# EDGAR Filing Document

**Accession Number:** 0001548717
**File Stem:** 0001752724-25-211800
**Filing Date:** 2025-8
**Character Count:** 123449
**Document Hash:** 843a59d38fd762065e7a530be191b52c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211800.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211800

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22707
- **FILM NUMBER:** 251273677

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $969369770.01

**Total Liabilities:** $328371040.20

**Net Assets:** $640998729.81

**Delayed Delivery Securities:** $9961344.41

**Cash Not Reported:** $940110.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1086.28000000 | **1-Year:** -32216.45000000 | **5-Year:** -100478.68000000 | **10-Year:** -95806.73000000 | **30-Year:** -64112.07000000

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

- **3-Month:** -964.28000000 | **1-Year:** -27057.75000000 | **5-Year:** -100692.54000000 | **10-Year:** -52273.81000000 | **30-Year:** -30815.78000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.36%               | 4.16%                | 3.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $863831.37               | $-10054675.13                              |
| Month 2  | $512144.86               | $13122583.64                               |
| Month 3  | $-484909.91              | $14916582.57                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4141236.00   | 0.65%             | 2025-10-01      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                              | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1916619.00   | 0.30%             | 2030-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $4535127.20   | 0.71%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2726830.60   | 0.43%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2775275.42   | 0.43%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $9350947.20   | 1.46%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2927655.39   | 0.46%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5215905.00   | 0.81%             | 2030-03-08      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                      | Fidelis Insurance Holdings Ltd                                                   | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1344476.90   | 0.21%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4300000 | PA      | $333250.00    | 0.05%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4606000 | PA      | $4577845.18   | 0.71%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7049000 | PA      | $7457982.98   | 1.16%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                          | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2796631.15   | 0.44%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                              | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5800000 | PA      | $5728118.28   | 0.89%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND 2                                   | Zurich Finance Ireland II DAC                                                    | CUSIP: 000000000<br>LEI: 213800KA6D8H8QF8PN62 | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $4100650.00   | 0.64%             | 2055-11-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    818000 | PA      | $816913.31    | 0.13%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1636806.50   | 0.26%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4697343.75   | 0.73%             | 2029-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                 | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $967705.31    | 0.15%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4400000 | PA      | $4036026.28   | 0.63%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VAN3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985700.76   | 0.31%             | 2067-06-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $4631646.21   | 0.72%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4953734.52   | 0.77%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6443000 | PA      | $6788770.04   | 1.06%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL III                                        | KeyCorp Capital III                                                              | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2125760.14   | 0.33%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2636950.22   | 0.41%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                        | Sumitomo Life Insurance Co                                                       | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   5200000 | PA      | $5123409.20   | 0.80%             | 2034-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8623000 | PA      | $8967661.31   | 1.40%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915488.80   | 0.30%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9254000 | PA      | $9607067.86   | 1.50%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7464000 | PA      | $7506589.58   | 1.17%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                    | Piraeus Financial Holdings SA                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |   1200000 | PA      | $1468568.53   | 0.23%             | 2026-06-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                       | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3546000 | PA      | $3368226.01   | 0.53%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| USB Capital IX                                             | USB Capital IX                                                                   | CUSIP: 91731KAA8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5943000 | PA      | $4943716.05   | 0.77%             | 2025-07-30      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  10279000 | PA      | $9548257.36   | 1.49%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4984605.55   | 0.78%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $4105158.01   | 0.64%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1548158.89   | 0.24%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1569568.16   | 0.24%             | 2031-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                   | MetLife Capital Trust IV                                                         | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7080000 | PA      | $7779135.84   | 1.21%             | 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        |    600000 | PA      | $584270.34    | 0.09%             | 2027-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Barclays Bank PLC                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1961050.00   | 0.31%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2980000 | PA      | $3061990.44   | 0.48%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   1800000 | PA      | $2140231.49   | 0.33%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484454.40    | 0.08%             | 2030-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2330067.65   | 0.36%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6000000 | PA      | $6353244.00   | 0.99%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                           | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2783917.44   | 0.43%             | 2031-09-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $3316979.45   | 0.52%             | 2031-01-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1734961.33   | 0.27%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1658639.13   | 0.26%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     69846 | NS      | $1688177.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKINTER SA                                               | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1182073.48   | 0.18%             | 2030-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USB REALTY CORP                                            | USB Realty Corp                                                                  | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2380860.90   | 0.37%             | 2027-01-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4592000 | PA      | $4572427.43   | 0.71%             | 2077-08-16      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup Inc                                                                    | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    808000 | PA      | $817914.97    | 0.13%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1018059.00   | 0.16%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   3725000 | PA      | $3718984.80   | 0.58%             | 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        |   2400000 | PA      | $2402057.52   | 0.37%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANCASHIRE HOLDINGS LTD                                    | Lancashire Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 5493002UNUYXLHOWF752 | Long             | DBT              | CORP              | BM        |   1979000 | PA      | $1890127.46   | 0.29%             | 2041-09-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                       | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4012960.00   | 0.63%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5067000 | PA      | $5304095.11   | 0.83%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                 | CUSIP: 78397DAB4<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1203250.39   | 0.19%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                   | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   8200000 | PA      | $8204608.40   | 1.28%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                      | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $2395704.00   | 0.37%             | 2030-08-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                     | Regions Financial Corp                                                           | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     81018 | NS      | $1933899.66   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   5322000 | PA      | $5195703.09   | 0.81%             | 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              | US        |     81970 | NS      | $2097612.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERZBANK AG                                             | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3668922.00   | 0.57%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                      | Bank of Ireland Group PLC                                                        | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1206692.64   | 0.19%             | 2030-03-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                    | QBE Insurance Group Ltd                                                          | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2515183.23   | 0.39%             | 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        |   1109000 | PA      | $1173732.33   | 0.18%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   7836000 | PA      | $8101720.64   | 1.26%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                    | Piraeus Financial Holdings SA                                                    | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |   2400000 | PA      | $2842588.10   | 0.44%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5200000 | PA      | $5456204.00   | 0.85%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   2250000 | PA      | $2304499.50   | 0.36%             | 2030-01-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1441078.88   | 0.22%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4603000 | PA      | $4750755.79   | 0.74%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3400000 | PA      | $3414773.00   | 0.53%             | 2025-09-17      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                       | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3625679.09   | 0.57%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4579000 | PA      | $4852128.19   | 0.76%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                 | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2082811.13   | 0.32%             | 2030-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                                | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $5483484.68   | 0.86%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                         | Enstar Finance LLC                                                               | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3111705.51   | 0.49%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11814000 | PA      | $12095399.08  | 1.89%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                    | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    211575 | NS      | $5543265.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1730568.08   | 0.27%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $5087385.60   | 0.79%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5086289.92   | 0.79%             | 2067-04-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2396000 | PA      | $2398045.94   | 0.37%             | 2035-03-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4652000 | PA      | $4702889.48   | 0.73%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7940000 | PA      | $8859991.92   | 1.38%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6600000 | PA      | $7219370.40   | 1.13%             | 2028-11-14      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC                                     | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   9885000 | PA      | $9208375.21   | 1.44%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VIII                                             | SCE Trust VIII                                                                   | CUSIP: 80620A208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     71070 | NS      | $1522319.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    417000 | PA      | $412986.67    | 0.06%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $5792798.53   | 0.90%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6559000 | PA      | $6553054.92   | 1.02%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $2072015.19   | 0.32%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5012000 | PA      | $5184855.16   | 0.81%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| US CELLULAR CORP                                           | United States Cellular Corp                                                      | CUSIP: 911684801<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     37357 | NS      | $766565.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                     | ILFC E-Capital Trust I                                                           | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4585000 | PA      | $3845160.73   | 0.60%             | 2065-12-21      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                          | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4540846.80   | 0.71%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                  | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     99985 | NS      | $2181672.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4314000 | PA      | $3879787.27   | 0.61%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1410000 | PA      | $1466082.61   | 0.23%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2022000 | PA      | $2085329.04   | 0.33%             | 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        |   2983000 | PA      | $2889447.12   | 0.45%             | 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        |   1329000 | PA      | $1353800.63   | 0.21%             | 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        |   4250000 | PA      | $3631454.15   | 0.57%             | 2065-12-21      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| TRUIST FIN CORP                                            | Truist Financial Corp                                                            | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2383114.56   | 0.37%             | 2027-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   3490000 | PA      | $3603955.48   | 0.56%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    729000 | PA      | $723152.44    | 0.11%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                            | Nordea Bank Abp                                                                  | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2000000 | PA      | $2016500.00   | 0.31%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3428000 | PA      | $3582729.46   | 0.56%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                    | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |   1800000 | PA      | $2130717.28   | 0.33%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-233675.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3029661.00   | 0.47%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2028964.00   | 0.32%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                | Swedbank AB                                                                      | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1046326.50   | 0.16%             | 2028-03-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    445000 | PA      | $499419.71    | 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        |   3020000 | PA      | $3041043.15   | 0.47%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                              | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2000000 | PA      | $2484003.43   | 0.39%             | 2031-12-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8600000 | PA      | $9966634.60   | 1.55%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                     | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2350378.14   | 0.37%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                     | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $5440983.49   | 0.85%             | 2030-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                         | Alpha Services and Holdings SA                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |   1800000 | PA      | $2257943.11   | 0.35%             | 2030-06-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2400000 | PA      | $186000.00    | 0.03%             | N/A             | 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      | $10915000.00  | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2792220.60   | 0.44%             | 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        |   6200000 | PA      | $6595057.80   | 1.03%             | 2027-11-22      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5019934.02   | 0.78%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4100000 | PA      | $4174312.50   | 0.65%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3319401.00   | 0.52%             | 2028-11-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2148000 | PA      | $2270461.78   | 0.35%             | 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        |   1400000 | PA      | $1288949.90   | 0.20%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7400000 | PA      | $6601730.18   | 1.03%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2383017.49   | 0.37%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   2300000 | PA      | $2328975.40   | 0.36%             | 2027-10-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-33681.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                    | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5617000 | PA      | $5848566.44   | 0.91%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                               | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2306000 | PA      | $2255287.28   | 0.35%             | 2055-07-15      | Fixed         | 6.95%                 | 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        |   1032000 | PA      | $1010494.23   | 0.16%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2686818.16   | 0.42%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                                         | Alpha Services and Holdings SA                                                   | CUSIP: 000000000<br>LEI: 5299009N55YRQC69CN08 | Long             | DBT              | CORP              | GR        |    800000 | PA      | $1107141.34   | 0.17%             | 2028-02-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                               | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    800000 | PA      | $969332.29    | 0.15%             | 2031-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                    | Goldman Sachs Capital I                                                          | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1377786.80   | 0.21%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6800000 | PA      | $7238413.00   | 1.13%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5753851S IRS USD R V USD-SOFR-OIS / Short: B5753851S IRS USD P F   .93000 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  90000000 | OU      | $5167406.80   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                    | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2777784.90   | 0.43%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                      | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2599965.70   | 0.41%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3886974.40   | 0.61%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LB BADEN-WUERTTEMBERG                                      | Landesbank Baden-Wuerttemberg                                                    | CUSIP: 000000000<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1428253.97   | 0.22%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    125442 | NS      | $3123505.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                 | Allianz SE                                                                       | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3548364.84   | 0.55%             | 2025-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B5653645S IRS USD R V USD-SOFR-OIS / Short: B5653645S IRS USD P F   .54800 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  85000000 | OU      | $841621.45    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                           | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3929006.33   | 0.61%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCE TRUST VII                                              | SCE Trust VII                                                                    | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    151065 | NS      | $3356664.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6800000 | PA      | $6810121.80   | 1.06%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $7419783.00   | 1.16%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2400000 | PA      | $3033811.90   | 0.47%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6400000 | PA      | $7479820.80   | 1.17%             | 2033-05-21      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7810000 | PA      | $8407832.07   | 1.31%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5991000 | PA      | $6117793.52   | 0.95%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                    | Farm Credit Bank of Texas                                                        | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |   2260000 | PA      | $2356050.00   | 0.37%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8821000 | PA      | $8855393.08   | 1.38%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70746904 IRS USD R V USD-SOFR-OIS / Short: B70746904 IRS USD P F  3.58750 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $-362406.40   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1988964.22   | 0.31%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                          | Transcanada Trust                                                                | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4773000 | PA      | $4792457.75   | 0.75%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1924000 | PA      | $1920683.62   | 0.30%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                   | F&G Annuities & Life Inc                                                         | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     68732 | NS      | $1771910.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $2649301.67   | 0.41%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                     | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   3415000 | PA      | $3499551.99   | 0.55%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                   | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   2200000 | PA      | $2219852.80   | 0.35%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3280000 | PA      | $3377885.43   | 0.53%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2900000 | PA      | $2827921.08   | 0.44%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                     | TPG Operating Group II LP                                                        | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |     63841 | NS      | $1610708.43   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1132471.70   | 0.18%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2806525.12   | 0.44%             | 2025-08-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7099000 | PA      | $7477447.62   | 1.17%             | 2029-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5534000 | PA      | $5457807.89   | 0.85%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                 | CoBank ACB                                                                       | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |   5755000 | PA      | $5779297.61   | 0.90%             | 2026-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    112834 | NS      | $2916758.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    626000 | PA      | $606109.42    | 0.09%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2537049.60   | 0.40%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                               | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4760548.15   | 0.74%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $3658111.40   | 0.57%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                           | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1400000 | PA      | $108500.00    | 0.02%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                       | Enel Finance International NV                                                    | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $912479.90    | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                              | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3992249.08   | 0.62%             | 2029-10-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERG SVCS HLDGS                                    | Eurobank Ergasias Services and Holdings SA                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | DBT              | CORP              | GR        |   3250000 | PA      | $3857637.89   | 0.60%             | 2031-06-04      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B70592588 IRS USD R V USD-SOFR-OIS / Short: B70592588 IRS USD P F  3.65500 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  40000000 | OU      | $-439699.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                      | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $7310148.30   | 1.14%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1809333.00   | 0.28%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2885080.74   | 0.45%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                    | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11738000 | PA      | $12382322.30  | 1.93%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3825813.40   | 0.60%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |     74292 | NS      | $1976910.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3339449.60   | 0.52%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $1056873.81   | 0.16%             | 2029-03-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2366134.20   | 0.37%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                      | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $5179680.00   | 0.81%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                     | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $816346.00    | 0.13%             | 2027-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-926360.46   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                                 | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3642522.55   | 0.57%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2958252.23   | 0.46%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                              | Allstate Corp/The                                                                | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3402994.38   | 0.53%             | 2053-08-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4694000 | PA      | $4848704.85   | 0.76%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5100000 | PA      | $4520267.70   | 0.71%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  10638252 | NS      | $10638251.82  | 1.66%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508322.00   | 0.24%             | 2025-08-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14989000 | PA      | $15819795.30  | 2.47%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                    | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1665998.64   | 0.26%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $4728530.02   | 0.74%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                           | Societe Generale SA                                                              | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2093884.42   | 0.33%             | 2034-03-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                   | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $3866527.66   | 0.60%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                            | Ares Finance Co III LLC                                                          | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1903000 | PA      | $1863492.10   | 0.29%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |   3220000 | PA      | $3228761.62   | 0.50%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                      | Lincoln National Corp                                                            | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3415792.72   | 0.53%             | 2066-05-17      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR C                                   | United States Cellular Corp                                                      | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |      4834 | NS      | $114227.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US CELLULAR CORP                                           | United States Cellular Corp                                                      | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |     40539 | NS      | $831454.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHORA NETHERLANDS                                         | Athora Netherlands NV                                                            | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1704345.87   | 0.27%             | 2031-05-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2863788.60   | 0.45%             | 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        |   1000000 | PA      | $955610.00    | 0.15%             | 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        |   9800000 | PA      | $10331895.00  | 1.61%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2377050.00   | 0.37%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3856243.03   | 0.60%             | 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      | $2525851.90   | 0.39%             | 2025-07-30      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4500000 | PA      | $4531000.50   | 0.71%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                  | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   3871000 | PA      | $3904961.44   | 0.61%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                   | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $427648.18    | 0.07%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2386306.57   | 0.37%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3200000 | PA      | $3376841.60   | 0.53%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3762146.94   | 0.59%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |         1 | NC      | $5912.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                   | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2043864.00   | 0.32%             | 2028-08-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2551106.40   | 0.40%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                       | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $2021964.07   | 0.32%             | 2030-02-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                    | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2832407.20   | 0.44%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                          | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   4404000 | PA      | $4283371.00   | 0.67%             | 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      | $2017754.00   | 0.31%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1038254.95   | 0.16%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                        | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2904935.44   | 0.45%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2954385.42   | 0.46%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5200000 | PA      | $5531338.80   | 0.86%             | 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        |   4674000 | PA      | $4835584.85   | 0.75%             | 2027-01-04      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge Inc                                                                     | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4534000 | PA      | $4539125.69   | 0.71%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2930708.63   | 0.46%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2733710.20   | 0.43%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                          | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2039949.40   | 0.32%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5663000 | PA      | $5837007.79   | 0.91%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $4960142.55   | 0.77%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $801304.80    | 0.13%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund | State Street Institutional Treasury Plus Money Market Fund                       | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |    116382 | NS      | $116381.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                               | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    261000 | PA      | $272345.15    | 0.04%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                    | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     46926 | NS      | $1180658.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                               | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2786945.56   | 0.43%             | 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      | $1529586.48   | 0.24%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS                                   | Brookfield Oaktree Holdings LLC                                                  | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |     39252 | NS      | $902403.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                               | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    825000 | PA      | $859227.56    | 0.13%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1880587.41   | 0.29%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                               | KKR & Co Inc                                                                     | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     85452 | NS      | $2197825.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                      | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |   3100000 | PA      | $3044087.78   | 0.47%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                            | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3171700.60   | 0.49%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1058798.71   | 0.17%             | 2029-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: B0806782S IRS USD R V USD-SOFR-OIS / Short: B0806782S IRS USD P F  1.18100 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  94000000 | OU      | $3104978.43   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                     | Standard Chartered PLC                                                           | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2708555.40   | 0.42%             | 2031-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2200000 | PA      | $2745361.23   | 0.43%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                           | SBL Holdings Inc                                                                 | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3230948.63   | 0.50%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1982683.12   | 0.31%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                   | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   3760000 | PA      | $3919168.32   | 0.61%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                   | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3041000 | PA      | $3363631.85   | 0.52%             | 2029-03-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                      | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $4179001.75   | 0.65%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7400000 | PA      | $8095407.60   | 1.26%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                     | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $508980.44    | 0.08%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                        | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4563004.50   | 0.71%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $7328349.00   | 1.14%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-24

**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