# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0000940400-26-020821
**Filing Date:** 2026-5
**Character Count:** 209225
**Document Hash:** 5a2f95e46083aeb125f8738007778097
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020821.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000940400-26-020821

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 261017941

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Preferred and Income Securities ETF (Series ID: S000013499)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000036528 | iShares Preferred and Income Securities ETF | PFF             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Preferred and Income Securities ETF

- **b. EDGAR series identifier (if any):** S000013499

- **c. LEI of Series:** 549300YX74JNY54XCY80

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13505215644.34

**Total Liabilities:** $172271989.67

**Net Assets:** $13332943654.67

**Cash Not Reported:** $6993651.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036528 | 2.24%                | -0.40%               | -3.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17511872.86            | $283019707.50                              |
| Month 2  | $-3962089.23             | $-73176576.93                              |
| Month 3  | $-66661168.10            | $-511637815.41                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Summit Hotel Properties, Inc.                      | Summit Hotel Properties, Inc. 6.250% SERIES E CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                    | CUSIP: 866082605<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |    455186 | NS      | $7897477.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.875% SUBORDINATED DEBENTURES DUE MARCH 30,2059                                                                        | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    368321 | NS      | $7580046.18   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                                           | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   2290545 | NS      | $51399829.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| American National Group Inc.                       | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |    853593 | NS      | $20144794.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Investment Corporation                   | Gladstone Investment Corporation 7.875% NOTES DUE FEB. 1, 2030                                                                                         | CUSIP: 376546867<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    372902 | NS      | $9449336.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                          | Spire Inc 6.375% JUNIOR SUBORDINATED NOTES DUE 2086                                                                                                    | CUSIP: 84857L705<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |    569030 | NS      | $13633958.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   1707179 | NS      | $43430633.76  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Fin I UK PLC / Brookfield Finance Inc.  | Brookfield Fin I UK PLC / Brookfield Finance Inc. 4.50% PERPETUAL SUBORDINATED NOTES                                                                   | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |    654466 | NS      | $9515935.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bip Bermuda Holdings I Limited                     | Bip Bermuda Holdings I Limited 5.125% PERPETUAL SUBORDINATED NOTES                                                                                     | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |    853593 | NS      | $13529449.05  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                     | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |   3272327 | NS      | $235116694.95 | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                           | Arbor Realty Trust, Inc. 6.25% SERIES E CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                          | CUSIP: 038923868<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    436784 | NS      | $7150154.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.700% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETU | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1422784 | NS      | $33435424.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Saratoga Investment Corp.                          | Saratoga Investment Corp. 7.50% NOTES DUE FEBRUARY 6, 2031                                                                                             | CUSIP: 80349A851<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |    285950 | NS      | $7134452.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 6.250% JUNIOR SUBORDINATED DEBENTURES DUE ON OCTOBER 1, 2085                                                                            | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |   1707179 | NS      | $40613788.41  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Finance ULC              | Brookfield Infrastructure Finance ULC 7.25% SUBORDINATED NOTES DUE MAY 31, 2084                                                                        | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |    449545 | NS      | $10186689.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd 6.35%DEP 1/1000TH PERP NON CUM PFD SER A                                                                                            | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   2454280 | NS      | $57994636.40  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp FIXED-RATE RESET SUBORDINATED NOTES DUE MARCH 1, 2033                                                                             | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    853593 | NS      | $20930100.36  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.625% NON-CUMULATIVE PREFERRED STOCK, | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5264125 | NS      | $100650070.00 | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.75% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES K                        | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    654458 | NS      | $11884957.28  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.500% SERIES H NON-CUMULATIVE PERPETUAL PREFE | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1469300 | NS      | $25036872.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                            | DigitalBridge Group Inc 7.15% SERIES I CUMULATIVE REDEEMABLE PERPETUAL PREFERRED STOCK                                                                 | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    915309 | NS      | $14873771.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES,EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 5.000% NON-CUMULATIVE PREFERRED STOCK, SERIES LL          | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2522836 | NS      | $50885602.12  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp. SER C FIXED TO FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                        | CUSIP: 90187B507<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    687261 | NS      | $17037200.19  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Z   | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   5341747 | NS      | $101493193.00 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc.                     | Selective Insurance Group Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 4.60% NON-CUMULATIVE PREFERRED STOCK, SERIES B  | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |    569030 | NS      | $9002054.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                    | Pinnacle Financial Partners Inc. 6.75 DEP RP 1/40 NON SER C                                                                                            | CUSIP: 72348N505<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    640137 | NS      | $15984220.89  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Capital Trust II                           | Popular Capital Trust II 6.125% CUMULATIVE MONTHLY INCOME TRUST PREFERRED SECURITIES                                                                   | CUSIP: 73317H206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    297647 | NS      | $7372716.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 4.250% NON-CUMULATIVE PREFERRED STOCK, SERIES O         | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3698992 | NS      | $63511692.64  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                     | Chimera Investment Corporation 8.00% SERIES B FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                             | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    924764 | NS      | $20196845.76  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S CAPITAL TRUST I                          | Dillards Capital Trust I 7.50% CAPITAL SECURITIES                                                                                                      | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    569030 | NS      | $14749257.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                      | Hudson Pacific Properties Inc 4.750% SERIES C CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                    | CUSIP: 444097307<br>LEI: 529900EURZA5HRSXQ389 | Long             | EP               | CORP              | US        |   1209328 | NS      | $15588237.92  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Management Corporation                        | Ares Management Corporation 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |   2134091 | NS      | $77211412.38  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                              | Chatham Lodging Trust 6.625% SERIES A CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                    | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    341406 | NS      | $6828120.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS REP 1/1200TH PRF SE                                                                                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    542127 | NS      | $10446787.29  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PARTNERS LP                    | Brookfield Property Partners LP 6.5%CM PFD UNITS CL A SR 1                                                                                             | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    523617 | NS      | $8618735.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. 4.200% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 30, 2061                                                                | CUSIP: 008252835<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    569022 | NS      | $8319101.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Capital BDC, Inc.                         | Crescent Capital BDC, Inc. 5.00% NOTES DUE MAY 25, 2026                                                                                                | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    317562 | NS      | $7913645.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.00% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES R                       | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1237833 | NS      | $18852196.59  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                          | Goldman Sachs Group, Inc. 1/1000TH INTEREST IN A SHARE OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES D                                       | CUSIP: 38144G804<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   3841208 | NS      | $73213424.48  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Algonquin Power & Utilities Corporation            | Algonquin Power & Utilities Corporation FIXED-TO-FLOATING RATE SUBORDINATED NOTES SERIES 2019-A DUE JULY 1, 2079                                       | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |    995871 | NS      | $25972315.68  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)           | First Citizens BancShares Inc (Delaware) DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.375% NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |    981774 | NS      | $21186682.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Finance ULC              | Brookfield Infrastructure Finance ULC SUBORDINATED NOTES 05/24/2081                                                                                    | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |    711307 | NS      | $10740735.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. 5.625%NON CUM PERP PFD SHS                                                                                               | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    599326 | NS      | $12376081.90  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 7.625 % SERIES F CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    426600 | NS      | $10136016.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                              | Regency Centers Corp. CUM RED PFD SER B 5.875%                                                                                                         | CUSIP: 758849871<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               | CORP              | US        |    327230 | NS      | $7202332.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corp.                              | CION Investment Corp. 7.50% NOTES DUE DECEMBER 30, 2029                                                                                                | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |    448022 | NS      | $11101985.16  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.950% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES Q                      | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    432772 | NS      | $6487252.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp DEP SHS REP 1/40TH INT SHS 5.875% NON CUM PER PFD SER E                                                                           | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    284548 | NS      | $5907216.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp. 7.625% SERIES B FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                              | CUSIP: 90187B309<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    722673 | NS      | $18052371.54  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.05% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES G                       | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    853593 | NS      | $16499952.69  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | Southern Co. CALLABLE JUNIOR SUBORDINATED NOTES DUE MARCH 15, 2085                                                                                     | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   1607735 | NS      | $40016524.15  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.200% SERIES L CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                        | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |    981775 | NS      | $19046435.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. 1/1000TH OF SERIES B NON-CUMULATIVE PERPETUAL PREFERRED STOCK                                                                            | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   2845415 | NS      | $52014186.20  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES I                                                                         | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2845407 | NS      | $69883195.92  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PARTNERS LP                   | Brookfield Renewable Partners L P 5.25% CLASS A PREFERRED LIMITED PARTNERSHIP UNITS, SERIES 17                                                         | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | BM        |    567350 | NS      | $9826502.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                 | UMH Properties Inc 6.375% CUMULATIVE REDEEMABLE PREFERRED STOCK SER D                                                                                  | CUSIP: 903002509<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EP               | CORP              | US        |    915876 | NS      | $19013585.76  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES O NON-CUMULATIVE PERPETUAL PREFERRED STOCK                  | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1280506 | NS      | $22216779.10  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)           | First Citizens BancShares Inc (Delaware) 5.625% NON-CUM PERPETUAL PFD STK SER C                                                                        | CUSIP: 31959X202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |    569030 | NS      | $12063436.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                              | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |   1595031 | NS      | $39796023.45  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust 6.375% SERIES G CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                  | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    654467 | NS      | $12696659.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES EACH REP 1/400TH INTEREST IN A SHARE OF JP MORGAN CHASE & CO 6% NON CUM PFD STOCK SER EE                        | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5264125 | NS      | $130602941.25 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A SHARE OF 5.125% CLASS L CUMULATIVE REDEEMABLE PREFERRED STOCK                 | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |    633230 | NS      | $12265665.10  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 5.500% SENIOR NOTES ISSUED DUE ON MARCH 1, 2070                                                                                     | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1140484 | NS      | $24235285.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.100% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES S                       | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    711307 | NS      | $11231537.53  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                   | Granite Point Mortgage Trust Inc 7.00% SERIES A FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                           | CUSIP: 38741L305<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EP               | CORP              | US        |    585482 | NS      | $10626498.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital Inc.                               | Trinity Capital Inc. 7.875% NOTES DUE SEPTEMBER 30, 2029                                                                                               | CUSIP: 896442704<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |    350715 | NS      | $8750339.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 6.25% NON-CUMULATIVE PREFERRED STOCK SERIES B      | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    455178 | NS      | $10651165.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 5.75% SERIES E CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    515680 | NS      | $9364748.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.15% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES F                       | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    796815 | NS      | $15625542.15  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| SCE Trust II                                       | SCE Trust II 5.10% TRUST PREFERENCE SECURITIES                                                                                                         | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    626032 | NS      | $10999382.24  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   3556848 | NS      | $63418599.84  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                 | MFA Financial Inc. 8.875% SENIOR NOTES DUE FEBRUARY 15, 2029                                                                                           | CUSIP: 55272X706<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    329075 | NS      | $8210421.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                       | ACRES Commercial Realty Corp 8.625% FIXED-TO-FLOATING SERIES C CUMULATIVE REDEEMABLE PREFERRED STOCK                                                   | CUSIP: 00489Q201<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EP               | CORP              | US        |    339575 | NS      | $8506353.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 TH INTEREST IN A SHARE OF THE ISSUERS 5.375% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1636055 | NS      | $19632660.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 6.45% FIXED/FLOAT JUNIOR SUBORDINATED NOTES DUE 2066.                                                                            | CUSIP: 060505179<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2035853 | NS      | $52056761.21  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) DEP SHS REPSTG 1/40TH PERP PFD SER C                                                                                      | CUSIP: 58844R702<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    558250 | NS      | $10718400.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                           | Valley National Bancorp. 6.25% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A                                               | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    327221 | NS      | $8131441.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Chimera Investment Corporation                     | Chimera Investment Corporation 7.75% SER C FIXED TO FLOAT CUM RED PFD STOCK                                                                            | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    739813 | NS      | $14589112.36  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 4.875% NON-CUMULATIVE PREFERRED STOCK SERIES L                              | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1422784 | NS      | $28114211.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Louisiana LLC                              | Entergy Louisiana LLC COLLATERAL TRUST MORTGAGE BONDS, 4.875% SERIES DUE SEPTEMBER 1, 2066                                                             | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |    768318 | NS      | $15481607.70  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE PERPETUAL NON-CUMULATIVE PREFERRED STOCK, | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1422784 | NS      | $35142764.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corporation                          | First Horizon Corporation DEPOSITARY SHARES EACH REPRESENTING 1/4,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES E      | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    426913 | NS      | $10134914.62  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS REP 1/1200 PFD 4                                                                                                         | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    370379 | NS      | $7055719.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    442050 | NS      | $7576737.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                          | QVC, Inc. 6.25% SENIOR SECURED NOTES DUE NOVEMBER 26, 2068                                                                                             | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |   1423492 | NS      | $14960900.92  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                            | QXO Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 5.50% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                       | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    818040 | NS      | $44984019.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon Funding Company LLC                          | Aegon Funding Company LLC 5.10% SUBORDINATED NOTES DUE DECEMBER 15, 2049                                                                               | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |   2631951 | NS      | $49875471.45  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES M NON-CUMULATIVE PERPETUAL PREFERRED STOCK                   | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   2134099 | NS      | $33291944.40  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 8.75% SERIES F FIXED-RATE RESET CUMULATIVE REDEEMABLE PREFERRED STOCK                                                              | CUSIP: 64828T888<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    711308 | NS      | $17028713.52  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation DEP SHS REP 1/1000 NON CUM                                                                                                    | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   3272311 | NS      | $64693588.47  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.25% SERIES J CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                         | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |    569030 | NS      | $11528547.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 5.625% JUNIOR SUBORDINATED NOTES DUE 2058                                                                                   | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |   1626308 | NS      | $36624456.16  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 5.25% SERIES N CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    853594 | NS      | $13870902.50  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                 | Bruker Corporation 6.375% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                                              | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |    196387 | NS      | $55430230.75  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                         | Northern Trust Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES E NON-CUMULATIVE PERPETUAL PREFERRED STOCK    | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   1138204 | NS      | $21284414.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Soluna Holdings Inc                                | Soluna Holdings Inc 9.0% SERIES A CUMULATIVE PERPETUAL PREFERRED STOCK                                                                                 | CUSIP: 583543202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    372988 | NS      | $2890657.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 6.875% SERIES D CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    426913 | NS      | $9584196.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES A                                                                                    | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   1707179 | NS      | $35372748.88  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.250% NON-CUMULATIVE PREFER | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2508305 | NS      | $42641185.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Partners LP              | Brookfield Infrastructure Partners LP 5.125% CLASS A PREFERRED LIMITED PARTNERSHIP UNITS, SERIES 13                                                    | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    569030 | NS      | $9189834.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIDEN HOLDINGS NORTH AMERICA LTD                  | Maiden Holdings North America, Ltd. 7.75 % SENIOR UNSECURED NOTES DUE DECEMBER 1, 2043                                                                 | CUSIP: 56029Q408<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    445765 | NS      | $5344722.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                          | CNO Financial Group, Inc. 5.125% SUBORDINATED DEBENTURES DUE NOVEMBER 25, 2060                                                                         | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |    442100 | NS      | $7944537.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 7.50% SERIES A FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                        | CUSIP: 64828T300<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    299503 | NS      | $7415095.27   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 8.00% SERIES B CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    409065 | NS      | $10185718.50  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                       | Fulton Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |    596327 | NS      | $10608657.33  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc.                        | Midland States Bancorp Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.750% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREF | CUSIP: 597742303<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EP               | CORP              | US        |    327222 | NS      | $7967855.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                      | Strategy Inc. VARIABLE RATE SERIES A PERPETUAL STRETCH PREFERRED STOCK                                                                                 | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |   1992592 | NS      | $199299051.84 | 1.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Gladstone Investment Corporation                   | Gladstone Investment Corporation 5.00% NOTES DUE MAY 1, 2026                                                                                           | CUSIP: 376546800<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    364057 | NS      | $9174236.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                     | Chimera Investment Corporation NOTES ISSUED DUE ON AUGUST 15, 2030                                                                                     | CUSIP: 16934Q869<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    339564 | NS      | $8305735.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransCanada Pipelines Limited                      | TransCanada Pipelines Limited CALLABLE JUNIOR SUBORDINATED NOTES DUE 01 NOV 2085                                                                       | CUSIP: 893526681<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | EP               | CORP              | CA        |   1052874 | NS      | $24974171.28  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                       | Diversified Healthcare Trust 6.25% SENIOR NOTES DUE FEBRUARY 1,2046                                                                                    | CUSIP: 25525P305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    711300 | NS      | $12177456.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 4.375% JUNIOR SUBORDINATED DEBENTURES DUE DECEMBER 1,2081                                                                               | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    796815 | NS      | $13107606.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust 5.700% SERIES H CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                  | CUSIP: 70509V886<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    566502 | NS      | $9851469.78   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust VI                                       | SCE Trust VI 5.00% TRUST PREFERENCE SECURITIES                                                                                                         | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1351606 | NS      | $23382783.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR Properties 5.750% SERIES G CUMULATIVE REDEEMABLE PREFERRED SHARES                                                                                  | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    426913 | NS      | $8636449.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Capital Inc.                               | Trinity Capital Inc. 7.875% FIXED RATE NOTES ISSUED 3/30/2029                                                                                          | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |    341991 | NS      | $8518995.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                  | Dynex Capital Inc 6.900% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 26817Q878<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EP               | CORP              | US        |    327510 | NS      | $8410456.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 4.375% JUNIOR SUBORDINATED DEBENTURES DUE OCTOBER 15, 2080                                                                              | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    677813 | NS      | $11068686.29  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust 6.3% SER F CUM RED PRF SHS BEN INT                                                                                             | CUSIP: 70509V704<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    426764 | NS      | $8236545.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF 4.75% NON-CUMULATIVE PREFERRED STOCK, SERIES GG              | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2560851 | NS      | $49910985.99  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1920635 | NS      | $30903017.15  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Finance Inc.                            | Brookfield Finance Inc. SUBORDINATED NOTES DUE OCTOBER 16, 2080                                                                                        | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |   1138220 | NS      | $17244033.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                       | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |   2045144 | NS      | $119559118.24 | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                            | Live Oak Bancshares Inc DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.375% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    284556 | NS      | $7113900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 6.875% SERIES J NON-CUMULATIVE PERPETUAL PREFE | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    956196 | NS      | $23531983.56  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                          | Goldman Sachs Group, Inc. 1/1000TH INTEREST IN A SHARE OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES A                                       | CUSIP: 38143Y665<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2134029 | NS      | $40887995.64  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation 4.125% SUBORDINATED DEBENTURES DUE MARCH 30, 2061                                                                             | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    853593 | NS      | $13247763.36  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | The Bank of New York Mellon Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/4,000TH INTEREST IN A SHARE OF SERIES K NONCUMULATIVE PERPETUAL PREFERRED ST | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   1422796 | NS      | $35569900.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Mississippi LLC                            | Entergy Mississippi LLC 4.90% SERIES DUE OCTOBER 1, 2066                                                                                               | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |    739813 | NS      | $15055194.55  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.20% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5690806 | NS      | $99589105.00  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc.                          | Corebridge Financial Inc. 6.375% JUNIOR SUBORDINATED NOTES DUE DECEMBER 15,2064.                                                                       | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |   1707187 | NS      | $38872647.99  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc 5.350% GLOBAL NOTES DUE 2066                                                                                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   3763051 | NS      | $80002464.26  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated 5.75% FIXED-TO-FLOATING RATE SUBORDINATED DEBENTURES DUE 2056                                               | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |   1138220 | NS      | $28364442.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 7.250% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    426913 | NS      | $10130645.49  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                      | Strategy Inc. 10.00% SERIES A PERPETUAL STRIFE PREFERRED STOCK                                                                                         | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    884655 | NS      | $84696869.70  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Net Lease Inc                               | Global Net Lease Inc 6.875% SERIES B CUMULATIVE REDEEMABLE PERPETUAL PREFERRED STOCK                                                                   | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    333995 | NS      | $7127453.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                      | Dime Community Bancshares Inc. 5.50% FIXED-RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A                                                     | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    376951 | NS      | $6875586.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesbanco Inc                                       | Wesbanco Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.375% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    654458 | NS      | $16394172.90  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OFNON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES F    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1422784 | NS      | $35427321.60  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust VII                                      | SCE Trust VII 7.50% TRUST PREFERENCE SECURITIES                                                                                                        | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1564901 | NS      | $38308776.48  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                  | National Storage Affiliates Trust 6.000% SERIES A CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                        | CUSIP: 637870205<br>LEI: 529900FS06O8GOYNR108 | Long             | EP               | CORP              | US        |    642818 | NS      | $14572684.06  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. 4.750% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 30, 2060                                                                | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    782478 | NS      | $12574421.46  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                          | Goldman Sachs Group, Inc. 1/1000 INTEREST IN A SHARE OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES C                                         | CUSIP: 38144X609<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    569022 | NS      | $10896771.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | Old National Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A | CUSIP: 68003D204<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |    318283 | NS      | $7829761.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage 4.875% DEP SHS EACH REP 1/1000 OF A PFD SHS OF BEN INT SER I                                                                            | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    899867 | NS      | $16746524.87  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.625% JUNIOR SUBORDINATED NOTES                                                                                                | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    569022 | NS      | $12131549.04  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 6.50% SERIES G NON-CUMULATIVE PERPETUAL PREFERRED STOCK   | CUSIP: 947890703<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |    396669 | NS      | $9242387.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 7.5% SERIES G CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    498012 | NS      | $11723202.48  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brc Group Holdings Inc.                            | Brc Group Holdings Inc. CALLABLE 5.00% SENIOR NOTES DUE DECEMBER 31, 2026                                                                              | CUSIP: 05580M793<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    563247 | NS      | $12763177.02  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Inc                            | Ellington Financial Inc 6.250% SERIES B FIXED-RATE RESET CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 28852N307<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |    355271 | NS      | $8387948.31   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Connectone Bancorp Inc.                            | Connectone Bancorp Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF THE COMPANYS 5.25% FIXED-RATE RESET NON-CUMULATIVE PERPET | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |    327221 | NS      | $7951470.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Y   | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1783345 | NS      | $41962107.85  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Xcel Energy Inc                                    | Xcel Energy Inc 6.25% NOTES ISSUED DUE ON OCTOBER 15, 2085                                                                                             | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |   2559400 | NS      | $63165992.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                           | F&G Annuities & Life Inc. 7.95% SENIOR NOTES DUE 12/15/2053                                                                                            | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    981774 | NS      | $24455990.34  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                           | Valley National Bancorp. 8.250% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERRED STOCK SERIES C                                                     | CUSIP: 919794404<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    426897 | NS      | $10800494.10  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                         | Unum Group 6.250% JUNIOR SUBORDINATED NOTES DUE 2058                                                                                                   | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |    853593 | NS      | $19530207.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd JUNIOR SUBORDINATED DEBENTURES DUE ON MARCH 30, 2064                                                                                | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1636079 | NS      | $38742350.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank National Association                 | FLG 6 11/01/51                                                                                                                                         | CUSIP: 64944P307<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EP               | CORP              | US        |    206329 | PA      | $7995248.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF 6.200% FIXED-RATE RESET PERPETUAL NON-CUMULATIVE PREFERRED STOCK | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1707179 | NS      | $40511357.67  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    264177 | NS      | $305124435.00 | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 6.000% NON-CUMULATIVE PREFERRED STOCK, SERIES GG                    | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2624508 | NS      | $64904082.84  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES CC   | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   2727764 | NS      | $47599481.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHS EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.50% NON-CUMULATIVE PERPETUAL PREF STK SER L    | CUSIP: 446150757<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    416417 | NS      | $8524055.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 6.125% NON-CUMULATIVE PREFERRED STOCK SERIES C     | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    640137 | NS      | $15356886.63  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 8.750% SERIES E FIXED-RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                   | CUSIP: 64828T805<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    540686 | NS      | $12976464.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.625% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |   2132811 | NS      | $39606300.27  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                           | Arbor Realty Trust, Inc. 6.375% SERIES D CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                         | CUSIP: 038923876<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    666997 | NS      | $11098830.08  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 7% PERPETUAL NON-CUMULATIVE PREFERENCE SHARES    | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    640137 | NS      | $14915192.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.450% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |    442050 | NS      | $7501588.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. 6.250% JUNIOR SUBORDINATED DEBENTURES DUE SEPTEMBER 15, 2058                                                                | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1067034 | NS      | $17499357.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                      | Sunstone Hotel Investors Inc. 6.125% SERIES H CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                    | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |    329074 | NS      | $6347837.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1200TH INTEREST IN A SHARE OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES 5     | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    736873 | NS      | $14376392.23  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                     | Hewlett Packard Enterprise Co. 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                                   | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |   2134091 | NS      | $137670210.41 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES F NON-CUMULATIVE PERPETUAL PREFERRED STOCK      | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |    426913 | NS      | $8828560.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES Commercial Realty Corp                       | ACRES Commercial Realty Corp 7.875% SERIES D CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                     | CUSIP: 00489Q300<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EP               | CORP              | US        |    332048 | NS      | $7188839.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. JUNIOR SUBORDINATED DEBENTURES                                                                                                          | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |   1138220 | NS      | $23390421.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 5.75% DEP SHS REP 1/400TH INT SHS NON CUM PFD STK SER DD                                                                          | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4826492 | NS      | $116801106.40 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Operating Group II LP                          | TPG Operating Group II LP FIXED-RATE JUNIOR SUBORDINATED NOTES DUE ON MARCH 15, 2064                                                                   | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |   1138220 | NS      | $28432735.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospect Capital Corp.                             | Prospect Capital Corp. 5.35% SERIES A FIXED RATE CUMULATIVE PERPETUAL PREFERRED STOCK                                                                  | CUSIP: 74348T565<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EP               | CORP              | US        |    390546 | NS      | $6248736.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING A 1/100TH INTEREST IN A SHARE OF A NON-CUMULATIVE PERPETUAL PREFERRED STOCK                          | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     40833 | NS      | $30624750.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL Energy Partners LP/ NGL Energy Finance Corp    | NGL Energy Partners LP/ NGL Energy Finance Corp 9.00% CLASS B FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PERPETUAL PREFERRED UNITS                   | CUSIP: 62913M206<br>LEI: 5299005YSRP46BE8Z459 | Long             | EP               | CORP              | US        |    926297 | NS      | $22861009.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES O NON-CUMULATIVE PERPETUAL PREFERRED STOCK       | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   1636079 | NS      | $33654145.03  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| El Paso Energy Capital Trust I                     | El Paso Energy Capital Trust I 4 3/4% TRUST CONVERTIBLE PREFERRED SECURITIES DUE MARCH 31, 2028                                                        | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    313678 | NS      | $15919158.50  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation 5.100% FIXED-TO-FLOATING RATE SUBORDINATED DEBENTURES DUE 2053                                                                | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   1422784 | NS      | $36650915.84  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEP SHS EACH REP 1/1,000TH OF A SHARE OF 6.50% SER E FIX TO FLTNG RATE CUM RED PFD STK                                            | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |   1145269 | NS      | $28585914.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust 6.75% SERIES C CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                        | CUSIP: 70931T509<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    711308 | NS      | $12348306.88  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 TH INTEREST IN A SHARE OF 7.00% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMAB | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    924764 | NS      | $23276309.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                     | Globe Life Inc 4.250% JUNIOR SUBORDINATED DEBENTURES DUE JUNE 15, 2061                                                                                 | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |    924764 | NS      | $14241365.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.375% FIXED-RATE NON-CUMULATIVE PERPETUAL PREFERRED | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1138204 | NS      | $28876235.48  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                      | Sunstone Hotel Investors Inc. 5.70% SERIES I CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                     | CUSIP: 867892887<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |    284556 | NS      | $5326888.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.125% NON-CUMULATIVE PREFER | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1752117 | NS      | $29155226.88  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                            | DigitalBridge Group Inc 7.125% SERIES H CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                          | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    597173 | NS      | $9686146.06   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc.                            | Banc Of California Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.75% NON CUMULATIVE PERPETUAL PREFERRED STOCK SERIES F    | CUSIP: 05990K841<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EP               | CORP              | US        |   1460370 | NS      | $36304798.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.450% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   1707179 | NS      | $30182924.72  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                  | Microchip Technology Incorporated 7.50 % DEP SHS REPSTG 1/20TH PFD CONV SER A                                                                          | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |   2112714 | NS      | $120361316.58 | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.625% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES L                      | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1607735 | NS      | $28167517.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                               | Sl Green Realty Corp 6.50% SERIES I CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                              | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |    654467 | NS      | $13285680.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC                           | TPG RE Finance Trust Inc. 6.25% SERIES C CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                         | CUSIP: 87266M206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    572639 | NS      | $10124257.52  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                            | CHS Inc CLASS B CUMULATIVE REDEEMABLE PREFERRED STOCK SERIES 1                                                                                         | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1526544 | NS      | $39277977.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 7.750% FIXED-RATE RESET PERPETUAL NON-CUMULATIV  | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1422784 | NS      | $35370410.24  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 5.500% SENIOR NOTES DUE ON JUNE 1, 2070                                                                                             | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1123344 | NS      | $23927227.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |    373556 | NS      | $6335509.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS                               | BLACKROCK CASH FUNDS                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 171344718 | NS      | $171344718.30 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                  | Array Digital Infrastructure Inc. 5.500% SENIOR NOTES DUE JUNE 1, 2070                                                                                 | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    297458 | NS      | $5241209.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                            | CHS Inc 8% CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                                                       | CUSIP: 12542R209<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    872990 | NS      | $23788977.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF PERPETUAL 6.350% NON-CUMULATIVE PREFERRED STOCK, SERIES K    | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   1279700 | NS      | $32094876.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                        | Hancock Whitney Corporation 6.25% SUBORDINATED NOTES DUE JUNE 15, 2060                                                                                 | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |    490803 | NS      | $10611160.86  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Group Inc.                                     | QVC Group Inc. 8.0% FIXED RATE CUMULATIVE REDEEMABLE PREFERRED STOCK DUE 3/15/2031                                                                     | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |    904636 | NS      | $2288729.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYSTEMS INC                       | Telephone and Data Systems Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 INTEREST IN A SHARE OF TELEPHONE AND DATA SYSTEMS, INC.S 6.000% SERIES V | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |   1963308 | NS      | $34711285.44  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 4.750% PERPETUAL PREFERRED STOCK, SERIES C                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   4979498 | NS      | $91622763.20  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.500% NOTES DUE AUGUST 15, 2062                                                                                                    | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   1707179 | NS      | $35850759.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation SUBORDINATED DEBENTURES DUE DECEMBER 30, 2059                                                                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    853593 | NS      | $16124371.77  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain Finance Corporation                   | New Mountain Finance Corporation 8.250% SENIOR UNSECURED NOTES DUE NOVEMBER 15, 2028                                                                   | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |    338134 | NS      | $8578459.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                | NextEra Energy Capital Holdings Inc SERIES N JUNIOR SUBORDINATED DEBENTURES DUE ON MARCH 1, 2079                                                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |   1956260 | NS      | $44720103.60  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                               | Global Net Lease Inc 7.25% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                              | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    483684 | NS      | $10500779.64  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH OF A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES E            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2454280 | NS      | $61774227.60  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES OF MONGAN STANLEY, EACH REPRESENTING A 1/1000TH INTEREST IN A FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2418656 | NS      | $60587332.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF PERPETUAL 7.500% NON-CUMULATIVE PREFERRED STOCK, SERIES J   | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   2134091 | NS      | $54696752.33  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Investment Corporation                   | Gladstone Investment Corporation CALLABLE 4.875% NOTES DUE NOVEMBER 1, 2028                                                                            | CUSIP: 376546883<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    396542 | NS      | $9417872.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp. 9.375% SENIOR NOTES DUE ON AUGUST 15, 2030                                                                                | CUSIP: 90187B887<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    339043 | NS      | $8523541.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.875% FIXED-RATE PERPETUAL NON-CUMULATIVE PREFE | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1636079 | NS      | $26537201.38  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. 6.50% SERIES G FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                            | CUSIP: 035710862<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   1209312 | NS      | $29507212.80  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Seapeak LLC                                        | Seapeak LLC 9.00% SERIES A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED UNITS                                                                             | CUSIP: 000000000<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | MH        |    350902 | NS      | $8842730.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.125% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRE | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |   1636080 | NS      | $39707661.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR Properties SERIES E CUMULATIVE CONVERTIBLE PREFERRED SHARES                                                                                        | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    245119 | NS      | $7446715.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | Southern Co. 4.95% JUNIOR SUBORDINATED NOTES DUE JANUARY 30, 2080                                                                                      | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   2845407 | NS      | $54916355.10  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIVE INC                                         | Strive Inc. VARIABLE RATE SERIES A PERPETUAL PREFERRED STOCK                                                                                           | CUSIP: 862945201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    236159 | NS      | $23552137.07  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 7.00% FIXED-RATE RESET SERIES D CUMULATIVE REDEEMABLE PREFERRED STOCK                                                              | CUSIP: 64828T706<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |   1323180 | NS      | $32192969.40  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation 6.375% SENIOR UNSECURED FIXED RATE SECURITY DUE ON APRIL 15, 2049                                                                | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |    611864 | NS      | $14391041.28  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                | Ready Capital Corp. 9% NOTES DUE ON DECEMBER 15, 2029                                                                                                  | CUSIP: 75574U838<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |    369903 | NS      | $6880195.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                           | Western Alliance Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF 4.250% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERR | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |    853593 | NS      | $19564351.56  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.625% SUBORDINATED DEBENTURES DUE 1-JUN-2060                                                                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    442099 | NS      | $8656298.42   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 5.950% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 1, 2062                                                                      | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    863488 | NS      | $20214254.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated 7.125% FIXED-RATE RESET SUBORDINATED DEBENTURES DUE OCTOBER 15, 2052                                        | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |   1992058 | NS      | $50618193.78  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.60% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES H                        | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    810920 | NS      | $17694274.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                         | Tennessee Valley Authority POWER BONDS 1998 SERIES D DUE JUNE 1, 2028 PUTTABLE AUTOMATIC RATE RESET SECURITIES                                         | CUSIP: 880591300<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |    729721 | NS      | $17878164.50  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                   | FOSL 7.5 06/30/29                                                                                                                                      | CUSIP: 34988VAF3<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | DBT              | CORP              | US        |   1174925 | PA      | $1080237.79   | 0.01%             | 2029-06-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                   | Pacific Gas and Electric Company 6.00% FIRST PREFERRED                                                                                                 | CUSIP: 694308206<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | EP               | CORP              | US        |    299581 | NS      | $6680656.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 4.50% SUBORDINATED DEBENTURES DUE ON SEPTEMBER 15, 2060                                                                 | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    569022 | NS      | $9218156.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                    | Pinnacle Financial Partners Inc. FIXED TO FLTG RATE NON-CUM PERP PFD SER A                                                                             | CUSIP: 72348N208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    569014 | NS      | $14629349.94  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                  | RLJ Lodging Trust LP SERIES A CUMULATIVE CONVERTIBLE PREFERRED SHARES                                                                                  | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    916159 | NS      | $22079431.90  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Partners LP                    | Brookfield Property Partners LP 6.375% PFD UNITS CL A SR 2                                                                                             | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    711308 | NS      | $10570036.88  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brc Group Holdings Inc.                            | Brc Group Holdings Inc. 6.00% SENIOR NOTES DUE JANUARY 31, 2028                                                                                        | CUSIP: 05580M835<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    647352 | NS      | $11011457.52  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Partners LP                    | Brookfield Property Partners LP 5.750% CLASS A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED UNITS SERIES 3                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |    818040 | NS      | $10855390.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy New Orleans Llc                            | Entergy New Orleans Llc FIRST MORTGAGE BONDS, 5.50% SERIES DUE APRIL 1, 2066                                                                           | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |    312928 | NS      | $6849993.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corporation                                 | Kemper Corporation 5.875% FIXED-RATE RESET JUNIOR SUBORDINATED DEBENTURES DUE MARCH 15, 2062                                                           | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |    426913 | NS      | $9729347.27   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation          | Federal Agricultural Mortgage Corporation 5.700% NON CUMULATIVE PERPETUAL SERIES D PREFERRED STOCK                                                     | CUSIP: 313148868<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    298701 | NS      | $6132331.53   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                            | CHS Inc CLASS B CUMULATIVE REDEEMABLE PREFERRED STOCK, SERIES 4                                                                                        | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1472506 | NS      | $37195501.56  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES DD  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3267330 | NS      | $56361442.50  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST, SERIES M                                                           | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    909110 | NS      | $14718490.90  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                  | Adamas Trust Inc. 8.00% SERIES D FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                          | CUSIP: 649604881<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    453059 | NS      | $9826849.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH FRACTIONAL INTEREST IN A SHARE OF 7.75% SERIES G FIXED-RATE RESET CUMULATIVE RED | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    442075 | NS      | $10848520.50  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc DEP SHS EA REP 1/40TH NON E                                                                                               | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1280506 | NS      | $23843021.72  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEP SHS EACH REP A 1/40TH OWNERSHIP INT IN SHS OF FIXED-RATE PERPL NON CUMULATIVE PFD STOCK SERIES F                                           | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1209328 | NS      | $25154022.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   4268183 | NS      | $79601612.95  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.875% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES N                      | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    803856 | NS      | $11816683.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                      | Franklin Bsp Realty Trust Inc 7.50% SERIES E CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                     | CUSIP: 35243J200<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EP               | CORP              | US        |    734817 | NS      | $14145227.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL                                   | BLACKROCK GLOBAL                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 167045831 | NS      | $167079239.74 | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                  | Pitney Bowes Inc. 6.70% NOTES DUE 2043                                                                                                                 | CUSIP: 724479506<br>LEI: 549300N2O26NW4ST6W55 | Long             | EP               | CORP              | US        |   1012948 | NS      | $19448601.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Runway Growth Finance Corp                         | Runway Growth Finance Corp 7.25% CALLABLE NOTES DUE FEBRUARY 3, 2031                                                                                   | CUSIP: 78163D407<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EP               | CORP              | US        |    285950 | NS      | $7148750.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp 6% DEP SHS EACH REP A 1/40TH INT IN A SHARE OF THE NON-CUMULATIVE PERPETUAL CL B PFD STK SER A                                     | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    569030 | NS      | $13116141.50  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd. DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH INTEREST IN A SHARE OF5.45 % NON-CUMULATIVE PREFERRED SHARES, SERIES F          | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |    938940 | NS      | $18290551.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corp.                              | CION Investment Corp. NOTES ISSUED DUE ON MARCH 31, 2031                                                                                               | CUSIP: 17259U402<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |    362510 | NS      | $8845244.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR & Co Inc.                                      | KKR & Co Inc. 6.875% NOTES ISSUED DUE ON JUNE 1, 2065                                                                                                  | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   1678913 | NS      | $39051516.38  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                      | Invesco Mortgage Capital Inc. 7.50% FIXED-TO-FLOATING SERIES C CUMULATIVE REDEEMABLE PREFERRED STOCK.                                                  | CUSIP: 46131B506<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EP               | CORP              | US        |    497030 | NS      | $11610620.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH OF A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES K            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2845407 | NS      | $66497161.59  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                              | Regency Centers Corp. CUM RED PFD SER A 6.25%                                                                                                          | CUSIP: 758849889<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               | CORP              | US        |    327230 | NS      | $7313590.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation DEP SHS REP 1/1000 SHS CL M                                                                                                   | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |    744483 | NS      | $14889660.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                | Shift4 Payments Inc 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                               | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    711307 | NS      | $38154507.48  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 6.625% NONCUMULATIVE PREFERRED STOCK, SERIES Q          | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2845407 | NS      | $71818072.68  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.95% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   2134092 | NS      | $51773071.92  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                           | Atlanticus Holdings Corp. 6.125% SENIOR CALLABLE NOTES DUE NOVEMBER 30, 2026                                                                           | CUSIP: 04914Y300<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    421676 | NS      | $10537683.24  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1209328 | NS      | $18950169.76  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                        | NOVT 6.5 11/01/28                                                                                                                                      | CUSIP: 67000B203<br>LEI: 549300NBPHPTUPTS8070 | Long             | EP               | CORP              | US        |    899867 | PA      | $48268865.88  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK               | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |   7121400 | NS      | $320534214.00 | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                     | Texas Capital Bancshares, Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.75% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |    853593 | NS      | $18855869.37  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| QVC, Inc.                                          | QVC, Inc. 6.375 % PREFERRED CUMULATIVE SENIOR SECURED NOTES DUE 2067                                                                                   | CUSIP: 747262301<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |    661878 | NS      | $6949719.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                             | Equitable Holdings Inc 5.25% DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |   2320051 | NS      | $45032189.91  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                           | WaFd Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.875% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A     | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    870010 | NS      | $14024561.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.200% NOTES DUE JUNE 1, 2059                                                                                                       | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   2134092 | NS      | $42404408.04  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                            | CHS Inc CLASS B RESET RATE CUMULATIVE REDEEMABLE PREFERRED STOCK, SERIES 3                                                                             | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1402757 | NS      | $33960746.97  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp 5.625% JUNIOR SUBORDINATED DEBENTURES DUE 2078                                                                                        | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |   1422784 | NS      | $33051272.32  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc.                                      | Assurant Inc. 5.25% SUBORDINATED NOTES DUE JANUARY 15, 2061                                                                                            | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |    711307 | NS      | $14155009.30  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. 8.875% SERIES J FIXED-RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                       | CUSIP: 035710821<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |    782486 | NS      | $19812545.52  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                      | Strategy Inc. 8.00% SERIES A PERPETUAL STRIKE PREFERRED STOCK                                                                                          | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    992248 | NS      | $70151933.60  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/1000TH OWNERSHIP INTEREST IN A SHARE OF 4.95% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    711315 | NS      | $13450966.65  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                            | Pebblebrook Hotel Trust 6.375% SER E CUM RED PRF SHS BEN                                                                                               | CUSIP: 70509V605<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    326970 | NS      | $6281093.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brc Group Holdings Inc.                            | Brc Group Holdings Inc. 5.25% SENIOR NOTES DUE AUGUST 31, 2028                                                                                         | CUSIP: 05580M819<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |   1088128 | NS      | $17573267.20  | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America Corp.                              | Bank of America Corp. 1/1000TH INTEREST IN A SHARE OF FLOATING RATE NON CUMULATIVE PREFERRED STOCK, SERIES E                                           | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    561205 | NS      | $10432800.95  | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. DEP SHS REP 1/1000 INT PFD                                                                                                 | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |    711307 | NS      | $14788072.53  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE PREFER | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2073409 | NS      | $36409062.04  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                           | Valley National Bancorp. 5.50% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES B                                               | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    284556 | NS      | $6957394.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust 8.00% SERIES B CUMULATIVE REDEEMABLE PREFERRED SHARES                                                               | CUSIP: 70931T400<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    554862 | NS      | $12184769.52  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | SO 7.125 12/15/28 A                                                                                                                                    | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   2843812 | PA      | $146171936.80 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 5.75% SERIES A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED STOCK | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |   2845407 | NS      | $69143390.10  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES AA  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3060711 | NS      | $57786223.68  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                  | Adamas Trust Inc. 7.875% SERIES E FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    530461 | NS      | $12975076.06  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC                                   | Saul Centers, Inc. DEPOSITARY SHARES EACH REPRESENTING 1/100TH OF A SHARE OF 6.000% SERIES E CUMULATIVE REDEEMABLE PREFERRED STOCK                     | CUSIP: 804395879<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    312929 | NS      | $7069066.11   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust 9.00% SENIOR NOTES DUE FEBRUARY 15, 2030                                                                            | CUSIP: 70931T707<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    490803 | NS      | $12338787.42  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.750% NON-CUMULATIVE PREFERR | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1313590 | NS      | $24997617.70  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF ISSUERS 4.200% CUMULATIVE REDEEMABLE PERPETUAL PREFERRED | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    654466 | NS      | $10962305.50  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                  | Redwood Trust Inc CALLABLE 9.500% SENIOR NOTES DUE DECEMBER 1, 2030                                                                                    | CUSIP: 758075857<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |    295417 | NS      | $6918666.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seapeak LLC                                        | Seapeak LLC 8.5% CUM RED PERP PFD UNTS                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | MH        |    469240 | NS      | $11871772.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINANCE CO IX LLC                        | KKR Group Finance Company IX LLC 4.625% SUBORDINATED NOTES DUE APRIL 1, 2061                                                                           | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1424479 | NS      | $22791664.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH OF A SHARE OF 6.875% SERIES D FIXED TO FLOATING RATE CUMULATIVE REDEEMABLE PREFERR | CUSIP: 00123Q609<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    668635 | NS      | $16435048.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maiden Holdings, Ltd.                              | Maiden Holdings, Ltd. 6.625% NOTES DUE 2046                                                                                                            | CUSIP: 560292302<br>LEI: 5493000GQUKNWGNXRZ91 | Long             | EP               | CORP              | BM        |    322938 | NS      | $3432830.94   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP (SALLIE MAE)                              | SLM Corp. FLOATING-RATE NON-CUMULATIVE PREFERRED STOCK, SERIES B                                                                                       | CUSIP: 78442P502<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    181558 | NS      | $13317279.30  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennessee Valley Authority                         | Tennessee Valley Authority POWER BONDS 1999 SERIES A DUE MAY 1, 2029 PUTABLE AUTOMATIC RATE RESET SECURITIES                                           | CUSIP: 880591409<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |    592884 | NS      | $14377437.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.625% NON-CUMULATIVE PREFERRED STOCK, S | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |    995871 | NS      | $10795241.64  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EIDP Inc                                           | EIDP Inc $4.50 PREFERRED                                                                                                                               | CUSIP: 263534307<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | EP               | CORP              | US        |    119004 | NS      | $8005399.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Investment Corporation                   | Gladstone Investment Corporation 7.125% NOTES ISSUED DUE ON 2031                                                                                       | CUSIP: 376546859<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    285375 | NS      | $7228548.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                      | Strategy Inc. 10.00% SERIES A PERPETUAL STRIFE PREFERRED NON CUM STOCK                                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    892040 | NS      | $67661234.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                                           | AT&T Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.000% PERPETUAL PREFERRED STOCK, SERIES A                              | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   3414597 | NS      | $67062685.08  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                 | MFA Financial Inc. 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    782486 | NS      | $16565228.62  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.250% FIXED RATE RESET NON-CUMULATIVE PERPETUAL PREFERRED STO | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |   1422784 | NS      | $35825701.12  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                                | Navient Corporation 6% SENIOR NOTES DUE DECEMBER 15, 2043                                                                                              | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |    853593 | NS      | $15373209.93  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc.                  | Babcock & Wilcox Enterprises Inc. 7.75% SERIES A CUMULATIVE PERPETUAL PREFERRED                                                                        | CUSIP: 05614L407<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    545548 | NS      | $10479977.08  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 6.375% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                       | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |   1131384 | NS      | $25637161.44  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation 5.20% SENIOR NOTES DUE OCTOBER 2047                                                                                       | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    640138 | NS      | $12482691.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING 1/1000TH INTEREST IN A SHARE OF THE COMPANYS 4.20% SERIES G PREFERENCE SHARES         | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |   1422784 | NS      | $21498266.24  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust 6.5% SERIES C CUMULATIVE CONVERTIBLE PREFERRED STOCK                                                                              | CUSIP: 529043309<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EP               | CORP              | US        |    137616 | NS      | $6330336.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified                                | Compass Diversified SERIES B FIXED TO FLOATING RATE CUMULATIVE PREFERRED SHARES                                                                        | CUSIP: 20451Q302<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    554341 | NS      | $10815192.91  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L                                                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    150752 | NS      | $179630053.12 | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                 | MFA Financial Inc. 7.50% SERIES B CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                                | CUSIP: 55272X409<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    569030 | NS      | $10868473.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 4.125% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 01, 2060                                                                     | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |   1439206 | NS      | $23444665.74  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 4.875% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    739813 | NS      | $11052806.22  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation 5.70% SUBORDINATED DEBENTURES DUE 2058                                                                                        | CUSIP: 084423706<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    526355 | NS      | $11111354.05  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                | UMB Financial Corp. DEP SHS ECH REP A 1/400TH INT 7.750% FIXED NON-CUMULATIVE PREF STOCK SER B                                                         | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |    853593 | NS      | $21775157.43  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. FIXED JUNIOR SUBORDINATED NOTES DUE MARCH 30, 2064                                                                     | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |   1280506 | NS      | $28683334.40  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                             | Lincoln National Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 9.000% NON-CUMULATIVE PREFERRED STOCK, SERI  | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |   1450041 | NS      | $37904071.74  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. 4.75% DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES  | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   2845407 | NS      | $52241672.52  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank National Association                 | Flagstar Bank National Association DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF WFIXED-TO-FLOATING RATE SERIES A NONCUMULATIVE | CUSIP: 649445202<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EP               | CORP              | US        |   1465457 | NS      | $30847869.85  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Fifth Third Bancorp                                | Fifth Third Bancorp DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF SERIES I PREFERRED STOCK                         | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1280506 | NS      | $32230336.02  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc New                          | CTO Realty Growth Inc New 6.375% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                        | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               | CORP              | US        |    335269 | NS      | $6779139.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                      | KKR & Co Inc. 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   3681215 | NS      | $148058467.30 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES (THE DEPOSITARY SHARES) EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.45% NON-CUMULATIVE PERPETU | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1138220 | NS      | $18552986.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD                           | Triton International Limited 7.375% SERIES C CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    498012 | NS      | $11743122.96  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEP SHS EACH REPRESENTING 1/1000 OF A 4.700% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES J                                | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    736204 | NS      | $13148603.44  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corporation                            | First Busey Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.25% FIXED-RATE SERIES B NON-CUMULATIVE PERPETUAL PREFER | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    611864 | NS      | $15474040.56  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES R NON-CUMULATIVE PERPETUAL PREFERRED STOCK       | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   2631959 | NS      | $47717416.67  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp.                               | Gladstone Land Corp. SERIES B CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                                    | CUSIP: 376549309<br>LEI: 54930002B3Q17H38FG74 | Long             | EP               | CORP              | US        |    423507 | NS      | $8470140.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/4000TH INTEREST IN A SHARE OF PERPETUAL PREFERRED STOCK, SERIES I                      | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    506867 | NS      | $9427726.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                       | Braemar Hotels & Resorts Inc 5.50% SERIES B CUMULATIVE CONVERTIBLE PREFERRED STOCK                                                                     | CUSIP: 10482B200<br>LEI: 549300JDUUEBN868C776 | Long             | EP               | CORP              | US        |    224532 | NS      | $3264695.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                         | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |   8180679 | NS      | $530762453.52 | 3.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Sempra                                             | Sempra 5.75% JUNIOR SUBORDINATED NOTES DUE JULY 1, 2079                                                                                                | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   2155316 | NS      | $44399509.60  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Oaktree Holdings LLC                    | Brookfield Oaktree Holdings LLC 6.625% PREFERRED UNITS SERIES A                                                                                        | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    512181 | NS      | $10356299.82  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS Inc                                            | CHS Inc CLASS B RESET RATE CUMULATIVE REDEEMABLE PREFERRED STOCK, SERIES 2                                                                             | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1194999 | NS      | $29385025.41  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                  | Array Digital Infrastructure Inc. 6.250% SENIOR NOTES DUE SEPTEMBER 1, 2069                                                                            | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    301138 | NS      | $6046851.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | Southern Co. SERIES 2017B 5.25% JUNIOR SUBORDINATED NOTES DUE DECEMBER 1, 2077                                                                         | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   1280506 | NS      | $26583304.56  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 4.50% NON-CUMULATIVE PREFERRED STOCK, SERIES D     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    853593 | NS      | $14681799.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified                                | Compass Diversified 7.250% SERIES A PREFERRED SHARES                                                                                                   | CUSIP: 20451Q203<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    348891 | NS      | $6112570.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation          | Federal Agricultural Mortgage Corporation 4.875% NON-CUMULATIVE PERPETUAL SERIES G PREFERRED STOCK                                                     | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    373562 | NS      | $6600840.54   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                          | VSEC 5.75 02/01/29                                                                                                                                     | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EP               | CORP              | US        |    266826 | NS      | $13421347.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEP SHS EACH REP A 1/40TH OWNERSHIP INT IN A SHS OF FIXED-RATE PERPETUAL NON-CUMULATIVE PREFERRED STOCK SERIES G                               | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1280506 | NS      | $26839405.76  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                      | Summit Hotel Properties, Inc. 5.875% SERIES F CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                    | CUSIP: 866082704<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |    284564 | NS      | $4920111.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent 6.25% CUM RED PFD SER H                                                                                                          | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |    327230 | NS      | $7738989.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                           | Bank OZK 4.625% SERIES A NON-CUMULATIVE PERPETUAL PREFERRED STOCK                                                                                      | CUSIP: 06417N202<br>LEI: 549300VYK2WBD7SST478 | Long             | EP               | CORP              | US        |   1019602 | NS      | $16068927.52  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                      | ARMOUR Residential REIT, Inc. 7.00% SERIES C CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                     | CUSIP: 042315606<br>LEI: 549300K0WA0EJUX74V72 | Long             | EP               | CORP              | US        |    488354 | NS      | $9884284.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.875% FIXED RATE JUNIOR SUBORDINATED NOTES DUE ON 3/1/2079                                                                     | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |   1792686 | NS      | $39618360.60  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley 1/1000TH DEPOSITARY SHARES OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES A                                                    | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3130034 | NS      | $59251543.62  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 4.45% SERIES O CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    853578 | NS      | $12172022.28  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Oaktree Holdings LLC                    | Brookfield Oaktree Holdings LLC 6.550% SERIES B PREFERRED UNITS                                                                                        | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    668635 | NS      | $13539858.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                     | Chimera Investment Corporation 8% SERIES D FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                | CUSIP: 16934Q604<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    569022 | NS      | $12666429.72  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust 8.125% SERIES A CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                       | CUSIP: 70931T301<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    327230 | NS      | $7369219.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                     | Atlantic Union Bankshares Corp DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF 6.875% PERPETUAL NON-CUMULATIVE PREFERRED SHARES S | CUSIP: 04911A206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    492377 | NS      | $11984456.18  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation          | Federal Agricultural Mortgage Corporation 5.250% NON-CUMULATIVE PREFERRED STOCK SERIES F                                                               | CUSIP: 313148843<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    358317 | NS      | $6800856.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                 | State Street Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL P | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   1422784 | NS      | $30760590.08  | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTSPRING HEALTH SERVICES INC                   | BTSG 6.75 02/01/27                                                                                                                                     | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    569030 | PA      | $80825021.20  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                  | Agree Realty Corp DEPOSITARY SHARES EACH REPRESENTING 1/1000TH OF A SHARE OF 4.250% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                     | CUSIP: 008492209<br>LEI: 98450090H010B37OEB68 | Long             | EP               | CORP              | US        |    498013 | NS      | $8366618.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.55% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4268183 | NS      | $80241840.40  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Arkansas LLC                               | Entergy Arkansas LLC FIRST MORTGAGE BONDS, 4.875% SERIES DUE SEPTEMBER 1, 2066                                                                         | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |   1166654 | NS      | $22959750.72  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.000% NOTES DUE DECEMBER 1, 2059                                                                                                   | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   2276378 | NS      | $44002386.74  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation          | Federal Agricultural Mortgage Corporation 6.500% NON-CUMULATIVE PREFERRED STOCK, SERIES H                                                              | CUSIP: 313148827<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    284556 | NS      | $6940320.84   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.                  | The Hartford Insurance Group Inc. DEP SHS REP 1/1000TH INT SHS OF 6% NON CUM PFD STK SER G                                                             | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |    981777 | NS      | $24161531.97  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. 5.875% JUNIOR SUBORDINATED NOTES DUE MARCH 30, 2059                                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    853593 | NS      | $16730422.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                       | Diversified Healthcare Trust 5.625% SENIOR NOTES DUE 08/01/2042                                                                                        | CUSIP: 25525P206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    995872 | NS      | $16113208.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                 | NEE 7.299 06/01/27                                                                                                                                     | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |   2845407 | PA      | $159285883.86 | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. 6.95% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                            | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   2048816 | NS      | $51507234.24  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                 | Voya Financial Inc DEP SHS REP 1/40TH NON CUM                                                                                                          | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |    853593 | NS      | $19589959.35  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.550% NON-CUMULATIVE PREFERRED SHARES, SER | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |   1422784 | NS      | $23376341.12  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL SHIP LEASE INC                              | Global Ship Lease Inc. DEPOSITARY SHARES EACH REPRESENTING 1/100 TH OF ONE SHARE OF 8.75% SERIES B CUMULATIVE REDEEMABLE PERPETUAL PREFERRED SHARES    | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EP               | CORP              | MH        |    310097 | NS      | $8217570.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS Capital Holdings Limited DEPOSITARY SHARES EACH REPRESENTING 1/100 TH INTEREST IN A 5.50% SERIES E PREFERRED SHARE                                | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |   1595031 | NS      | $30943601.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                       | Two Harbors Investment Corp. 8.125% SERIES A FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                              | CUSIP: 90187B200<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    372164 | NS      | $9218502.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYSTEMS INC                       | Telephone and Data Systems Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 INTEREST IN A SHARE OF TELEPHONE AND DATA SYSTEMS, INC.S 6.625% SERIES U | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |   1194999 | NS      | $23911929.99  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | Liberty Broadband Corporation SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                           | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |    511056 | NS      | $11907604.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                    | Pinnacle Financial Partners Inc. FIXED RATE RESET NON-CUM PERP PFD SER B                                                                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    995871 | NS      | $25464421.47  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                                  | FTAI Aviation Ltd 8.25% FIXED-RATE RESET SERIES C CUMULATIVE PERPETUAL REDEEMABLE PREFERRED SHARES                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |    298724 | NS      | $7521870.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Trust VIII                                     | SCE Trust VIII 6.95% TRUST PREFERENCE SECURITIES SERIES N                                                                                              | CUSIP: 80620A208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    995871 | NS      | $23582225.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS EACH REP A 1/1,000TH INT IN A SHARE OF BANK OF AMERICA CORP 5.375% NON-CUMULATIVE PREFERRED STOCK, SERIES KK             | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2683318 | NS      | $58093834.70  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co.                                       | Southern Co. CALLABLE JUNIOR SUBORDINATED NOTES DUE 10/15/2060                                                                                         | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   2134091 | NS      | $36172842.45  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF ASSOCIATED BANC-CORP 5.625% NON-CUMULATIVE PERPETUAL PREFERR | CUSIP: 045487402<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    301094 | NS      | $5943595.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF THE COMPANYS 8.25% FIXED-RATE RESET SERIES D NON-CUM  | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    419886 | NS      | $10224224.10  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEP SHS EA REP A 1/1000 TH INT IN SHS SER K NON CUM PER PFD STK                                                                          | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1636080 | NS      | $35159359.20  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.900% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES O                      | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    483675 | NS      | $7269635.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 6.250% SENIOR NOTES DUE SEPTEMBER 1, 2069                                                                                           | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1119665 | NS      | $27073499.70  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |   2490900 | NS      | $61799229.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK                 | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1422784 | NS      | $21014519.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                     | Citigroup Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.25% NONCUMULATIVE PREFERRED STOCK, SERIES II                   | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2269147 | NS      | $55934473.55  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 7.875% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |   1211200 | NS      | $31212624.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.125% SUBORDINATED DEBENTURES DUE DECEMBER 15,2059                                                                     | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    569022 | NS      | $10282227.54  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                            | DigitalBridge Group Inc CUM RED PERP PFD SHS SER J                                                                                                     | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    825160 | NS      | $13598636.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 4.625% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    993869 | NS      | $14421039.19  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                            | Ellington Financial Inc 8.625% SERIES C FIXED-RATE RESET CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 28852N406<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |    294816 | NS      | $7222992.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES (EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.70% SERIES I NON-CUMULATIVE, PERPETUAL PRE | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    530898 | NS      | $11467396.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | Old National Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES C | CUSIP: 68003D303<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |    359965 | NS      | $8829941.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ah Realty Trust Inc.                               | Ah Realty Trust Inc. 6.75% CUM RED PERP PRF STK                                                                                                        | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               | CORP              | US        |    486868 | NS      | $10594247.68  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                                | Bank of Hawaii DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.375% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A          | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |    522006 | NS      | $8164173.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation 6% SER A MAND CONV PFD STK                                                                                                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |   2290545 | NS      | $98470529.55  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                  | Adamas Trust Inc. 9.875% SENIOR NOTES OCTOBER 1, 2030                                                                                                  | CUSIP: 649604816<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    339736 | NS      | $8442439.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. SUBORDINATED DEFERRABLE INTEREST NOTES DUE 05/15/2064                                               | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |    711307 | NS      | $16324495.65  | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.000% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES P                      | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1717907 | NS      | $26163723.61  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                 | NEE 7.234 11/01/27                                                                                                                                     | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |   2134091 | PA      | $112125141.14 | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.600% NON-CUMULATIVE PREFERRED STOCK,SERIES A       | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1209312 | NS      | $17849445.12  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Qwest Corporation                                  | Qwest Corporation 6.75% NOTES DUE 2057                                                                                                                 | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |   1878033 | NS      | $35682627.00  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                    | Annaly Capital Management, Inc. 6.750% SERIES I FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                           | CUSIP: 035710847<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   1259070 | NS      | $31199754.60  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                           | Arbor Realty Trust, Inc. 6.25% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                   | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    822318 | NS      | $17918309.22  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                | Rithm Capital Corp. 7.125% SER B FIXED TO FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                          | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    801034 | NS      | $19417064.16  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                       | Apollo Global Management Inc FIXED-RATE RESETTABLE JUNIOR SUBORDINATED NOTES DUE 9/15/2053                                                             | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |   1707187 | NS      | $43413765.41  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property Preferred Lp                   | Brookfield Property Preferred Lp CLASS A CUMULATIVE REDEEMABLE PREFERRED UNITS, SERIES 1                                                               | CUSIP: 000000000<br>LEI: 254900N07TR905Y0G344 | Long             | EP               | CORP              | BM        |   1909562 | NS      | $33226378.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                 | KKR Real Estate Finance Trust Inc. 6.50% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               | CORP              | US        |    932591 | NS      | $16115172.48  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.750% NON-CUMULATIVE PREFERRED STOCK, SERIES B      | CUSIP: 10922N509<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1145261 | NS      | $17820261.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                     | EPR Properties 5.75% SERIES C CUMULATIVE CONVERTIBLE PREFERRED SHARES                                                                                  | CUSIP: 26884U208<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    383513 | NS      | $8671228.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. 5.625 DEP REP 1/1000TH PFD                                                                                               | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    823403 | NS      | $17151484.49  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                           | F&G Annuities & Life Inc. CALLABLE FIXED FOR LIFE JUNIOR SUBORDINATED NOTES DUE JANUARY 15, 2065                                                       | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1067034 | NS      | $21447383.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                               | Bank of Hawaii Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.000% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES B    | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |    478488 | NS      | $12560310.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) 7.625% DEPOSITARY SHS REPSTG 1/40TH INT FXD RATE NON CUM PERP PFD SER E                                                   | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    654466 | NS      | $15595924.78  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                               | Global Net Lease Inc 7.50% CUM RED PFD SER D                                                                                                           | CUSIP: 379378508<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    564387 | NS      | $12653556.54  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 8.75% SERIES H FIXED-RATE CUMULATIVE REDEEMABLE PREFERRED  | CUSIP: 00123Q831<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    981775 | NS      | $24721094.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.875% OF JUNIOR SUBORDINATED PREFERRED SECURITIES DUE ON 10/15/2078                                                            | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    796815 | NS      | $17450248.50  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Capital XIII                             | Citigroup Capital XIII FIXED/FLOAT TRUST PREFERRED SECURITIES                                                                                          | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   6390863 | NS      | $187571829.05 | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                  | Adamas Trust Inc. 6.875% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    427594 | NS      | $10039907.12  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.850% SERIES K CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                        | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |    597535 | NS      | $13151745.35  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Georgia Power Company                              | Georgia Power Company SERIES 2017A 5.00% JUNIOR SUBORDINATED NOTES DUE OCTOBER 1, 2077                                                                 | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |    768318 | NS      | $16334440.68  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brc Group Holdings Inc.                            | Brc Group Holdings Inc. 6.5% SENIOR NOTES DUE SEPTEMBER 30, 2026                                                                                       | CUSIP: 05580M801<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    513745 | NS      | $12309330.20  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 6.500% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PRE | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1138220 | NS      | $28296149.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saratoga Investment Corp.                          | Saratoga Investment Corp. 6.00% NOTES DUE 2027                                                                                                         | CUSIP: 80349A802<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |    310972 | NS      | $7668569.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)           | First Citizens BancShares Inc (Delaware) DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 6.625% NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 31959X400<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |   1139292 | NS      | $28163298.24  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation 4.25% SUBORDINATED DEBENTURES DUE SEPTEMBER 30, 2060                                                                          | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    711307 | NS      | $11459155.77  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 5.40% SERIES L CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    853594 | NS      | $13828222.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ready Capital Corp.                                | Ready Capital Corp. 6.50% SERIES E CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                               | CUSIP: 75574U887<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |    343242 | NS      | $3477041.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                     | Chimera Investment Corporation 8.00% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                    | CUSIP: 16934Q307<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    412576 | NS      | $8449556.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent 5.875% SERIES G CUMULATIVE REDEEMABLE PERPETUAL PREFERRED SHARES                                                                 | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |    327230 | NS      | $7303773.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                           | Atlanticus Holdings Corp. 9.25% SENIOR NOTES DUE JANUARY 31, 2029                                                                                      | CUSIP: 04914Y409<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    476335 | NS      | $11984588.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEP SHS EACH REP A 1/1,000TH INT IN A SHARE OF 5.625% FXD RAT PERP NON CUM PREFERENCE SHS SER B                                     | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    981766 | NS      | $18535742.08  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 6.500% NON-CUMULATIVE PREFERRED STOCK, SERIES P         | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2845407 | NS      | $70765272.09  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp DEPOSITARY SHARES REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF 6.875% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1138228 | NS      | $29662221.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| M&T Bank Corporation                               | M&T Bank Corporation PERPETUAL FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES H                                                         | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    711308 | NS      | $17540855.28  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.125% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES M                      | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    677813 | NS      | $10607773.45  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Finance LLC                                | Carlyle Finance LLC CARLYLE FINANCE L.L.C. 4.625% SUBORDINATED NOTES DUE MAY 15, 2061                                                                  | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1422784 | NS      | $24898720.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                    | Federal Realty Investment Trust DEP SHS REP 1/1000 CUM RED 5.0% SERIES C                                                                               | CUSIP: 313745200<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EP               | CORP              | US        |    426913 | NS      | $8235151.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                             | Equitable Holdings Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    870010 | NS      | $13885359.60  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Partners LP              | Brookfield Infrastructure Partners LP 5.00% CLASS A PREFERRED LIMITED PARTNERSHIP UNITS, SERIES 14                                                     | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    569030 | NS      | $9036196.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                 | PennyMac Mortgage Investment Trust SENIOR UNSECURED NOTES DUE JUNE 15, 2030                                                                            | CUSIP: 70931T806<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    313252 | NS      | $7787444.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qwest Corporation                                  | Qwest Corporation 6.5% NOTES DUE 2056                                                                                                                  | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |   2781348 | NS      | $52011207.60  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified                                | Compass Diversified 7.875% EACH SERIES C CUMULATIVE PREFERRED SHARE REPRESENTS ONE CORRESPONDING BENEFICIAL INTEREST                                   | CUSIP: 20451Q401<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    562405 | NS      | $10989393.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 5.875% NON-CUMULATIVE PREFERRED STOCK.                                                                                           | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1644528 | NS      | $40455388.80  | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| The Allstate Corporation                           | The Allstate Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK SER | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    853593 | NS      | $15842686.08  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer