# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0000940400-25-010621
**Filing Date:** 2025-11
**Character Count:** 148397
**Document Hash:** 6a50d091a8cc8fd76ee8bbf09296f035
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010621.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000940400-25-010621

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251520690

**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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14716342019.82

**Total Liabilities:** $62379672.23

**Net Assets:** $14653962347.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036528 | 2.85%                | 1.10%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-44485256.70            | $386439321.65                              |
| Month 2  | $1827013.30              | $62878732.26                               |
| Month 3  | $-83623158.63            | $142136795.05                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KIMCO REALTY CORP        | Kimco Realty Corp                                 | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |    842668 | NS      | $18639816.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                   | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    734729 | NS      | $14231700.73  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY  | DiamondRock Hospitality Co                        | CUSIP: 252784400<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EP               | CORP              | US        |    383179 | NS      | $9610129.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD        | FTAI Aviation Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    335422 | NS      | $8593511.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE INVESTMENT COR | Gladstone Investment Corp                         | CUSIP: 376546867<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    412530 | NS      | $10531890.90  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                            | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    930089 | NS      | $16350964.62  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                   | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    638960 | NS      | $12050785.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                  | CHS Inc                                           | CUSIP: 12542R209<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    980148 | NS      | $29120197.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY CAPITAL INC/MD   | Trinity Capital Inc                               | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |    370375 | NS      | $9326042.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC   | Arbor Realty Trust Inc                            | CUSIP: 038923868<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    466707 | NS      | $8536071.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                            | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1597228 | NS      | $39116113.72  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                  | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |   1597228 | NS      | $39914727.72  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT      | Annaly Capital Management Inc                     | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   2300072 | NS      | $58168820.88  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   2755282 | NS      | $70121926.90  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE | Hudson Pacific Properties Inc                     | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1357652 | NS      | $19360117.52  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                              | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1020625 | NS      | $18514137.50  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   1588352 | NS      | $34070150.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1804881 | NS      | $35429814.03  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP   | Liberty Broadband Corp                            | CUSIP: 530307503<br>LEI: 549300MIX43II8JLN536 | Long             | EP               | CORP              | US        |    572402 | NS      | $14229913.72  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP       | Ready Capital Corp                                | CUSIP: 75574U838<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |    415345 | NS      | $9922592.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC             | Assurant Inc                                      | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |    798614 | NS      | $16028182.98  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   5605224 | NS      | $110647121.76 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MTGE INVESTMENT | PennyMac Mortgage Investment Trust                | CUSIP: 70931T509<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    798614 | NS      | $15173666.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                      | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1279819 | NS      | $32315429.75  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                              | CUSIP: 58844R702<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    637120 | NS      | $12984505.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   4152876 | NS      | $76579033.44  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2755283 | NS      | $70011741.03  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                             | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    562866 | NS      | $12805201.50  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDLAND STATES BANCORP   | Midland States Bancorp Inc                        | CUSIP: 597742303<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EP               | CORP              | US        |    367422 | NS      | $9078997.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC         | Pitney Bowes Inc                                  | CUSIP: 724479506<br>LEI: 549300N2O26NW4ST6W55 | Long             | EP               | CORP              | US        |   1328364 | NS      | $25730410.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                               | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1437574 | NS      | $36528755.34  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC             | Strategy Inc                                      | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |   1019548 | NS      | $93492551.60  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                             | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    511123 | NS      | $12757630.08  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP     | Two Harbors Investment Corp                       | CUSIP: 90187B887<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    375051 | NS      | $9582553.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST     | LXP Industrial Trust                              | CUSIP: 529043309<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EP               | CORP              | US        |    154614 | NS      | $7423018.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP   | Synovus Financial Corp                            | CUSIP: 87161C600<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |    638960 | NS      | $16005948.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1836880 | NS      | $33394478.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3513932 | NS      | $75233284.12  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE PAR | Brookfield Renewable Partners LP                  | CUSIP: 000000000<br>LEI: VA8DFMRI2GY8Y7V79H93 | Long             | EP               | CORP              | CA        |    639650 | NS      | $12095781.50  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP  | Chimera Investment Corp                           | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    830500 | NS      | $19184550.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                        | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   4791759 | NS      | $96697696.62  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                   | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    574999 | NS      | $12626978.04  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWTEKONE INC            | NewtekOne Inc                                     | CUSIP: 652526708<br>LEI: 549300YLU78IA8GKJ688 | Long             | EP               | CORP              | US        |    367422 | NS      | $9214943.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES  | Summit Hotel Properties Inc                       | CUSIP: 866082605<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |    515463 | NS      | $10005136.83  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1597228 | NS      | $25491758.88  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARE | Atlantic Union Bankshares Corp                    | CUSIP: 04911A206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    546029 | NS      | $13699867.61  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP     | Regency Centers Corp                              | CUSIP: 758849889<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               | CORP              | US        |    367422 | NS      | $8939377.26   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR | Brookfield Infrastructure Partners LP             | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    635783 | NS      | $11215212.12  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL      | Ellington Financial Inc                           | CUSIP: 28852N307<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |    384950 | NS      | $8992432.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                     | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   2555572 | NS      | $56299251.16  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                           | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    319385 | NS      | $8051695.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                  | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |   1277843 | NS      | $31767176.98  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR | Babcock & Wilcox Enterprises Inc                  | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    322470 | NS      | $7300720.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                 | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   3673761 | NS      | $81704444.64  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1852256 | NS      | $45935948.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                             | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    958344 | NS      | $17901865.92  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE            | Boeing Co/The                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |   9198640 | NS      | $639949384.80 | 4.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                  | KeyCorp                                           | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1357628 | NS      | $31266172.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL | Invesco Mortgage Capital Inc                      | CUSIP: 46131B506<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EP               | CORP              | US        |    557892 | NS      | $13590249.12  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP | Atlanticus Holdings Corp                          | CUSIP: 04914Y300<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    473463 | NS      | $11883921.30  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                  | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1282343 | NS      | $29301537.55  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP     | Ares Management Corp                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |   2395918 | NS      | $119053165.42 | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     45861 | NS      | $37720672.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY CAPITAL INC/MD   | Trinity Capital Inc                               | CUSIP: 896442704<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |    380749 | NS      | $9575837.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SARATOGA INVESTMENT CORP | Saratoga Investment Corp                          | CUSIP: 80349A802<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |    342615 | NS      | $8476295.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                   | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    638960 | NS      | $13092290.40  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    830499 | NS      | $13578658.65  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP     | Regency Centers Corp                              | CUSIP: 758849871<br>LEI: 529900053A7X7FJ97S58 | Long             | EP               | CORP              | US        |    367422 | NS      | $8777711.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                     | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   2395918 | NS      | $53668563.20  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP     | SL Green Realty Corp                              | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |    734730 | NS      | $16149365.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRST | Franklin BSP Realty Trust Inc                     | CUSIP: 35243J200<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EP               | CORP              | US        |    824924 | NS      | $17414145.64  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                   | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |    926014 | NS      | $12408587.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   2395918 | NS      | $40371218.30  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP   | Webster Financial Corp                            | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |    489439 | NS      | $9911139.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T | Diversified Healthcare Trust                      | CUSIP: 25525P206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1117999 | NS      | $18670583.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PROPERTIES INC       | UMH Properties Inc                                | CUSIP: 903002509<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EP               | CORP              | US        |   1028018 | NS      | $23284607.70  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CASH FUNDS     | BLACKROCK CASH FUNDS                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 174976916 | NS      | $174976915.74 | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAPEAK LLC              | Seapeak LLC                                       | CUSIP: 000000000<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | BM        |    503501 | NS      | $12960115.74  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                              | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    958344 | NS      | $23632763.04  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    489449 | NS      | $12143229.69  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1836880 | NS      | $46950652.80  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC   | Equitable Holdings Inc                            | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |   2495127 | NS      | $54019499.55  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP             | Navient Corp                                      | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |    958344 | NS      | $19166880.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO INC                  | QXO Inc                                           | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    918402 | NS      | $50502925.98  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMER MAC               | Federal Agricultural Mortgage Corp                | CUSIP: 313148843<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    391397 | NS      | $8086262.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                  | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    811732 | NS      | $14757287.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC    | Jackson Financial Inc                             | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |   1714427 | NS      | $44660823.35  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC  | CNO Financial Group Inc                           | CUSIP: 12621E301<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EP               | CORP              | US        |    486945 | NS      | $9831419.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                             | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    718692 | NS      | $15286578.84  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2830160 | NS      | $64697457.60  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES           | EPR Properties                                    | CUSIP: 26884U208<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    437741 | NS      | $11131753.63  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP       | Ready Capital Corp                                | CUSIP: 75574U606<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |    421150 | NS      | $10507692.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP     | Two Harbors Investment Corp                       | CUSIP: 90187B200<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    411768 | NS      | $9882432.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIF HOLDING | Compass Diversified Holdings                      | CUSIP: 20451Q302<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    612111 | NS      | $11238357.96  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP     | AGNC Investment Corp                              | CUSIP: 00123Q609<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    750691 | NS      | $18789795.73  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                           | CUSIP: 25401T306<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    927535 | NS      | $20424320.70  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                  | CHS Inc                                           | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1713808 | NS      | $45587292.80  | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| FLAGSTAR FINANCIAL INC   | Flagstar Financial Inc                            | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |   1645151 | NS      | $36127515.96  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC             | Strategy Inc                                      | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    840655 | NS      | $94153360.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| VORNADO REALTY TRUST     | Vornado Realty Trust                              | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    966151 | NS      | $17158841.76  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                          | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   5590373 | NS      | $111360230.16 | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HLDGS LTD   | Axis Capital Holdings Ltd                         | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |   1712279 | NS      | $36642770.60  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES COMMERCIAL REALTY  | ACRES Commercial Realty Corp                      | CUSIP: 00489Q300<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EP               | CORP              | US        |    365838 | NS      | $8161845.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMER MAC               | Federal Agricultural Mortgage Corp                | CUSIP: 313148835<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    407782 | NS      | $7931359.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS | Sunstone Hotel Investors Inc                      | CUSIP: 867892887<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |    322142 | NS      | $6800417.62   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR | Brookfield Infrastructure Partners LP             | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |    635449 | NS      | $11056812.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP     | AGNC Investment Corp                              | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |   1285710 | NS      | $33042747.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGON FUNDING CO LLC     | AEGON Funding Co LLC                              | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |   2971904 | NS      | $61072627.20  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP       | Rithm Capital Corp                                | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    899310 | NS      | $22860460.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP | Western Alliance Bancorp                          | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |    958344 | NS      | $21706491.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5507768 | NS      | $136868034.80 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY ARKANSAS LLC     | Entergy Arkansas LLC                              | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |   1309710 | NS      | $27726560.70  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                     | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |   1277843 | NS      | $28470342.04  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                   | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   2395918 | NS      | $44420319.72  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                 | AT&T Inc                                          | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   4224741 | NS      | $97380280.05  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY PARTNERS LP   | NGL Energy Partners LP                            | CUSIP: 62913M206<br>LEI: 5299005YSRP46BE8Z459 | Long             | EP               | CORP              | US        |   1005131 | NS      | $23409500.99  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PPTY INCOME TRST  | Office Properties Income Trust                    | CUSIP: 67623C208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    540539 | NS      | $2297290.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                      | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1597228 | NS      | $29676496.24  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC     | Chart Industries Inc                              | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |    642855 | NS      | $45681276.30  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP         | Duke Energy Corp                                  | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |   3194532 | NS      | $79895245.32  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP               | Unum Group                                        | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |    958345 | NS      | $23067364.15  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                               | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |   2395018 | NS      | $48738616.30  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                       | CUSIP: 38143Y665<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2395842 | NS      | $50576224.62  | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBE LIFE INC           | Globe Life Inc                                    | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |   1038267 | NS      | $17235232.20  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE OAK BANCSHARES      | Live Oak Bancshares Inc                           | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    319879 | NS      | $8336046.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                  | CHS Inc                                           | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1573957 | NS      | $38986914.89  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC    | B Riley Financial Inc                             | CUSIP: 05580M819<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |   1221557 | NS      | $13986827.65  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PINNACLE FINANCIAL PARTN | Pinnacle Financial Partners Inc                   | CUSIP: 72346Q302<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EP               | CORP              | US        |    718464 | NS      | $18062184.96  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC    | B Riley Financial Inc                             | CUSIP: 05580M835<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    713172 | NS      | $9841773.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC | Cullen/Frost Bankers Inc                          | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |    489439 | NS      | $8844162.73   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP     | AGNC Investment Corp                              | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |    479230 | NS      | $12067011.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                            | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |   1054228 | NS      | $22992712.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                              | CUSIP: 379378409<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    378185 | NS      | $8807928.65   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MTGE TRST  | Granite Point Mortgage Trust Inc                  | CUSIP: 38741L305<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EP               | CORP              | US        |    657289 | NS      | $13573017.85  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST INC         | Adamas Trust Inc                                  | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    593099 | NS      | $14904577.87  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                          | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |    638952 | NS      | $14312524.80  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHERN TRUST CORP      | Northern Trust Corp                               | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   1277843 | NS      | $25952991.33  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE BANK             | Cadence Bank                                      | CUSIP: 12740C202<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EP               | CORP              | US        |    550980 | NS      | $12226246.20  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                           | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |   1027613 | NS      | $22915769.90  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP CAPITAL XIII   | Citigroup Capital XIII                            | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   7174885 | NS      | $216466280.45 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |   1118594 | NS      | $17338207.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1010276 | NS      | $21114768.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP  | Chimera Investment Corp                           | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |   1038267 | NS      | $25011852.03  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HARTFORD INSUR GRP INC/T | Hartford Insurance Group Inc/The                  | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |   1102152 | NS      | $27630950.64  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY DIGITAL INFRA INC  | Array Digital Infrastructure Inc                  | CUSIP: 911684702<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    338019 | NS      | $7172763.18   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP              | Kemper Corp                                       | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |    479229 | NS      | $11285842.95  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    730300 | NS      | $15540784.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT      | Annaly Capital Management Inc                     | CUSIP: 035710847<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   1413561 | NS      | $35819635.74  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC    | B Riley Financial Inc                             | CUSIP: 05580M801<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    586194 | NS      | $11841118.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC | Microchip Technology Inc                          | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |   2371899 | NS      | $140013197.97 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                       | CUSIP: 38144G804<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   4312568 | NS      | $90132671.20  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                           | CUSIP: 919794404<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    479229 | NS      | $12522253.77  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                     | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |   2395918 | NS      | $63994969.78  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    793622 | NS      | $16316868.32  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EIDP INC                 | EIDP Inc                                          | CUSIP: 263534307<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | EP               | CORP              | US        |    133573 | NS      | $9670685.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                  | KeyCorp                                           | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1916689 | NS      | $48377230.36  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP  | Chimera Investment Corp                           | CUSIP: 16934Q604<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    649479 | NS      | $15509558.52  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                 | CUSIP: 117043406<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |    591037 | NS      | $14870490.92  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV | BrightSpring Health Services Inc                  | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    638960 | NS      | $64592466.40  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                              | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    734729 | NS      | $16972239.90  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GRP OF AMER  | Reinsurance Group of America Inc                  | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |   2237208 | NS      | $57831826.80  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP INC   | ConnectOne Bancorp Inc                            | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |    367422 | NS      | $8766688.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC        | MFA Financial Inc                                 | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    878537 | NS      | $20970678.19  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST INC   | Arbor Realty Trust Inc                            | CUSIP: 038923876<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    734730 | NS      | $13658630.70  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROU | Selective Insurance Group Inc                     | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |    638960 | NS      | $11852708.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                       | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   2571610 | NS      | $63981656.80  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4761142 | NS      | $95080005.74  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                   | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    638960 | NS      | $15686468.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                          | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |   1597228 | NS      | $28909826.80  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING          | Chatham Lodging Trust                             | CUSIP: 16208T201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    386555 | NS      | $8140848.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    840076 | NS      | $16751115.44  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MTGE INVESTMENT | PennyMac Mortgage Investment Trust                | CUSIP: 70931T707<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    550981 | NS      | $14044505.69  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG OPERATING GROUP II   | TPG Operating Group II LP                         | CUSIP: 872652102<br>LEI: 2549001H9RJQNZT7MU11 | Long             | EP               | CORP              | US        |   1277843 | NS      | $32993906.26  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                   | Sempra                                            | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   2419860 | NS      | $55317999.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT         | City Office REIT Inc                              | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | CA        |    357838 | NS      | $9017553.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    278776 | NS      | $344090429.04 | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST INC         | Adamas Trust Inc                                  | CUSIP: 649604881<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    499011 | NS      | $11132935.41  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                            | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1597228 | NS      | $41144593.28  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1928755 | NS      | $33328886.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MTGE INVESTMENT | PennyMac Mortgage Investment Trust                | CUSIP: 70931T301<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    375013 | NS      | $9240320.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                 | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   1916689 | NS      | $50773091.61  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP  | Wintrust Financial Corp                           | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |   1358100 | NS      | $36885996.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST II             | SCE Trust II                                      | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    702844 | NS      | $12053774.60  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP   | Synovus Financial Corp                            | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |   1117998 | NS      | $29459247.30  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                     | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |   1437573 | NS      | $35076781.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                      | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1277843 | NS      | $33798947.35  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FIN      | KKR Real Estate Finance Trust Inc                 | CUSIP: 48251K209<br>LEI: 549300K23AYZDZ2REL62 | Long             | EP               | CORP              | US        |   1047012 | NS      | $20573785.80  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    578523 | NS      | $11825010.12  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505179<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2115797 | NS      | $54100929.29  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MTGE INVESTMENT | PennyMac Mortgage Investment Trust                | CUSIP: 70931T400<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    622922 | NS      | $15448465.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3395822 | NS      | $60343756.94  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC        | MFA Financial Inc                                 | CUSIP: 55272X706<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    377675 | NS      | $9490972.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC         | Saul Centers Inc                                  | CUSIP: 804395879<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    354212 | NS      | $8292102.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2155317 | NS      | $40045789.86  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    158478 | NS      | $202851840.00 | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                          | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |   1102157 | NS      | $24082130.45  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1597228 | NS      | $41687650.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                  | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1262991 | NS      | $28606746.15  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                      | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |   1916689 | NS      | $50293919.36  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL      | Ellington Financial Inc                           | CUSIP: 28852N208<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |    367422 | NS      | $9214943.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                   | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |    894460 | NS      | $21270258.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC       | Voya Financial Inc                                | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |    958344 | NS      | $22952338.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC INC                  | QVC Inc                                           | CUSIP: 747262400<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |   1598068 | NS      | $16140486.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES  | Summit Hotel Properties Inc                       | CUSIP: 866082704<br>LEI: 254900OBQWJK6X20LS71 | Long             | EP               | CORP              | US        |    326205 | NS      | $6276184.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                             | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |    367422 | NS      | $8854870.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC INC                  | QVC Inc                                           | CUSIP: 747262301<br>LEI: 549300WBLU5NKPX5X472 | Long             | EP               | CORP              | US        |    733986 | NS      | $7413258.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    486550 | NS      | $12124826.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST INC         | Adamas Trust Inc                                  | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |    468038 | NS      | $10647864.50  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FIN I UK PLC  | Brookfield Finance I UK Plc                       | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |    726818 | NS      | $11374701.70  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC             | Strategy Inc                                      | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |   2237529 | NS      | $217174564.74 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIF HOLDING | Compass Diversified Holdings                      | CUSIP: 20451Q401<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    643191 | NS      | $11834714.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY  | Algonquin Power & Utilities Corp                  | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |   1117998 | NS      | $28508949.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES           | EPR Properties                                    | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    489439 | NS      | $10591459.96  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMCO REALTY CORP        | Kimco Realty Corp                                 | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |    716717 | NS      | $15330576.63  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD OAKTREE HLDGS | Brookfield Oaktree Holdings LLC                   | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |    747674 | NS      | $16172188.62  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL SHIP LEASE INC    | Global Ship Lease Inc                             | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EP               | CORP              | GB        |    348058 | NS      | $9575075.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NY COMUNITY CAP TRUST V  | New York Community Capital Trust V                | CUSIP: 64944P307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    231596 | NS      | $9231416.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3194532 | NS      | $78234088.68  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                   | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |    600304 | NS      | $8944529.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP           | Albemarle Corp                                    | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |   3673761 | NS      | $139162066.68 | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                          | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1197921 | NS      | $29325106.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                              | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    326199 | NS      | $7251403.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                             | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   2954864 | NS      | $60574712.00  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WAFD INC                 | WaFd Inc                                          | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    950729 | NS      | $15477868.12  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT      | Annaly Capital Management Inc                     | CUSIP: 035710821<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |    799829 | NS      | $20867538.61  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    867020 | NS      | $18580238.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2767255 | NS      | $69900861.30  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST INC | TPG RE Finance Trust Inc                          | CUSIP: 87266M206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    642841 | NS      | $11410427.75  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                          | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |    958345 | NS      | $24476131.30  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC    | Entergy Louisiana LLC                             | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |    862514 | NS      | $18285296.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                        | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   3993145 | NS      | $76947904.15  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY    | Tennessee Valley Authority                        | CUSIP: 880591300<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |    819234 | NS      | $19546923.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1437573 | NS      | $28377691.02  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC             | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |    796738 | NS      | $13472839.58  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1805624 | NS      | $31724813.68  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP   | Bank of New York Mellon Corp/The                  | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   1599708 | NS      | $41224475.16  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC             | Strategy Inc                                      | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |    954755 | NS      | $75148766.05  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                       | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |    958329 | NS      | $24169057.38  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   2715303 | NS      | $68289870.45  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC             | Comerica Inc                                      | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |   1279819 | NS      | $32289833.37  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2811982 | NS      | $58995382.36  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIE | Armada Hoffler Properties Inc                     | CUSIP: 04208T207<br>LEI: 549300WQRSIV6XZT9313 | Long             | EP               | CORP              | US        |    550856 | NS      | $12135357.68  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMER MAC               | Federal Agricultural Mortgage Corp                | CUSIP: 313148868<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |    326201 | NS      | $7665723.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS INC                  | CHS Inc                                           | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1653131 | NS      | $42402810.15  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO INC             | WesBanco Inc                                      | CUSIP: 950810705<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    479230 | NS      | $12114934.40  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                   | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   1804881 | NS      | $46547880.99  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MTGE INVESTMENT | PennyMac Mortgage Investment Trust                | CUSIP: 70931T806<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |    338077 | NS      | $8573632.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                        | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   2156265 | NS      | $37777762.80  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST  | Pebblebrook Hotel Trust                           | CUSIP: 70509V704<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    483038 | NS      | $9757367.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L | RenaissanceRe Holdings Ltd                        | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |   1597228 | NS      | $26753569.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION  | First Busey Corp                                  | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    686806 | NS      | $17547893.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC             | KKR & Co Inc                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   4132866 | NS      | $216355535.10 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    554632 | NS      | $9312271.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    902441 | NS      | $15224179.67  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP       | Rithm Capital Corp                                | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |   1270092 | NS      | $31269665.04  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS | Sunstone Hotel Investors Inc                      | CUSIP: 867892804<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EP               | CORP              | US        |    373161 | NS      | $7948329.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIDEN HOLDINGS NA LTD   | Maiden Holdings North America Ltd                 | CUSIP: 56029Q408<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    487099 | NS      | $8538845.47   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP       | Rithm Capital Corp                                | CUSIP: 64828T706<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |   1485421 | NS      | $36481939.76  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc               | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |   2795100 | NS      | $71973825.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP    | Stifel Financial Corp                             | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |    718692 | NS      | $17284542.60  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                   | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   3194532 | NS      | $67021281.36  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC             | KKR & Co Inc                                      | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |   1884803 | NS      | $48910637.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                  | KeyCorp                                           | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1597228 | NS      | $40202228.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| ASPEN INSURANCE HLDG LTD | Aspen Insurance Holdings Ltd                      | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    718692 | NS      | $18118225.32  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                 | SLM Corp                                          | CUSIP: 78442P502<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    202215 | NS      | $15437093.10  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3194532 | NS      | $82770324.12  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                        | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |    407782 | NS      | $7625523.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MAIDEN HOLDING LTD       | Maiden Holdings Ltd                               | CUSIP: 560292302<br>LEI: 5493000GQUKNWGNXRZ91 | Long             | EP               | CORP              | BM        |    351391 | NS      | $5306004.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSSIL GROUP INC         | Fossil Group Inc                                  | CUSIP: 34988V304<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EP               | CORP              | US        |    479229 | NS      | $8846567.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BANCORP         | Old National Bancorp/IN                           | CUSIP: 68003D204<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |    352351 | NS      | $8949715.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    734729 | NS      | $15017860.76  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH INC    | CTO Realty Growth Inc                             | CUSIP: 22948Q200<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EP               | CORP              | US        |    379472 | NS      | $8082791.55   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECT CAPITAL CORP    | Prospect Capital Corp                             | CUSIP: 74348T565<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EP               | CORP              | US        |    419309 | NS      | $6901826.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                               | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |    599139 | NS      | $10514889.45  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                       | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   1916689 | NS      | $46077203.56  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                | PG&E Corp                                         | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |   2571610 | NS      | $101270001.80 | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                         | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1197921 | NS      | $21682370.10  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3194532 | NS      | $79959135.96  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                               | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    638960 | NS      | $15411715.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ATHENE HOLDING LTD       | Athene Holding Ltd                                | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |   1102151 | NS      | $24203235.96  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAPEAK LLC              | Seapeak LLC                                       | CUSIP: 000000000<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | BM        |    369662 | NS      | $9437470.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST  | Pebblebrook Hotel Trust                           | CUSIP: 70509V605<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    354212 | NS      | $7158624.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FAT BRANDS INC           | FAT Brands Inc                                    | CUSIP: 30258N501<br>LEI: 549300TZCVF3UHX37729 | Long             | EP               | CORP              | US        |    700737 | NS      | $1667754.06   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5943757 | NS      | $120479954.39 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VIII           | SCE Trust VIII                                    | CUSIP: 80620A208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1117998 | NS      | $24327636.48  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T | Diversified Healthcare Trust                      | CUSIP: 25525P305<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    798614 | NS      | $14071578.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR CAPITAL TRUST II | Popular Capital Trust II                          | CUSIP: 73317H206<br>LEI: N/A                  | Long             | EP               | CORP              | PR        |    329415 | NS      | $8297963.85   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP     | AGNC Investment Corp                              | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |   1836881 | NS      | $46583302.16  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORP    | Fulton Financial Corp                             | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |    633794 | NS      | $12466727.98  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR | Babcock & Wilcox Enterprises Inc                  | CUSIP: 05614L308<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    330458 | NS      | $8294495.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC              | MetLife Inc                                       | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |   3194532 | NS      | $66637937.52  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    469072 | NS      | $8025821.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   2834642 | NS      | $51562137.98  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY DIGITAL INFRA INC  | Array Digital Infrastructure Inc                  | CUSIP: 911684884<br>LEI: 549300B164AZXESI6E03 | Long             | EP               | CORP              | US        |    333971 | NS      | $6271975.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC  | Goldman Sachs Group Inc/The                       | CUSIP: 38144X609<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    638960 | NS      | $13456497.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC      | Shift4 Payments Inc                               | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    798614 | NS      | $75764510.18  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROP PFD LP   | Brookfield Property Preferred LP                  | CUSIP: 000000000<br>LEI: 254900N07TR905Y0G344 | Long             | EP               | CORP              | CA        |   2143931 | NS      | $33852670.49  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FIN CO IX LLC  | KKR Group Finance Co IX LLC                       | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1597579 | NS      | $29171792.54  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                              | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    547451 | NS      | $12837725.95  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                 | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |    958344 | NS      | $19962305.52  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLUNA HOLDINGS INC      | Soluna Holdings Inc                               | CUSIP: 583543202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    396438 | NS      | $2703707.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TENN VALLEY AUTHORITY    | Tennessee Valley Authority                        | CUSIP: 880591409<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |    665643 | NS      | $15682549.08  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                         | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1136425 | NS      | $13841656.50  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                  | CUSIP: 084423706<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    591037 | NS      | $13676596.18  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP       | Ready Capital Corp                                | CUSIP: 75574U887<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |    373335 | NS      | $5764292.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST  | Pebblebrook Hotel Trust                           | CUSIP: 70509V886<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    638960 | NS      | $11520448.80  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    598161 | NS      | $13039909.80  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                     | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    909214 | NS      | $16465865.54  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP      | Fifth Third Bancorp                               | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    798614 | NS      | $16531309.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC  | Entergy Mississippi LLC                           | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |    830499 | NS      | $17947083.39  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP   | Webster Financial Corp                            | CUSIP: 947890703<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |    440286 | NS      | $11037970.02  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOC BANC-CORP          | Associated Banc-Corp                              | CUSIP: 045487402<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |    345904 | NS      | $7322787.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    396872 | NS      | $8330343.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    910421 | NS      | $22278001.87  | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                         | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1836880 | NS      | $24852986.40  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                        | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |   3122590 | NS      | $62764059.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MGMT      | Annaly Capital Management Inc                     | CUSIP: 035710862<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |   1357652 | NS      | $34104218.24  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QWEST CORP               | Qwest Corp                                        | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |   2108342 | NS      | $43326428.10  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP    | Lincoln National Corp                             | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |   1577620 | NS      | $42075125.40  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARDS CAP TRUST I     | Dillard's Capital Trust I                         | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    638960 | NS      | $16625739.20  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT | Apollo Global Management Inc                      | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |   2295986 | NS      | $161361896.08 | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS&ELEC         | Pacific Gas and Electric Co                       | CUSIP: 694308206<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | EP               | CORP              | US        |    343508 | NS      | $7560611.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC  | DigitalBridge Group Inc                           | CUSIP: 25401T504<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |    670387 | NS      | $14983149.45  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2623118 | NS      | $55924875.76  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO | Capital One Financial Corp                        | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1357651 | NS      | $23921810.62  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP       | UMB Financial Corp                                | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |    958344 | NS      | $26632379.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP        | Agree Realty Corp                                 | CUSIP: 008492209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    563661 | NS      | $10230447.15  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST  | Pebblebrook Hotel Trust                           | CUSIP: 70509V803<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EP               | CORP              | US        |    740767 | NS      | $14741263.30  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC     | Global Net Lease Inc                              | CUSIP: 379378508<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |    633576 | NS      | $15826728.48  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1705122 | NS      | $42798562.20  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVS TRST | Federal Realty Investment Trust                   | CUSIP: 313745200<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EP               | CORP              | US        |    483038 | NS      | $10337013.20  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP     | Two Harbors Investment Corp                       | CUSIP: 90187B309<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    811330 | NS      | $18749836.30  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC    | B Riley Financial Inc                             | CUSIP: 05580M827<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    329948 | NS      | $7852762.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST CITIZENS BANCSHARE | First Citizens BancShares Inc/NC                  | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |   1102151 | NS      | $24434687.67  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    750370 | NS      | $13153986.10  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART | Brookfield Property Partners LP                   | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | US        |    798614 | NS      | $12035112.98  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VI             | SCE Trust VI                                      | CUSIP: 78410V200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1517382 | NS      | $25856189.28  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP     | Hancock Whitney Corp                              | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |    550980 | NS      | $13510029.60  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION     | M&T Bank Corp                                     | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    798627 | NS      | $19829908.41  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CHS INC                  | CHS Inc                                           | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |   1341727 | NS      | $33435836.84  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                      | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    559038 | NS      | $13137393.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC | Prudential Financial Inc                          | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |   1804882 | NS      | $44887415.34  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC | Digital Realty Trust Inc                          | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |    670845 | NS      | $15878901.15  | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T INC                 | AT&T Inc                                          | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |   3833415 | NS      | $80310044.25  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS L | RenaissanceRe Holdings Ltd                        | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |    798614 | NS      | $18791387.42  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD          | SiriusPoint Ltd                                   | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EP               | CORP              | BM        |    619741 | NS      | $15716631.76  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                  | KeyCorp                                           | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1437574 | NS      | $33021074.78  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                     | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    878536 | NS      | $15840004.08  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC GROUP INC            | QVC Group Inc                                     | CUSIP: 74915M308<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EP               | CORP              | US        |   1015623 | NS      | $6926548.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATL BANCORP         | Old National Bancorp/IN                           | CUSIP: 68003D303<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |    399628 | NS      | $10050644.20  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE FINANCE LLC      | Carlyle Finance LLC                               | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1597228 | NS      | $28718159.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2645488 | NS      | $47803968.16  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INV CORP     | Two Harbors Investment Corp                       | CUSIP: 90187B507<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    771547 | NS      | $18571136.29  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL      | Ellington Financial Inc                           | CUSIP: 28852N406<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |    326205 | NS      | $8073573.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   3194532 | NS      | $62580881.88  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST        | RLJ Lodging Trust                                 | CUSIP: 74965L200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1028623 | NS      | $25952158.29  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CION INVESTMENT CORP     | CION Investment Corp                              | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |    479237 | NS      | $12110318.99  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY NEW ORLEANS LLC  | Entergy New Orleans LLC                           | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |    351384 | NS      | $7990472.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP  | Valley National Bancorp                           | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |    367422 | NS      | $9339867.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    798614 | NS      | $14095537.10  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARE | Dime Community Bancshares Inc                     | CUSIP: 25432X201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    457623 | NS      | $8768056.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP        | Merchants Bancorp/IN                              | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |    464824 | NS      | $11546228.16  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP    | Truist Financial Corp                             | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   1836897 | NS      | $42377213.79  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRA FIN ULC | Brookfield Infrastructure Finance ULC             | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |    502662 | NS      | $12315219.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP      | Bank of Hawaii Corp                               | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |    552285 | NS      | $14442252.75  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                | Spire Inc                                         | CUSIP: 84857L309<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |    798614 | NS      | $19893474.74  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    489439 | NS      | $11036849.45  | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OZK                 | Bank OZK                                          | CUSIP: 06417N202<br>LEI: 549300VYK2WBD7SST478 | Long             | EP               | CORP              | US        |   1117998 | NS      | $19497885.12  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP           | Brunswick Corp/DE                                 | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |    734729 | NS      | $18404961.45  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST IV             | SCE Trust IV                                      | CUSIP: 78409G206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1038267 | NS      | $24285065.13  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                           | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   2395918 | NS      | $60017745.90  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORP       | First Horizon Corp                                | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |    489433 | NS      | $9054510.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                  | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    958360 | NS      | $17969250.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST V              | SCE Trust V                                       | CUSIP: 78409W201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    958344 | NS      | $22664835.60  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC       | NextEra Energy Inc                                | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |   2395918 | NS      | $112680023.54 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR | New Mountain Finance Corp                         | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |    367422 | NS      | $9288428.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| COREBRIDGE FINANCIAL INC | Corebridge Financial Inc                          | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |   1916689 | NS      | $47054714.95  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP     | Bank of America Corp                              | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1348418 | NS      | $27602116.46  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS | Braemar Hotels & Resorts Inc                      | CUSIP: 10482B200<br>LEI: 549300JDUUEBN868C776 | Long             | EP               | CORP              | US        |    245763 | NS      | $3991191.12   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORP  | Chimera Investment Corp                           | CUSIP: 16934Q307<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    473055 | NS      | $10468707.15  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP | Atlanticus Holdings Corp                          | CUSIP: 04914Y409<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    541085 | NS      | $13943760.45  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO              | Southern Co/The                                   | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |   1437573 | NS      | $32661658.56  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE TRUST VII            | SCE Trust VII                                     | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1756958 | NS      | $40937121.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE INVESTMENT COR | Gladstone Investment Corp                         | CUSIP: 376546883<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    438827 | NS      | $10400199.90  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    958344 | NS      | $21083568.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNEX CAPITAL INC        | Dynex Capital Inc                                 | CUSIP: 26817Q878<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EP               | CORP              | US        |    356120 | NS      | $9326782.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP   | Regions Financial Corp                            | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |   1277829 | NS      | $23703727.95  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES | Texas Capital Bancshares Inc                      | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |    958344 | NS      | $20460644.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |    894460 | NS      | $20411577.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL   | NextEra Energy Capital Holdings Inc               | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |   2196321 | NS      | $53392563.51  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   6357005 | NS      | $120020254.40 | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY       | Ford Motor Co                                     | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |   1916689 | NS      | $45847200.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                              | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    958370 | NS      | $14327631.50  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT CAPITAL BDC INC | Crescent Capital BDC Inc                          | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    356501 | NS      | $8898264.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC       | NextEra Energy Inc                                | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |   3194532 | NS      | $159311310.84 | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC   | Banc of California Inc                            | CUSIP: 05990K841<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EP               | CORP              | US        |   1639645 | NS      | $40991125.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY    | Wells Fargo & Co                                  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3180907 | NS      | $62313968.13  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                   | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    407782 | NS      | $9383063.82   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO      | JPMorgan Chase & Co                               | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5924764 | NS      | $150252015.04 | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE INVESTMENT COR | Gladstone Investment Corp                         | CUSIP: 376546800<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |    408662 | NS      | $10277849.30  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP      | Charles Schwab Corp/The                           | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   1916698 | NS      | $37663115.70  | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| NATIONAL RURAL UTIL COOP | National Rural Utilities Cooperative Finance Corp | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |    798614 | NS      | $19350417.22  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR | Babcock & Wilcox Enterprises Inc                  | CUSIP: 05614L407<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |    612497 | NS      | $9793827.03   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                         | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1357651 | NS      | $22414818.01  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                     | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    958268 | NS      | $21331045.68  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES           | EPR Properties                                    | CUSIP: 26884U307<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |    280993 | NS      | $8868139.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B RILEY FINANCIAL INC    | B Riley Financial Inc                             | CUSIP: 05580M793<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |    632354 | NS      | $11995755.38  | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ARBOR REALTY TRUST INC   | Arbor Realty Trust Inc                            | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |    905839 | NS      | $20471961.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EL PASO ENERGY CAP TRST  | El Paso Energy Capital Trust I                    | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    352224 | NS      | $17579499.84  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    570751 | NS      | $10964126.71  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD FINANCE INC   | Brookfield Finance Inc                            | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |   1279649 | NS      | $20410401.55  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKLEY (WR) CORPORATION | W R Berkley Corp                                  | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |    958344 | NS      | $20508561.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN | Brighthouse Financial Inc                         | CUSIP: 10922N509<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |   1285710 | NS      | $21304214.70  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE LAND CORP      | Gladstone Land Corp                               | CUSIP: 376549309<br>LEI: 54930002B3Q17H38FG74 | Long             | EP               | CORP              | US        |    462001 | NS      | $9009019.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK GLOBAL         | BLACKROCK GLOBAL                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  57042856 | NS      | $57071377.44  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE           | Public Storage                                    | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |   1389650 | NS      | $23721325.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE | First Citizens BancShares Inc/NC                  | CUSIP: 31959X202<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |    638960 | NS      | $14184912.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| STATE STREET CORP        | State Street Corp                                 | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   1597228 | NS      | $37151523.28  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIA | National Storage Affiliates Trust                 | CUSIP: 637870205<br>LEI: 529900FS06O8GOYNR108 | Long             | EP               | CORP              | US        |    721173 | NS      | $16774483.98  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES    | Huntington Bancshares Inc/OH                      | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1036896 | NS      | $26503061.76  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL      | Synchrony Financial                               | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |   1597228 | NS      | $41336260.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BIP BERMUDA HOLDINGS I   | BIP Bermuda Holdings I Ltd                        | CUSIP: 05554M100<br>LEI: 549300Y8SLOLKXX0MZ44 | Long             | EP               | CORP              | BM        |    957655 | NS      | $16423783.25  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER CO         | Georgia Power Co                                  | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |    862498 | NS      | $20277327.98  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC         | T-Mobile USA Inc                                  | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |   1259013 | NS      | $31223522.40  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP | Citizens Financial Group Inc                      | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |   1437573 | NS      | $29872766.94  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST     | Vornado Realty Trust                              | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    966151 | NS      | $17207149.31  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                    | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1341727 | NS      | $30202274.77  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO         | Hewlett Packard Enterprise Co                     | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |   2395918 | NS      | $162682832.20 | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP            | Allstate Corp/The                                 | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |   1597228 | NS      | $41735567.64  | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| TRITON INTERNATIONAL LTD | Triton International Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    559035 | NS      | $14042959.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC        | MFA Financial Inc                                 | CUSIP: 55272X409<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    649479 | NS      | $13613079.84  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC | F&G Annuities & Life Inc                          | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1102151 | NS      | $28942485.26  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH CAPITAL GROUP LTD   | Arch Capital Group Ltd                            | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |   1597228 | NS      | $28670242.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT    | American Homes 4 Rent                             | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |    367422 | NS      | $8781385.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROU | Affiliated Managers Group Inc                     | CUSIP: 008252835<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |    652332 | NS      | $10489498.56  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LTD | Triton International Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    469072 | NS      | $11783088.64  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY           | Morgan Stanley                                    | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3194532 | NS      | $81460566.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP | American Financial Group Inc/OH                   | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |    489439 | NS      | $10816601.90  | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP          | CMS Energy Corp                                   | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |   2012572 | NS      | $48583488.08  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP               | US Bancorp                                        | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1836881 | NS      | $44599470.68  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO            | DTE Energy Co                                     | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |    734729 | NS      | $13599833.79  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRES COMMERCIAL REALTY  | ACRES Commercial Realty Corp                      | CUSIP: 00489Q201<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EP               | CORP              | US        |    384375 | NS      | $9728531.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP       | Rithm Capital Corp                                | CUSIP: 64828T300<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    343355 | NS      | $8721217.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYS     | Telephone and Data Systems Inc                    | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2204188 | NS      | $43642922.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP     | AGNC Investment Corp                              | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |   1038267 | NS      | $27067620.69  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GROUP  | American National Group Inc                       | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |    958344 | NS      | $24064017.84  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT  | ARMOUR Residential REIT Inc                       | CUSIP: 042315606<br>LEI: 549300K0WA0EJUX74V72 | Long             | EP               | CORP              | US        |    548155 | NS      | $11790814.05  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS  | Brookfield BRP Holdings Canada Inc                | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |    489442 | NS      | $12167528.12  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIF HOLDING | Compass Diversified Holdings                      | CUSIP: 20451Q203<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |    379766 | NS      | $6342092.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer