098.17   | 0.34%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                    | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    112834 | NS      | $2847930.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                 | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4548545.40   | 0.72%             | 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        |    103540 | NS      | $2584358.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4334000 | PA      | $4429317.66   | 0.70%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $5036920.33   | 0.79%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                               | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4195000 | PA      | $4330624.35   | 0.68%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                      | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    261000 | PA      | $268572.65    | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                      | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1551425.29   | 0.24%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                               | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5800000 | PA      | $5843923.40   | 0.92%             | 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        |   3200000 | PA      | $3192417.92   | 0.50%             | 2033-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                   | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     38107 | NS      | $770523.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                   | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     99985 | NS      | $2024696.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                              | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3369693.34   | 0.53%             | 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        |    944000 | PA      | $946614.88    | 0.15%             | 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        |   5179000 | PA      | $5227936.37   | 0.82%             | 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        |   4500000 | PA      | $4434786.45   | 0.70%             | 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        |   3860000 | PA      | $3844453.08   | 0.61%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                           | Puget Energy Inc                                                                  | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2069770.01   | 0.33%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                            | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     39102 | NS      | $918897.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                  | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2778119.05   | 0.44%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                         | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1134000 | PA      | $1138668.68   | 0.18%             | 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        |   8000000 | PA      | $8034400.00   | 1.27%             | 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        |   3300000 | PA      | $3191083.83   | 0.50%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                              | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1852901.28   | 0.29%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                  | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2034076.85   | 0.32%             | 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        |   2925000 | PA      | $2426334.59   | 0.38%             | 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        |   1617144 | NS      | $1617144.01   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5652000 | PA      | $5716076.72   | 0.90%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5259281.85   | 0.83%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                            | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3486631.71   | 0.55%             | 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        |   5800000 | PA      | $5781391.86   | 0.91%             | 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        |   2000000 | PA      | $1875891.80   | 0.30%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5230645.00   | 0.82%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $6845542.40   | 1.08%             | 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        |   5400000 | PA      | $5562858.60   | 0.88%             | 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        |   3500000 | PA      | $3365974.85   | 0.53%             | 2035-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                               | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6600000 | PA      | $7132327.03   | 1.12%             | 2028-11-14      | Fixed         | 10.00%                | 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        |   4260000 | PA      | $4388524.20   | 0.69%             | 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        |   1340000 | PA      | $1396057.56   | 0.22%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                         | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2668433.46   | 0.42%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                  | Spire Inc                                                                         | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1606581.17   | 0.25%             | 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        |   8600000 | PA      | $8941385.60   | 1.41%             | 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        |   1000000 | PA      | $1021632.75   | 0.16%             | 2032-01-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                            | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $981497.10    | 0.15%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                 | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    915000 | PA      | $930227.43    | 0.15%             | 2029-03-15      | Fixed         | 6.70%                 | 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        |   3445273 | NS      | $3445272.99   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                                        | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1176979.32   | 0.19%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1440718.26   | 0.23%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                  | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     37357 | NS      | $793836.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                  | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     40539 | NS      | $863480.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                         | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     63841 | NS      | $1594748.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3623768.42   | 0.57%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2808544.75   | 0.44%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3069952.63   | 0.48%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                        | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   4870000 | PA      | $4749171.40   | 0.75%             | 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        |   5000000 | PA      | $4923467.00   | 0.78%             | 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        |   2300000 | PA      | $2348702.50   | 0.37%             | 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        |   4400000 | PA      | $4541992.40   | 0.72%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                 | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4404000 | PA      | $4319081.19   | 0.68%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                             | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10272000 | PA      | $10266029.91  | 1.62%             | 2026-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5100000 | PA      | $4518901.41   | 0.71%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6400000 | PA      | $7210233.60   | 1.14%             | 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        |   3600000 | PA      | $3839238.79   | 0.61%             | 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        |   3800000 | PA      | $3926752.80   | 0.62%             | 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        |   3300000 | PA      | $3272360.82   | 0.52%             | 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        |   5400000 | PA      | $5251894.04   | 0.83%             | 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        |   8100000 | PA      | $7890808.59   | 1.24%             | 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        |   6900000 | PA      | $6673683.52   | 1.05%             | 2036-01-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| USB REALTY CORP                                            | USB Realty Corp                                                                   | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2644514.70   | 0.42%             | 2027-01-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Notes                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1444789.06   | 0.23%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                             | USB Capital IX                                                                    | CUSIP: 91731KAA8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5943000 | PA      | $4719194.86   | 0.74%             | 2026-04-30      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                            | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4904000 | PA      | $4888460.06   | 0.77%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                         | Voya Financial Inc                                                                | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1155653.41   | 0.18%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1889581.32   | 0.30%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4750917.76   | 0.75%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1425154.02   | 0.22%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                  | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $4936809.07   | 0.78%             | 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        |     58303 | NS      | $1438918.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5753851S IRS USD R V USD-SOFR-OIS / Short: B5753851S IRS USD P F   .93000  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  90000000 | OU      | $3775016.30   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B0806782S IRS USD R V USD-SOFR-OIS / Short: B0806782S IRS USD P F  1.18100  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  94000000 | OU      | $1251351.29   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592588 IRS USD R V USD-SOFR-OIS / Short: B70592588 IRS USD P F  3.65500  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $-108201.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746904 IRS USD R V USD-SOFR-OIS / Short: B70746904 IRS USD P F  3.58750  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $-42535.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B89841966 IRS EUR R V 06MEURIB  / Short: B89841966 IRS EUR P F  2.38800     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  15800000 | OU      | $378030.16    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: S89841863 IRS USD R F  3.22700  / Short: S89841863 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  19000000 | OU      | $-346158.78   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: S92095053 IRS USD R F  3.49650  / Short: S92095053 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14000000 | OU      | $-188194.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B92096004 IRS EUR R V 06MEURIB  / Short: B92096004 IRS EUR P F  2.54800     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  12000000 | OU      | $301649.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SDB2C0003 IRS USD R F  3.62062  / Short: SDB2C0003 IRS USD P V USD-SOFR-OIS | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8100000 | OU      | $-48241.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BD6980003 IRS EUR R V 06MEURIB  / Short: BD6980003 IRS EUR P F  2.66749     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6950000 | OU      | $125291.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                   | Svenska Handelsbanken AB                                                          | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1300503.20   | 0.21%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                              | Rothesay Life PLC                                                                 | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $967663.12    | 0.15%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $5992733.43   | 0.94%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1092826.75   | 0.17%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                       | Telefonica Europe BV                                                              | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1924447.71   | 0.30%             | 2030-02-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1739838.45   | 0.27%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2789487.97   | 0.44%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $996858.17    | 0.16%             | 2029-03-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                                               | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1667059.31   | 0.26%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6000000 | PA      | $6324557.28   | 1.00%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                       | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4400000 | PA      | $4634353.90   | 0.73%             | 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        |   1400000 | PA      | $1711623.40   | 0.27%             | 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        |   1600000 | PA      | $1931579.68   | 0.30%             | 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        |   2200000 | PA      | $2681843.44   | 0.42%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                               | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $2905731.17   | 0.46%             | 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        |   3600000 | PA      | $4372270.00   | 0.69%             | 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        |   2900000 | PA      | $3944013.82   | 0.62%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                     | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |   1800000 | PA      | $2190053.72   | 0.35%             | 2030-06-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3900000 | PA      | $3989628.83   | 0.63%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                              | UniCredit SpA                                                                     | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2383601.84   | 0.38%             | 2031-12-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                       | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1593481.00   | 0.25%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                    | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3655237.50   | 0.58%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                      | Landesbank Baden-Wuerttemberg                                                     | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1406525.93   | 0.22%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                 | BPER Banca SPA                                                                    | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $930158.44    | 0.15%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                         | Athora Netherlands NV                                                             | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |   2400000 | PA      | $2798079.09   | 0.44%             | 2031-05-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4200000 | PA      | $5028340.29   | 0.79%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                              | AIB Group PLC                                                                     | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1151836.53   | 0.18%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                      | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1883946.17   | 0.30%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                                             | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   1800000 | PA      | $1812627.00   | 0.29%             | 2030-08-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                          | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $3687161.74   | 0.58%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                                              | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $4906499.06   | 0.77%             | 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        |   1600000 | PA      | $1879914.56   | 0.30%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                      | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $4739730.51   | 0.75%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                              | Banco BPM SpA                                                                     | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1852827.90   | 0.29%             | 2030-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                                       | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   3250000 | PA      | $3777128.02   | 0.60%             | 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        |   3000000 | PA      | $3995370.71   | 0.63%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                            | Piraeus Bank SA                                                                   | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |   2600000 | PA      | $3020538.59   | 0.48%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                                | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $921131.52    | 0.15%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                          | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   3800000 | PA      | $3911923.07   | 0.62%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                            | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2799679.46   | 0.44%             | 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        |   4000000 | PA      | $3592680.56   | 0.57%             | 2061-04-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                | Eurobank SA                                                                       | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |   1800000 | PA      | $1984730.29   | 0.31%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                          | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $5857992.06   | 0.92%             | 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        |   1400000 | PA      | $1596951.56   | 0.25%             | 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        |   2200000 | PA      | $2132662.51   | 0.34%             | 2035-06-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                   | Unipol Assicurazioni SpA                                                          | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $786379.00    | 0.12%             | 2035-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1980000 | PA      | $2159060.12   | 0.34%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1267532.03   | 0.20%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                              | Stellantis NV                                                                     | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   1850000 | PA      | $2042925.12   | 0.32%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                      | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1320650.10   | 0.21%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                                    | Lancashire Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   1979000 | PA      | $1942123.27   | 0.31%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                   | Aspen Insurance Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     60000 | NS      | $1398000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

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

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Chief Financial Officer