# EDGAR Filing Document

**Accession Number:** 0001548717
**File Stem:** 0001752724-23-047850
**Filing Date:** 2023-2
**Character Count:** 125405
**Document Hash:** 53bcd5116332dc6f15d62d6fa5b01997
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047850.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047850

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers Ltd Duration Preferred & Income Fund, Inc.
- **CENTRAL INDEX KEY:** 0001548717
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22707
- **FILM NUMBER:** 23686403

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

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

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

## 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:** 280 PARK AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $922892893.41

**Total Liabilities:** $318395266.67

**Net Assets:** $604497626.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1028.43000000 | **1-Year:** -30674.33000000 | **5-Year:** -74311.60000000 | **10-Year:** -102860.80000000 | **30-Year:** -116480.31000000

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

- **3-Month:** -901.55000000 | **1-Year:** -26908.37000000 | **5-Year:** -55720.98000000 | **10-Year:** -106295.31000000 | **30-Year:** -147047.15000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.88%                | 1.91%                | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3884310.49             | $3948381.31                                |
| Month 2  | $-2632877.51             | $21103427.85                               |
| Month 3  | $-1473531.76             | $2498283.69                                |

### Schedule of Portfolio Investments

| Name                                                  | Title                                                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1333753.89   | 0.22%             | 2025-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-726797.81   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                         | AIB Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1607775.75   | 0.27%             | 2025-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                          | Comerica Inc                                                                                                                   | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2945733.00   | 0.49%             | 2025-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6424000 | PA      | $6215220.00   | 1.03%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7900000 | PA      | $5681422.86   | 0.94%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   7891000 | PA      | $6841258.46   | 1.13%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                   | American Express Co                                                                                                            | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2380536.00   | 0.39%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                            | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    461000 | PA      | $405680.00    | 0.07%             | 2024-12-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $6285650.70   | 1.04%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                    | Banco Santander SA                                                                                                             | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $974685.31    | 0.16%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |  11720000 | PA      | $10291625.00  | 1.70%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                            | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1911604.63   | 0.32%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-30766.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2324985.00   | 0.38%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $1790766.38   | 0.30%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                            | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $3738129.19   | 0.62%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                     | HSBC Holdings PLC                                                                                                              | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $970452.23    | 0.16%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   3091000 | PA      | $2784002.78   | 0.46%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                 | Coventry Building Society                                                                                                      | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   2015000 | PA      | $2308142.64   | 0.38%             | 2024-09-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3994471.77   | 0.66%             | 2027-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4756000 | PA      | $4659691.00   | 0.77%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9393000 | PA      | $8031015.00   | 1.33%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9710000 | PA      | $9376898.45   | 1.55%             | 2025-03-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                                 | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     72493 | NS      | $1830448.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS Energy Corp                                                                                                                | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2266696.32   | 0.37%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                           | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3153000 | PA      | $2588266.17   | 0.43%             | 2026-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $900345.63    | 0.15%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1378038.96   | 0.23%             | 2024-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                              | Aegon NV                                                                                                                       | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $797228.82    | 0.13%             | 2029-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2062702.20   | 0.34%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7464000 | PA      | $6802711.69   | 1.13%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USB Capital IX                                        | USB Capital IX                                                                                                                 | CUSIP: 91731KAA8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $3825361.17   | 0.63%             | 2023-01-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                           | Markel Corp                                                                                                                    | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2194218.75   | 0.36%             | 2025-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4400000 | PA      | $4170267.95   | 0.69%             | 2025-04-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                               | KeyCorp                                                                                                                        | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     38229 | NS      | $937757.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                              | Enel SpA                                                                                                                       | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   3700000 | PA      | $3711852.84   | 0.61%             | 2073-09-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   9463000 | PA      | $7558098.10   | 1.25%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55653645 IRS USD R V 01MLIBOR 155653645_FLO CCPVANILLA / Short: B55653645 IRS USD P F   .54800 155653645_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  85000000 | OU      | $8092997.38   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                 | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    200000 | NS      | $3788000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                | AXIS Specialty Finance LLC                                                                                                     | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $834538.08    | 0.14%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12439000 | PA      | $11977026.36  | 1.98%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACWEST BANCORP                                       | PacWest Bancorp                                                                                                                | CUSIP: 695263202<br>LEI: 549300YI8VMFO7G36V04 | Long             | EP               | CORP              | US        |     72674 | NS      | $1816850.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KYOBO LIFE INSURANCE CO                               | Kyobo Life Insurance Co Ltd                                                                                                    | CUSIP: 501555AB2<br>LEI: 988400Y298KYBHWRBS28 | Long             | DBT              | CORP              | KR        |   2200000 | PA      | $2040500.00   | 0.34%             | 2027-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                   | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1800000 | PA      | $1831203.25   | 0.30%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                              | MetLife Capital Trust IV                                                                                                       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $4059779.44   | 0.67%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2474966.49   | 0.41%             | 2027-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                              | Banco Bilbao Vizcaya Argentaria SA                                                                                             | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3072018.21   | 0.51%             | 2025-03-05      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                        | Morgan Stanley                                                                                                                 | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1617728.44   | 0.27%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   5003000 | PA      | $3175554.19   | 0.53%             | 2031-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                          | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1500585.00   | 0.25%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1797955.66   | 0.30%             | 2025-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6378000 | PA      | $6357367.17   | 1.05%             | 2024-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                    | Vodafone Group PLC                                                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $2602499.59   | 0.43%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8144000 | PA      | $7345480.80   | 1.22%             | 2025-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                      | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     44168 | NS      | $4411455.67   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $3906532.50   | 0.65%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                               | Farm Credit Bank of Texas                                                                                                      | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   4275000 | PA      | $3911625.00   | 0.65%             | 2025-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                              | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4629733.55   | 0.77%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                   | Fifth Third Bancorp                                                                                                            | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3216592.50   | 0.53%             | 2023-06-30      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                               | Lancashire Holdings Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   2779000 | PA      | $2189051.65   | 0.36%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6650000 | PA      | $6460475.00   | 1.07%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3400000 | PA      | $2444628.66   | 0.40%             | 2025-09-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD EUR                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-29696.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                               | Algonquin Power & Utilities Corp                                                                                               | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   5322000 | PA      | $4318510.29   | 0.71%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    135151 | NS      | $3478786.74   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    100000 | NS      | $1888000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                               | QBE Insurance Group Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   4800000 | PA      | $4498271.47   | 0.74%             | 2046-06-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                             | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2050180.59   | 0.34%             | 2023-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                               | Dai-ichi Life Insurance Co Ltd/The                                                                                             | CUSIP: 23380YAC1<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   6500000 | PA      | $6352648.12   | 1.05%             | 2024-10-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4472486.19   | 0.74%             | 2024-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                | CenterPoint Energy Inc                                                                                                         | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    656000 | PA      | $617050.00    | 0.10%             | 2023-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                  | Banco de Sabadell SA                                                                                                           | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $373479.83    | 0.06%             | 2026-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                   | Intesa Sanpaolo SpA                                                                                                            | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   5000000 | PA      | $4549085.75   | 0.75%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                               | CUSIP: 78397DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3096318.75   | 0.51%             | 2025-05-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                               | Abanca Corp Bancaria SA                                                                                                        | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2060897.87   | 0.34%             | 2026-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                             | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3635000 | PA      | $2910362.75   | 0.48%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1829008.80   | 0.30%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                | NextEra Energy Capital Holdings Inc                                                                                            | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1098000 | PA      | $896099.38    | 0.15%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2750000 | PA      | $2794550.00   | 0.46%             | 2025-12-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                               | QBE Insurance Group Ltd                                                                                                        | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   5200000 | PA      | $4914926.54   | 0.81%             | 2025-05-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                 | Hanwha Life Insurance Co Ltd                                                                                                   | CUSIP: 41135UAA3<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |   2200000 | PA      | $2153246.39   | 0.36%             | 2023-04-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                 | Julius Baer Group Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $2293884.00   | 0.38%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4328000 | PA      | $4197016.59   | 0.69%             | 2024-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    910000 | PA      | $903402.50    | 0.15%             | 2023-01-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                | Hartford Financial Services Group Inc/The                                                                                      | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   9885000 | PA      | $8299742.55   | 1.37%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                            | US Bancorp                                                                                                                     | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $918647.57    | 0.15%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                         | UniCredit SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3200000 | PA      | $3069760.00   | 0.51%             | 2024-06-03      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18630000 | PA      | $16317830.70  | 2.70%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6400000 | PA      | $7645748.61   | 1.26%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                   | Phoenix Group Holdings PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2538717.50   | 0.42%             | 2025-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7889000 | PA      | $7828401.36   | 1.30%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                    | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     68428 | NS      | $993574.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE CAPITAL GRP LLC                               | Oaktree Capital Group LLC                                                                                                      | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     99985 | NS      | $2136679.45   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                             | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $3986275.00   | 0.66%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2422000 | PA      | $2360124.49   | 0.39%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                    | Ally Financial Inc                                                                                                             | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    408000 | PA      | $274125.00    | 0.05%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                  | Bank of America Corp                                                                                                           | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3713656.25   | 0.61%             | 2027-04-27      | Fixed         | 6.12%                 | 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        |   7250000 | PA      | $4712500.00   | 0.78%             | 2065-12-21      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10036000 | PA      | $9774010.22   | 1.62%             | 2024-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                | Regions Financial Corp                                                                                                         | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1372030.92   | 0.23%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                    | Athora Netherlands NV                                                                                                          | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3562661.44   | 0.59%             | 2025-06-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                       | Truist Financial Corp                                                                                                          | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2416753.77   | 0.40%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     68967 | NS      | $1479342.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                   | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    596000 | PA      | $534645.65    | 0.09%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                       | Truist Financial Corp                                                                                                          | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4047360.00   | 0.67%             | 2024-12-15      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                       | Nordea Bank Abp                                                                                                                | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2400000 | PA      | $2368949.64   | 0.39%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                | BP Capital Markets PLC                                                                                                         | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4787500.00   | 0.79%             | 2025-06-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FUKOKU MUTUAL LIFE INSUR                              | Fukoku Mutual Life Insurance Co                                                                                                | CUSIP: 000000000<br>LEI: 549300JDVRDBH680VF26 | Long             | DBT              | CORP              | JP        |   3253000 | PA      | $3250332.54   | 0.54%             | 2023-09-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     46441 | NS      | $1129909.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Electricite de France SA                              | Electricite de France SA                                                                                                       | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $598693.18    | 0.10%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                        | TC Energy Corp                                                                                                                 | CUSIP: 87807B800<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EP               | CORP              | CA        |     80873 | NS      | $916242.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $491672.14    | 0.08%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $4588500.00   | 0.76%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                   | JPMorgan Chase & Co                                                                                                            | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2717281.81   | 0.45%             | 2024-04-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4800000 | PA      | $4193123.38   | 0.69%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8800000 | PA      | $7054253.18   | 1.17%             | 2023-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                    | First Horizon Bank                                                                                                             | CUSIP: 337158208<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | EP               | CORP              | US        |     14750 | NS      | $11652500.00  | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                    | Enstar Finance LLC                                                                                                             | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2989000 | PA      | $2725370.20   | 0.45%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3596008.30   | 0.59%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                       | SiriusPoint Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |    114800 | NS      | $2669100.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3971182.44   | 0.66%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                      | Societe Generale SA                                                                                                            | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5600000 | PA      | $5760794.03   | 0.95%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5148000 | PA      | $5104812.45   | 0.84%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                              | Svenska Handelsbanken AB                                                                                                       | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $1806783.00   | 0.30%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                              | Western Alliance Bancorp                                                                                                       | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     75427 | NS      | $1520608.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3374000 | PA      | $3137820.00   | 0.52%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                | Synovus Financial Corp                                                                                                         | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |     66096 | NS      | $1437588.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COBANK ACB                                            | CoBank ACB                                                                                                                     | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2265500.00   | 0.37%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                          | NiSource Inc                                                                                                                   | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |     18058 | NS      | $438628.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD GBP                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-160261.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                | Zurich Finance Ireland Designated Activity Co                                                                                  | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |   3800000 | PA      | $2922086.00   | 0.48%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                | Bank of New York Mellon Corp/The                                                                                               | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    444000 | PA      | $358732.85    | 0.06%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4565800.34   | 0.76%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                               | Goldman Sachs Capital I                                                                                                        | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1405976.00   | 0.23%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                 | Huntington Bancshares Inc/OH                                                                                                   | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $1940376.08   | 0.32%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $4421247.33   | 0.73%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    129600 | NS      | $3114288.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                   | Fifth Third Bancorp                                                                                                            | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    528000 | PA      | $491841.19    | 0.08%             | 2025-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                              | Corebridge Financial Inc                                                                                                       | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5497848.00   | 0.91%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                   | General Electric Co                                                                                                            | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  10891000 | PA      | $10740622.63  | 1.78%             | 2023-03-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                       | CMS Energy Corp                                                                                                                | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1604799.67   | 0.27%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                   | Southern California Edison Co                                                                                                  | CUSIP: 842400FU2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4408000 | PA      | $4330860.00   | 0.72%             | 2023-01-30      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                        | Commerzbank AG                                                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2281500.00   | 0.38%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                     | NatWest Group PLC                                                                                                              | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6600000 | PA      | $6508095.00   | 1.08%             | 2025-08-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                 | Dresdner Funding Trust I                                                                                                       | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   1430280 | PA      | $1481333.84   | 0.25%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                         | Banco BPM SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $757082.68    | 0.13%             | 2027-04-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                               | WESCO International Inc                                                                                                        | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |    351462 | NS      | $9215333.64   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                              | Enel Finance America LLC                                                                                                       | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828617.70    | 0.14%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250N790<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    258006 | NS      | $4958875.32   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    340585 | NS      | $7455405.65   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5058000 | PA      | $4236075.00   | 0.70%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                 | Truist Financial Corp                                                                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1801893.89   | 0.30%             | 2024-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |  12169000 | PA      | $11598131.40  | 1.92%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9400000 | PA      | $8523147.98   | 1.41%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1234000.00   | 0.20%             | 2057-03-15      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                | Equitable Holdings Inc                                                                                                         | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3218406.00   | 0.53%             | 2025-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                            | US Bancorp                                                                                                                     | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $1757260.00   | 0.29%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     94904 | NS      | $2298574.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER                               | Reinsurance Group of America Inc                                                                                               | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    213600 | NS      | $5542920.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SWISS RE FINANCE LUX                                  | Swiss Re Finance Luxembourg SA                                                                                                 | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |   2200000 | PA      | $2035594.00   | 0.34%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                          | UBS Group AG                                                                                                                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1360000.00   | 0.22%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                              | Apollo Management Holdings LP                                                                                                  | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1728515.67   | 0.29%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                           | Southern Co/The                                                                                                                | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3012209.33   | 0.50%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6301000 | PA      | $6193883.00   | 1.02%             | 2025-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4200000 | PA      | $3582900.72   | 0.59%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                 | Bank of Ireland Group PLC                                                                                                      | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3800000 | PA      | $3963635.76   | 0.66%             | 2025-05-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                      | Deutsche Bank AG                                                                                                               | CUSIP: 251525AN1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $2991751.10   | 0.49%             | 2025-04-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AgriBank FCB                                          | AgriBank FCB                                                                                                                   | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |     36200 | NS      | $3611855.00   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5800000 | PA      | $5738940.38   | 0.95%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4724712.07   | 0.78%             | 2023-02-01      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                   | Charles Schwab Corp/The                                                                                                        | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14994000 | PA      | $13026037.50  | 2.15%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                    | Energy Transfer LP                                                                                                             | CUSIP: 29273V506<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     90884 | NS      | $1999448.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CoBank ACB                                            | CoBank ACB                                                                                                                     | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5590982.50   | 0.92%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP/UK                              | Australia & New Zealand Banking Group Ltd/United Kingdom                                                                       | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $2592831.54   | 0.43%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                  | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8066466.00   | 1.33%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                   | Dominion Energy Inc                                                                                                            | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4631000 | PA      | $3912886.85   | 0.65%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                          | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   6000000 | PA      | $5380500.00   | 0.89%             | 2080-09-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                | Credit Suisse Group AG                                                                                                         | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $914454.06    | 0.15%             | 2027-02-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                              | Prudential Financial Inc                                                                                                       | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1766930.56   | 0.29%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                  | Enel Finance International NV                                                                                                  | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $847828.78    | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                           | MetLife Inc                                                                                                                    | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $8922219.94   | 1.48%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AL9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $4893705.00   | 0.81%             | 2024-09-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                              | Lloyds Banking Group PLC                                                                                                       | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3288504.21   | 0.54%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250N592<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     86582 | NS      | $960459.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2726368.89   | 0.45%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                   | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    515000 | PA      | $471624.17    | 0.08%             | 2024-04-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                       | Danske Bank A/S                                                                                                                | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2047000 | PA      | $1949767.50   | 0.32%             | 2025-06-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                 | Lincoln National Corp                                                                                                          | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    163500 | NS      | $4458645.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                              | Electricite de France SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1340344.92   | 0.22%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $2396790.00   | 0.40%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                  | Edison International                                                                                                           | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $2823059.80   | 0.47%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                              | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1084880.39   | 0.18%             | 2028-09-12      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                                                                         | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $385222.40    | 0.06%             | 2047-01-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                | Skandinaviska Enskilda Banken AB                                                                                               | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2600000 | PA      | $2500984.20   | 0.41%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                    | Credit Agricole SA                                                                                                             | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5600000 | PA      | $5566713.60   | 0.92%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                              | Banco Mercantil del Norte SA/Grand Cayman                                                                                      | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1400000 | PA      | $1161748.88   | 0.19%             | 2032-01-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                               | Goldman Sachs Group Inc/The                                                                                                    | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2694858.17   | 0.45%             | 2024-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD                              | HSBC Capital Funding Dollar 1 LP                                                                                               | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   2295000 | PA      | $2765465.54   | 0.46%             | 2030-06-30      | Fixed         | 10.18%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                        | Morgan Stanley                                                                                                                 | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     36763 | NS      | $891870.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                   | Synchrony Financial                                                                                                            | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     74519 | NS      | $1278000.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES FINANCE CO                                       | Ares Finance Co III LLC                                                                                                        | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3290000 | PA      | $2487460.04   | 0.41%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967GF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3666000 | PA      | $3636966.64   | 0.60%             | 2023-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250N576<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     45374 | NS      | $494288.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2200000 | PA      | $2182125.00   | 0.36%             | 2025-02-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B70806782 IRS USD R V 01MLIBOR 170806782_FLO CCPVANILLA / Short: B70806782 IRS USD P F  1.18100 170806782_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  94000000 | OU      | $9137477.79   | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                | Standard Chartered PLC                                                                                                         | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7200000 | PA      | $7161356.02   | 1.18%             | 2023-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ICCREA BANCA SPA                                      | Iccrea Banca SpA                                                                                                               | CUSIP: 000000000<br>LEI: NNVPP80YIZGEY2314M97 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1479141.97   | 0.24%             | 2032-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                    | Banco Santander SA                                                                                                             | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $3723772.00   | 0.62%             | 2024-02-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                         | PURCHASED USD / SOLD CAD                                                                                                       | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $1105.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                      | United States Cellular Corp                                                                                                    | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     70910 | NS      | $1025358.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                  | Bank of America Corp                                                                                                           | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $4581522.45   | 0.76%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                         | Rothesay Life PLC                                                                                                              | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $2460000.00   | 0.41%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12200000 | PA      | $12078000.00  | 2.00%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                   | SVB Financial Group                                                                                                            | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   5757000 | PA      | $3806931.51   | 0.63%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                | PNC Financial Services Group Inc/The                                                                                           | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1090977.51   | 0.18%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mellon Capital IV                                     | Mellon Capital IV                                                                                                              | CUSIP: 58551TAA5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2967000 | PA      | $2398000.01   | 0.40%             | 2023-01-30      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                             | Emera Inc                                                                                                                      | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |  15466000 | PA      | $14908760.02  | 2.47%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                         | Citigroup Inc                                                                                                                  | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $2959824.56   | 0.49%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                      | Duke Energy Corp                                                                                                               | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3316875.00   | 0.55%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FUKOKU MUTUAL LIFE INSUR                              | Fukoku Mutual Life Insurance Co                                                                                                | CUSIP: 000000000<br>LEI: 549300JDVRDBH680VF26 | Long             | DBT              | CORP              | JP        |   2400000 | PA      | $2308560.00   | 0.38%             | 2025-07-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $5917940.16   | 0.98%             | 2024-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                      | Societe Generale SA                                                                                                            | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4400000 | PA      | $4408250.00   | 0.73%             | 2025-09-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7792845.92   | 1.29%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                         | Aircastle Ltd                                                                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   6480000 | PA      | $5022000.00   | 0.83%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                           | BNP Paribas SA                                                                                                                 | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2648837.21   | 0.44%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                              | Capital One Financial Corp                                                                                                     | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787880.66    | 0.13%             | 2026-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                           | Long: B55753851 IRS USD R V 01MLIBOR 155753851_FLO CCPVANILLA / Short: B55753851 IRS USD P F   .93000 155753851_FIX CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  90000000 | OU      | $11372761.45  | 1.88%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                          | UBS Group AG                                                                                                                   | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4200000 | PA      | $4114173.00   | 0.68%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                     | Transcanada Trust                                                                                                              | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   3229000 | PA      | $2764831.25   | 0.46%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                     | HSBC Holdings PLC                                                                                                              | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1845840.68   | 0.31%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                    | Athene Holding Ltd                                                                                                             | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     95543 | NS      | $2287299.42   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                        | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4600000 | PA      | $4790196.89   | 0.79%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                              | First Citizens BancShares Inc/NC                                                                                               | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2684161.20   | 0.44%             | 2027-01-04      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                              | Citizens Financial Group Inc                                                                                                   | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1898172.21   | 0.31%             | 2025-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                          | Enbridge Inc                                                                                                                   | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4534000 | PA      | $4169788.54   | 0.69%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                         | Sempra Energy                                                                                                                  | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $3303996.72   | 0.55%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9600000 | PA      | $9000000.00   | 1.49%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                | Discover Financial Services                                                                                                    | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1761298.84   | 0.29%             | 2025-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SCE Trust V                                           | SCE Trust V                                                                                                                    | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    114201 | NS      | $2220067.44   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN MONEY UK PLC                                   | Virgin Money UK PLC                                                                                                            | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1528173.61   | 0.25%             | 2027-06-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund | State Street Institutional Treasury Money Market Fund                                                                          | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |  15712086 | NS      | $15712086.15  | 2.60%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                          | Barclays PLC                                                                                                                   | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5400000 | PA      | $4934250.00   | 0.82%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LA MONDIALE                                           | La Mondiale SAM                                                                                                                | CUSIP: 000000000<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2067725.00   | 0.34%             | 2047-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                          | ING Groep NV                                                                                                                   | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $4796387.89   | 0.79%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                | AXA SA                                                                                                                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1290000 | PA      | $1559709.94   | 0.26%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| OAKTREE CAPITAL GRP LLC                               | Oaktree Capital Group LLC                                                                                                      | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     58741 | NS      | $1256469.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                          | ING Groep NV                                                                                                                   | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2400000 | PA      | $2314260.00   | 0.38%             | 2024-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                 | Wells Fargo & Co                                                                                                               | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2805957.04   | 0.46%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                 | Scentre Group Trust 2                                                                                                          | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   6000000 | PA      | $5035500.00   | 0.83%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHS Inc                                               | CHS Inc                                                                                                                        | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    103815 | NS      | $2696075.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                              | Liberty Mutual Group Inc                                                                                                       | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1594385.90   | 0.26%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                       | Global Atlantic Fin Co                                                                                                         | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6268000 | PA      | $4784256.53   | 0.79%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                      | SBL Holdings Inc                                                                                                               | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2394750.00   | 0.40%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                   | Bank of Nova Scotia/The                                                                                                        | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5985000 | PA      | $5753081.25   | 0.95%             | 2025-06-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                              | Electricite de France SA                                                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2400000 | PA      | $2565841.74   | 0.42%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                           | Kemper Corp                                                                                                                    | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |     82600 | NS      | $1515710.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                    | Voya Financial Inc                                                                                                             | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2853278.14   | 0.47%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                 | Toronto-Dominion Bank/The                                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5200000 | PA      | $5421000.00   | 0.90%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer