# EDGAR Filing Document

**Accession Number:** 0001479026
**File Stem:** 0000940400-26-015150
**Filing Date:** 2026-4
**Character Count:** 225134
**Document Hash:** d3d0d79ceb34e2c70415787c5fa6d20f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015150.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015150

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs ETF Trust
- **CENTRAL INDEX KEY:** 0001479026

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23013
- **FILM NUMBER:** 26905653

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198
- **BUSINESS PHONE:** (312) 655-4400

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282-2198

## Series and Classes Contracts Data

### Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF (Series ID: S000084202)

| Class ID   | Class Name                                                          | Ticker Symbol   |
|:---|:---|:---|
| C000248475 | Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF | GPRF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs ETF Trust

- **b. Investment Company Act file number:** 811-23013

- **c. CIK number of Registrant:** 0001479026

- **d. LEI of Registrant:** 549300VEZF7K2ES5WL82

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

  - **Street Address 1:** 200 West Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 312-655-4400

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

- **a. Name of Series:** Goldman Sachs Access U.S. Preferred Stock and Hybrid Securities ETF

- **b. EDGAR series identifier (if any):** S000084202

- **c. LEI of Series:** 98450007D46A49ED8684

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $124281979.33

**Total Liabilities:** $1774243.10

**Net Assets:** $122507736.23

**Cash Not Reported:** $66065.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.45000000 | **1-Year:** 25.66000000 | **5-Year:** 213.45000000 | **10-Year:** 839.27000000 | **30-Year:** 42708.72000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 33.29000000 | **10-Year:** 222.78000000 | **30-Year:** 16615.98000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248475 | 0.38%                | 1.05%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $50498.37                | $-424355.06                                |
| Month 2  | $1384073.05              | $-313515.98                                |
| Month 3  | $16124.07                | $157105.34                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Athene Holding Ltd                                 | ATH V6.625 10/15/54                                                                                                                                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150513.67    | 0.12%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 5.500% SENIOR NOTES ISSUED DUE ON MARCH 1, 2070                                                                                     | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      6154 | NS      | $141234.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES (THE DEPOSITARY SHARES) EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.45% NON-CUMULATIVE PERPETU | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      7333 | NS      | $129060.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.850% SERIES K CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                        | CUSIP: 253868830<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3836 | NS      | $91411.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 6.250% SENIOR NOTES DUE SEPTEMBER 1, 2069                                                                                           | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      2400 | NS      | $59568.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.60% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES H                        | CUSIP: 74460W644<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4327 | NS      | $101641.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                         | LNT V5.75 04/01/56                                                                                                                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    221000 | PA      | $220128.16    | 0.18%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | BK V5.95 PERP                                                                                                                                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331882.50    | 0.27%             | N/A             | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEP SHS EACH REP A 1/40TH OWNERSHIP INT IN SHS OF FIXED-RATE PERPL NON CUMULATIVE PFD STOCK SERIES F                                           | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      7861 | NS      | $171527.02    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 4.50% NON-CUMULATIVE PREFERRED STOCK, SERIES D     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      5560 | NS      | $96521.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                  | NWN V7 09/15/55                                                                                                                                        | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207295.01    | 0.17%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of Hawaii Corp.                               | Bank of Hawaii Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.000% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES B    | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      1873 | NS      | $49765.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V4.15 PERP Y                                                                                                                                         | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239100.00    | 0.20%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 TH INTEREST IN A SHARE OF THE ISSUERS 5.375% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      3133 | NS      | $43016.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.875% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES N                      | CUSIP: 74460W511<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4604 | NS      | $71592.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.000% NOTES DUE DECEMBER 1, 2059                                                                                                   | CUSIP: 345370837<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     13341 | NS      | $280161.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    801000 | PA      | $825030.00    | 0.67%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ace Capital Trust II                               | CB 9.7 04/01/30                                                                                                                                        | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $197551.78    | 0.16%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.200% SERIES L CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                        | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      6376 | NS      | $131919.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc               | GM V6.5 PERP B                                                                                                                                         | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    242000 | PA      | $245932.50    | 0.20%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                         | EVRG V6.65 06/01/55                                                                                                                                    | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199446.30    | 0.16%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC             | APTV V6.875 12/15/54                                                                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $208752.50    | 0.17%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 4.625% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P109<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      6472 | NS      | $96691.68     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | SCHW V4 PERP I                                                                                                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    701000 | PA      | $700123.75    | 0.57%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                              | Brunswick Corporation 6.375% SENIOR UNSECURED FIXED RATE SECURITY DUE ON APRIL 15, 2049                                                                | CUSIP: 117043604<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EP               | CORP              | US        |      3205 | NS      | $79355.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GENWORTH HOLDINGS INC                              | GNW V0 11/15/36                                                                                                                                        | CUSIP: 37247DAG1<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    167000 | PA      | $137884.64    | 0.11%             | 2036-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                          | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    348000 | PA      | $358215.42    | 0.29%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.00% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES R                       | CUSIP: 74460W420<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      6799 | NS      | $109259.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                    | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409046.96    | 0.33%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1201147.50   | 0.98%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.05% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES G                       | CUSIP: 74460W669<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4705 | NS      | $98334.50     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | TFC V6.669 PERP N                                                                                                                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    444000 | PA      | $446220.00    | 0.36%             | N/A             | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                       | CFG V0 PERP B                                                                                                                                          | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    409000 | PA      | $410022.50    | 0.33%             | N/A             | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                          | F&G Annuities & Life Inc. CALLABLE FIXED FOR LIFE JUNIOR SUBORDINATED NOTES DUE JANUARY 15, 2065                                                       | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6399 | NS      | $141033.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Z   | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     28699 | NS      | $570249.13    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Cobank ACB                                         | COBKAC V6.25 PERP I                                                                                                                                    | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     86000 | PA      | $86215.00     | 0.07%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. 5.625% NON-CUMULATIVE PREFERRED STOCK, SERIES E                                                                                           | CUSIP: 59156R876<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     12632 | NS      | $304431.20    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                      | NI V6.375 03/31/55                                                                                                                                     | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192956.57    | 0.16%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | SCHW V5 PERP F                                                                                                                                         | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    438000 | PA      | $435262.50    | 0.36%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                    | Brookfield Property Partners LP 5.750% CLASS A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED UNITS SERIES 3                                                | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |      4556 | NS      | $62872.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEP SHS EA REP A 1/1000 TH INT IN SHS SER K NON CUM PER PFD STK                                                                          | CUSIP: 902973759<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     10545 | NS      | $247491.15    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 4.45% SERIES O CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5464 | NS      | $81905.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | TFC V5.125 PERP M                                                                                                                                      | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220275.00    | 0.18%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.450% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES | CUSIP: 229899307<br>LEI: 529900V2E9G9AY665O34 | Long             | EP               | CORP              | US        |      2780 | NS      | $49845.40     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.125% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES M                      | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4748 | NS      | $79671.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V5.75 07/15/80 20-A                                                                                                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    137000 | PA      | $139618.55    | 0.11%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                           | PPL V0 03/30/67 A                                                                                                                                      | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147882.50    | 0.12%             | 2067-03-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated 5.75% FIXED-TO-FLOATING RATE SUBORDINATED DEBENTURES DUE 2056                                               | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      7429 | NS      | $185947.87    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/4000TH INTEREST IN A SHARE OF PERPETUAL PREFERRED STOCK, SERIES I                      | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      3164 | NS      | $61666.36     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES A                                                                                    | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     11025 | NS      | $238691.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      7813 | NS      | $128914.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES I                                                                         | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     18453 | NS      | $467414.49    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V6.75 06/15/54                                                                                                                                     | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    404000 | PA      | $429918.01    | 0.35%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WaFd Inc                                           | WaFd Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.875% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A     | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5560 | NS      | $91184.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MetLife Inc. 4.75% DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES  | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     18710 | NS      | $365780.50    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Assurant Inc.                                      | Assurant Inc. 5.25% SUBORDINATED NOTES DUE JANUARY 15, 2061                                                                                            | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      4604 | NS      | $94474.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.700% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETU | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      9336 | NS      | $229105.44    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 4.875% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      4748 | NS      | $75160.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 5.15% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES F                       | CUSIP: 74460W685<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4145 | NS      | $86671.95     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley 1/1000TH DEPOSITARY SHARES OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES A                                                    | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     20789 | NS      | $411622.20    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                       | CFG V6.375 PERP C                                                                                                                                      | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151377.50    | 0.12%             | N/A             | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES L NON-CUMULATIVE PERPETUAL PREFERRED STOCK                 | CUSIP: 902973734<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      9363 | NS      | $145969.17    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.950% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES Q                      | CUSIP: 74460W446<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2972 | NS      | $47254.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS Capital Holdings Limited                      | AXIS Capital Holdings Limited DEPOSITARY SHARES EACH REPRESENTING 1/100 TH INTEREST IN A 5.50% SERIES E PREFERRED SHARE                                | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      8391 | NS      | $171092.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Net Lease Inc                               | Global Net Lease Inc 7.25% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                              | CUSIP: 379378300<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EP               | CORP              | US        |      3116 | NS      | $72291.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    502000 | PA      | $520046.15    | 0.42%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $286398.22    | 0.23%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                          | AES V6.95 07/15/55                                                                                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     73000 | PA      | $70891.61     | 0.06%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fulton Financial Corporation                       | Fulton Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |      3692 | NS      | $71034.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co.                                       | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    538000 | PA      | $533362.17    | 0.44%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Partners LP                    | Brookfield Property Partners LP 6.50% CLASS A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED UNITS SERIES 1                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |      3356 | NS      | $53796.68     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | EPD V0 08/16/77 D                                                                                                                                      | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    263000 | PA      | $263400.81    | 0.22%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                       | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170524.03    | 0.14%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                  | PNC V6.25 PERP W                                                                                                                                       | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    522000 | PA      | $542227.50    | 0.44%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                   | AEP V3.875 02/15/62                                                                                                                                    | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    547000 | PA      | $539136.88    | 0.44%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.625% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES L                      | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4704 | NS      | $88058.88     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | STT V6.45 PERP                                                                                                                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    536000 | PA      | $560790.00    | 0.46%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | HBAN V6.25 PERP K                                                                                                                                      | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    259000 | PA      | $260942.50    | 0.21%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | BK V3.75 PERP I                                                                                                                                        | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158200.00    | 0.13%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 5.75% SERIES A CUMULATIVE REDEEMABLE PERPETUAL PREFERRED STOCK | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     16741 | NS      | $418692.41    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.500% SERIES H NON-CUMULATIVE PERPETUAL PREFE | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      9153 | NS      | $163289.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                          | CRBG V6.375 09/15/54                                                                                                                                   | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158271.83    | 0.13%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                  | The Hartford Insurance Group Inc. DEP SHS REP 1/1000TH INT SHS OF 6% NON CUM PFD STK SER G                                                             | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |      6464 | NS      | $162117.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H758<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     12413 | NS      | $213379.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | EPD V5.25 08/16/77 E                                                                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    417000 | PA      | $417090.91    | 0.34%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd JUNIOR SUBORDINATED DEBENTURES DUE ON MARCH 30, 2064                                                                                | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      8193 | NS      | $205644.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V3.8 03/15/82                                                                                                                                      | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    266000 | PA      | $261742.94    | 0.21%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V4.35 PERP C                                                                                                                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249812.50    | 0.20%             | N/A             | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brookfield BRP Holdings (Canada) Inc.              | Brookfield BRP Holdings (Canada) Inc. 7.250% PERPETUAL SUBORDINATED NOTES                                                                              | CUSIP: 11259P307<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      2780 | NS      | $68860.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.375% FIXED-RATE NON-CUMULATIVE PERPETUAL PREFERRED | CUSIP: 174610600<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      5496 | NS      | $144270.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                | ETR V5.875 06/15/56 ..                                                                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    206000 | PA      | $206936.27    | 0.17%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V0 10/01/66                                                                                                                                        | CUSIP: 302570AW6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38115.00     | 0.03%             | 2066-10-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                        | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    339000 | PA      | $358084.34    | 0.29%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES CC   | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     18453 | NS      | $335660.07    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BAC Capital Trust XIV                              | BAC V0 PERP G                                                                                                                                          | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |    109000 | PA      | $89652.50     | 0.07%             | N/A             | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | COF V3.95 PERP M                                                                                                                                       | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    572000 | PA      | $568425.00    | 0.46%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                   | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    436000 | PA      | $437810.49    | 0.36%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.000% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES P                      | CUSIP: 74460W461<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      9710 | NS      | $156233.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 5.875% NON-CUMULATIVE PREFERRED STOCK.                                                                                           | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11073 | NS      | $278375.22    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton International Limited                       | Triton International Limited 8.00% SERIES B CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2300 | NS      | $58443.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | NRUC V5.25 04/20/46                                                                                                                                    | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    294000 | PA      | $294009.70    | 0.24%             | 2046-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | MS V5.875 PERP M                                                                                                                                       | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200500.00    | 0.16%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | WFC 5.95 12/15/36 *                                                                                                                                    | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    447000 | PA      | $476846.64    | 0.39%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES O NON-CUMULATIVE PERPETUAL PREFERRED STOCK       | CUSIP: 89832Q745<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     10545 | NS      | $230724.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS V6.75 12/10/54                                                                                                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    177000 | PA      | $185033.50    | 0.15%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | VOD V7 04/04/79                                                                                                                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    837000 | PA      | $886173.75    | 0.72%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC              | BIP V6.75 03/15/55                                                                                                                                     | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    246000 | PA      | $251494.53    | 0.21%             | 2055-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.55% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B580<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     20239 | NS      | $395470.06    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                | ETR V6.1 06/15/56                                                                                                                                      | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243051.03    | 0.20%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                             | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    303000 | PA      | $319494.71    | 0.26%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                   | AEP V6.05 03/15/56 D                                                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    716000 | PA      | $720301.01    | 0.59%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation            | AQNCN V4.75 01/18/82                                                                                                                                   | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $442218.75    | 0.36%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.625% NON-CUMULATIVE PREFERRED STOCK, S | CUSIP: 10922N889<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      5418 | NS      | $66695.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES M NON-CUMULATIVE PERPETUAL PREFERRED STOCK                   | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     13967 | NS      | $232969.56    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. 6.250% JUNIOR SUBORDINATED DEBENTURES DUE SEPTEMBER 15, 2058                                                                | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      5899 | NS      | $104117.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS EACH REP A 1/1,000TH INT IN A SHARE OF BANK OF AMERICA CORP 5.375% NON-CUMULATIVE PREFERRED STOCK, SERIES KK             | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     17881 | NS      | $406435.13    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                 | VOYA V7.758 PERP A                                                                                                                                     | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97002.50     | 0.08%             | N/A             | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp 5.625% JUNIOR SUBORDINATED DEBENTURES DUE 2078                                                                                        | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |      8156 | NS      | $200963.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 5.625% JUNIOR SUBORDINATED NOTES DUE 2058                                                                                   | CUSIP: 744320805<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     10515 | NS      | $254463.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS V7 03/10/55                                                                                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    956000 | PA      | $1000968.81   | 0.82%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                 | VOYA V4.7 01/23/48                                                                                                                                     | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106086.86    | 0.09%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 4.875% NON-CUMULATIVE PREFERRED STOCK SERIES L                              | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      9201 | NS      | $192024.87    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp FIXED-RATE RESET SUBORDINATED NOTES DUE MARCH 1, 2033                                                                             | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      5080 | NS      | $126288.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc.                          | F&G Annuities & Life Inc. 7.95% SENIOR NOTES DUE 12/15/2053                                                                                            | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2125 | NS      | $53762.50     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                      | TRPCN V0 05/15/67                                                                                                                                      | CUSIP: 89352HAC3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $442260.00    | 0.36%             | 2067-05-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 6.250% JUNIOR SUBORDINATED DEBENTURES DUE ON OCTOBER 1, 2085                                                                            | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      7376 | NS      | $184768.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton International Limited                       | Triton International Limited 7.375% SERIES C CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      3212 | NS      | $79657.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co.                                       | Southern Co. SERIES 2017B 5.25% JUNIOR SUBORDINATED NOTES DUE DECEMBER 1, 2077                                                                         | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8341 | NS      | $184669.74    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.75% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES K                        | CUSIP: 74460W578<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4220 | NS      | $81446.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE PERPETUAL NON-CUMULATIVE PREFERRED STOCK, | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      9201 | NS      | $232693.29    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. FIXED JUNIOR SUBORDINATED NOTES DUE MARCH 30, 2064                                                                     | CUSIP: 008252827<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      7333 | NS      | $180758.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V6.5 08/15/55 .                                                                                                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    534000 | PA      | $567365.92    | 0.46%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                       | Southern Co. CALLABLE JUNIOR SUBORDINATED NOTES DUE 10/15/2060                                                                                         | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      9839 | NS      | $180447.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Globe Life Inc                                     | Globe Life Inc 4.250% JUNIOR SUBORDINATED DEBENTURES DUE JUNE 15, 2061                                                                                 | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |      6088 | NS      | $103130.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Mellon Capital IV                                  | BK V0 PERP 1                                                                                                                                           | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $155610.00    | 0.13%             | N/A             | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                             | CNP V6.7 05/15/55                                                                                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116490.34    | 0.10%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    299000 | PA      | $305594.89    | 0.25%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation 4.125% SUBORDINATED DEBENTURES DUE MARCH 30, 2061                                                                             | CUSIP: 084423870<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5560 | NS      | $95187.20     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES AA  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     21476 | NS      | $418782.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V5.7 09/15/48                                                                                                                                      | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    584000 | PA      | $591468.78    | 0.48%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 3.900% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES O                      | CUSIP: 74460W487<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3164 | NS      | $49991.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                  | PNC V5 PERP S                                                                                                                                          | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    439000 | PA      | $442841.25    | 0.36%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                         | COBKAC V6.45 PERP K                                                                                                                                    | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $251250.00    | 0.21%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | TFC V5.1 PERP Q                                                                                                                                        | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    697000 | PA      | $706583.75    | 0.58%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     24209 | NS      | $475464.76    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.875% FIXED-RATE PERPETUAL NON-CUMULATIVE PREFE | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      8587 | NS      | $144261.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | DUK V3.25 01/15/82                                                                                                                                     | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75460.00     | 0.06%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                             | CNP V5.95 04/01/56                                                                                                                                     | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    194000 | PA      | $195658.22    | 0.16%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Axa SA                                             | AXASA 8.6 12/15/30                                                                                                                                     | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    358000 | PA      | $422259.57    | 0.34%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF THE COMPANYS 8.25% FIXED-RATE RESET SERIES D NON-CUM  | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      2396 | NS      | $60978.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                          | Corebridge Financial Inc. 6.375% JUNIOR SUBORDINATED NOTES DUE DECEMBER 15,2064.                                                                       | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      9558 | NS      | $224995.32    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. 5.875% JUNIOR SUBORDINATED NOTES DUE MARCH 30, 2059                                                                    | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      5560 | NS      | $117649.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                  | Agree Realty Corp DEPOSITARY SHARES EACH REPRESENTING 1/1000TH OF A SHARE OF 4.250% SERIES A CUMULATIVE REDEEMABLE PREFERRED STOCK                     | CUSIP: 008492209<br>LEI: 98450090H010B37OEB68 | Long             | EP               | CORP              | US        |      3212 | NS      | $55696.08     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                      | NI V6.95 11/30/54                                                                                                                                      | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    157000 | PA      | $164388.18    | 0.13%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    296000 | PA      | $299834.98    | 0.24%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET F 11/01/66 *                                                                                                                                        | CUSIP: 29273RBA6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89018.16     | 0.07%             | 2066-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | MS V0 PERP N                                                                                                                                           | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231150.00    | 0.19%             | N/A             | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.600% NON-CUMULATIVE PREFERRED STOCK,SERIES A       | CUSIP: 10922N301<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      6601 | NS      | $110830.79    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bell Canada                                        | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    387000 | PA      | $411707.24    | 0.34%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEP SHS EACH REPRESENTING 1/1000 OF A 4.700% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST, SERIES J                                | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      3904 | NS      | $73785.60     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | COF V5.5 PERP O                                                                                                                                        | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102041.36    | 0.08%             | N/A             | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPM V6.875 PERP NN                                                                                                                                     | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    806000 | PA      | $853352.50    | 0.70%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                             | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    391000 | PA      | $408516.60    | 0.33%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                       | Southern Co. CALLABLE JUNIOR SUBORDINATED NOTES DUE MARCH 15, 2085                                                                                     | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8423 | NS      | $219419.15    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                     | Texas Capital Bancshares, Inc. DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.75% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 88224Q305<br>LEI: 549300466Q2SXRX0YM48 | Long             | EP               | CORP              | US        |      5560 | NS      | $124321.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES F NON-CUMULATIVE PERPETUAL PREFERRED STOCK      | CUSIP: 947890505<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EP               | CORP              | US        |      2780 | NS      | $57824.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                    | Affiliated Managers Group, Inc. 4.750% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 30, 2060                                                                | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |      4604 | NS      | $80800.20     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH OF A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES K            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     18453 | NS      | $458187.99    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Nevada Power Company                               | BRKHEC V6.25 05/15/55                                                                                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59873.70     | 0.05%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                              | AL V4.125 PERP C                                                                                                                                       | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18857.44     | 0.02%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V8.5 01/15/84                                                                                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $672690.38    | 0.55%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V6.125 PERP TT                                                                                                                                     | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477050.00    | 0.39%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST, SERIES M                                                           | CUSIP: 929042828<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5848 | NS      | $100761.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V6.625 05/15/55                                                                                                                                      | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    671000 | PA      | $704121.90    | 0.57%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MET V5.875 PERP D                                                                                                                                      | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113358.75    | 0.09%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCE Trust II                                       | SCE Trust II 5.10% TRUST PREFERENCE SECURITIES                                                                                                         | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4076 | NS      | $77484.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     10671 | NS      | $270616.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.625% NON-CUMULATIVE PREFERRED STOCK, | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     21712 | NS      | $432720.16    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEP SHS EACH REP A 1/40TH OWNERSHIP INT IN A SHS OF FIXED-RATE PERPETUAL NON-CUMULATIVE PREFERRED STOCK SERIES G                               | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      8293 | NS      | $183358.23    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPM V3.65 PERP KK                                                                                                                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    471000 | PA      | $468645.00    | 0.38%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                         | Northern Trust Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES E NON-CUMULATIVE PERPETUAL PREFERRED STOCK    | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      7333 | NS      | $145046.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hancock Whitney Corporation                        | Hancock Whitney Corporation 6.25% SUBORDINATED NOTES DUE JUNE 15, 2060                                                                                 | CUSIP: 410120406<br>LEI: 549300GRNBWY8HIICT41 | Long             | EP               | CORP              | US        |      3116 | NS      | $75189.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 1/1000TH INTEREST IN A SHARE OF FLOATING RATE NON CUMULATIVE PREFERRED STOCK, SERIES E                                           | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4068 | NS      | $82458.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | STT V6.7 PERP J                                                                                                                                        | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526250.00    | 0.43%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V6.25 PERP T                                                                                                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150117.50    | 0.12%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V8.25 01/15/84 NC5                                                                                                                               | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    292000 | PA      | $313892.70    | 0.26%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MET 6.4 12/15/36                                                                                                                                       | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    396000 | PA      | $415799.60    | 0.34%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.000% PERPETUAL PREFERRED STOCK, SERIES A                              | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     17544 | NS      | $366318.72    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                             | Sempra 5.75% JUNIOR SUBORDINATED NOTES DUE JULY 1, 2079                                                                                                | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |     11035 | NS      | $248287.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                      | KKR & Co Inc. 6.875% NOTES ISSUED DUE ON JUNE 1, 2065                                                                                                  | CUSIP: 48251W609<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |      7578 | NS      | $191496.06    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                    | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $216000.00    | 0.18%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V4.5 09/15/47                                                                                                                                      | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66388.69     | 0.05%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc Of California Inc.                            | Banc Of California Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 7.75% NON CUMULATIVE PERPETUAL PREFERRED STOCK SERIES F    | CUSIP: 05990K841<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EP               | CORP              | US        |      2412 | NS      | $61023.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. 5.75% DEP SHS REP 1/400TH INT SHS NON CUM PFD STK SER DD                                                                          | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     20079 | NS      | $502577.37    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation DEP SHS REP 1/1000 SHS CL M                                                                                                   | CUSIP: 49446R711<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      4796 | NS      | $99996.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.    | SOBOCN V7.625 03/01/55                                                                                                                                 | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $155310.22    | 0.13%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES (EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.70% SERIES I NON-CUMULATIVE, PERPETUAL PRE | CUSIP: 446150781<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      3260 | NS      | $75892.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | FITB V0 PERP J                                                                                                                                         | CUSIP: 316773CR9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    293000 | PA      | $292633.75    | 0.24%             | N/A             | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK SER | CUSIP: 020002812<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      4606 | NS      | $90415.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V6.875 02/01/55 A                                                                                                                                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    561000 | PA      | $591323.73    | 0.48%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                          | AES V7.6 01/15/55                                                                                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    414000 | PA      | $418109.36    | 0.34%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                       | APO V6 12/15/54                                                                                                                                        | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151831.26    | 0.12%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Triton International Limited                       | Triton International Limited 5.75% SERIES E CUMULATIVE REDEEMABLE PERPETUAL PREFERENCE SHARES                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      3212 | NS      | $66231.44     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V0 06/15/67                                                                                                                                        | CUSIP: 302570AX4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    256000 | PA      | $232000.00    | 0.19%             | 2067-06-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)           | First Citizens BancShares Inc (Delaware) DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.375% NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 319626305<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |      6376 | NS      | $137339.04    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MET V5.85 03/15/56 .                                                                                                                                   | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126102.30    | 0.10%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                | ETR V7.125 12/01/54                                                                                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    362000 | PA      | $379847.51    | 0.31%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V5.5 07/15/77                                                                                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $444307.50    | 0.36%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                              | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |      8305 | NS      | $214684.25    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A 4.100% CUMULATIVE PREFERRED SHARE OF BENEFICIAL INTEREST SERIES S                       | CUSIP: 74460W396<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4556 | NS      | $74855.08     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V7 06/01/54 B                                                                                                                                        | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    402000 | PA      | $436821.44    | 0.36%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 6.125% NON-CUMULATIVE PREFERRED STOCK SERIES C     | CUSIP: 860630870<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      3692 | NS      | $88644.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation DEPOSITARY SHARES EACH REPRESENTING 1/1000 OF A SHARE OF 5.125% CLASS L CUMULATIVE REDEEMABLE PREFERRED STOCK                 | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               | CORP              | US        |      4076 | NS      | $82865.08     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING 1/1000TH INTEREST IN A SHARE OF THE COMPANYS 4.20% SERIES G PREFERENCE SHARES         | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      9201 | NS      | $146847.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc               | GM V5.75 PERP A                                                                                                                                        | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    542000 | PA      | $542677.50    | 0.44%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                             | CMS V4.75 06/01/50                                                                                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203975.00    | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. 5.625% PERPETUAL NON-CUMULATIVE PREFERENCE SHARES                                                                        | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4604 | NS      | $95072.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES OF MONGAN STANLEY, EACH REPRESENTING A 1/1000TH INTEREST IN A FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     15721 | NS      | $398998.98    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V8 05/15/54                                                                                                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    351000 | PA      | $376862.73    | 0.31%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                              | AL V4.65 PERP B                                                                                                                                        | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58940.76     | 0.05%             | N/A             | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 5.25% SERIES N CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5560 | NS      | $97022.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Merchants Bancorp. (Indiana)                       | Merchants Bancorp. (Indiana) 7.625% DEPOSITARY SHS REPSTG 1/40TH INT FXD RATE NON CUM PERP PFD SER E                                                   | CUSIP: 58844R850<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |      3829 | NS      | $94193.40     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V3.7 10/01/50                                                                                                                                      | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    217000 | PA      | $203718.73    | 0.17%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | Reinsurance Group of America, Incorporated 7.125% FIXED-RATE RESET SUBORDINATED DEBENTURES DUE OCTOBER 15, 2052                                        | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     10477 | NS      | $268211.20    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 4.375% JUNIOR SUBORDINATED DEBENTURES DUE DECEMBER 1,2081                                                                               | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      5272 | NS      | $91205.60     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                | XRAY V8.375 09/12/55                                                                                                                                   | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160042.64    | 0.13%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MET V6.35 03/15/55 G                                                                                                                                   | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313264.80    | 0.26%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400837.71    | 0.33%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc               | GM V5.7 PERP C                                                                                                                                         | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64480.00     | 0.05%             | N/A             | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609875.00    | 0.50%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                             | CNP V7 02/15/55 A                                                                                                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    192000 | PA      | $202800.00    | 0.17%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHS EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 5.50% NON-CUMULATIVE PERPETUAL PREF STK SER L    | CUSIP: 446150757<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      3256 | NS      | $70069.12     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                          | CRBG V6.875 PERP                                                                                                                                       | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163530.00    | 0.13%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 7% PERPETUAL NON-CUMULATIVE PREFERENCE SHARES    | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      3836 | NS      | $95746.56     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                       | SWK V6.707 03/15/60                                                                                                                                    | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    387000 | PA      | $387600.62    | 0.32%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc 5.350% GLOBAL NOTES DUE 2066                                                                                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     20292 | NS      | $460425.48    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                             | Equitable Holdings Inc DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5512 | NS      | $91278.72     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF 4.75% NON-CUMULATIVE PREFERRED STOCK, SERIES GG              | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     26005 | NS      | $531542.20    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. 4.375% JUNIOR SUBORDINATED DEBENTURES DUE OCTOBER 15, 2080                                                                              | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      3692 | NS      | $65163.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Specialty Finance LLC                         | AXS V4.9 01/15/40                                                                                                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $253505.90    | 0.21%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.625% FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      7800 | NS      | $153972.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                          | Spire Inc 6.375% JUNIOR SUBORDINATED NOTES DUE 2086                                                                                                    | CUSIP: 84857L705<br>LEI: 549300NXSY15DRY2R511 | Long             | EP               | CORP              | US        |      2855 | NS      | $71118.05     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V5.65 05/01/79                                                                                                                                     | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    196000 | PA      | $199185.00    | 0.16%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Entergy New Orleans Llc                            | Entergy New Orleans Llc FIRST MORTGAGE BONDS, 5.50% SERIES DUE APRIL 1, 2066                                                                           | CUSIP: 29364P103<br>LEI: 1Q8BAFRNDFTDI3IGJH73 | Long             | EP               | CORP              | US        |      2060 | NS      | $46659.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                | Carlyle Finance LLC CARLYLE FINANCE L.L.C. 4.625% SUBORDINATED NOTES DUE MAY 15, 2061                                                                  | CUSIP: 14314C105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9288 | NS      | $163375.92    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349125.00    | 0.28%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 6.875% SERIES J NON-CUMULATIVE PERPETUAL PREFE | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      5992 | NS      | $153994.40    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                          | SR V6.25 06/01/56                                                                                                                                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120735.06    | 0.10%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V7.375 01/15/83                                                                                                                                  | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    243000 | PA      | $250992.76    | 0.20%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | DUK V6.45 09/01/54                                                                                                                                     | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    386000 | PA      | $407398.88    | 0.33%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF SERIES R NON-CUMULATIVE PERPETUAL PREFERRED STOCK       | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     14138 | NS      | $272156.50    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Spire Inc                                          | SR V6.45 06/01/56                                                                                                                                      | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168870.90    | 0.14%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                      | AIZ V7 03/27/48                                                                                                                                        | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132449.52    | 0.11%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                               | Associated Banc-Corp DEP SHS REP 1/40TH INT SHS 5.875% NON CUM PER PFD SER E                                                                           | CUSIP: 045487204<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |      1868 | NS      | $39601.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.    | SOBOCN V7.5 03/01/55                                                                                                                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $230885.40    | 0.19%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NextEra Energy Capital Holdings Inc SERIES N JUNIOR SUBORDINATED DEBENTURES DUE ON MARCH 1, 2079                                                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      9019 | NS      | $215824.67    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                            | Brookfield Finance Inc. SUBORDINATED NOTES DUE OCTOBER 16, 2080                                                                                        | CUSIP: 11271L102<br>LEI: 549300XH8D8K6OYWGD17 | Long             | EP               | CORP              | CA        |      5919 | NS      | $93875.34     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V4.125 04/01/52                                                                                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26727.06     | 0.02%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                   | PARA V6.375 03/30/62                                                                                                                                   | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    433000 | PA      | $343179.35    | 0.28%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                             | CNP V6.85 02/15/55 B                                                                                                                                   | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    277000 | PA      | $294796.97    | 0.24%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Qwest Corporation                                  | Qwest Corporation 6.75% NOTES DUE 2057                                                                                                                 | CUSIP: 74913G873<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |      9986 | NS      | $198321.96    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                | Goldman Sachs Financial Square Government Fund                                                                                                         | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    172231 | PA      | $172230.64    | 0.14%             | 2099-12-01      | Floating      | 0.00%                 | No            |                  1 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | NRUC V7.125 09/15/53                                                                                                                                   | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76871.63     | 0.06%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc.                                 | EMACN V6.25 04/01/56                                                                                                                                   | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $331543.06    | 0.27%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                   | PARA V6.25 02/28/57                                                                                                                                    | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    126000 | PA      | $104233.06    | 0.09%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF JPMORGAN CHASE & CO. 4.20% NON-CUMULATIVE PREFERRED STOCK,  | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     23456 | NS      | $435812.48    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust 5.40% SERIES L CUMULATIVE REDEEMABLE PREFERRED SHARES OF BENEFICIAL INTEREST                                                      | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5560 | NS      | $98578.80     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent 6.25% CUM RED PFD SER H                                                                                                          | CUSIP: 02665T868<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      2396 | NS      | $57815.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                | Bank of Hawaii DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.375% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A          | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      3356 | NS      | $54266.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 7.875% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |      6554 | NS      | $174991.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPM V0 PERP II                                                                                                                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    861000 | PA      | $861538.13    | 0.70%             | N/A             | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | STT V6.7 PERP I                                                                                                                                        | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    529000 | PA      | $554127.50    | 0.45%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                             | Equitable Holdings Inc 5.25% DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |      5895 | NS      | $121319.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| American National Group Inc.                       | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |      4687 | NS      | $116800.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 320517865<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2732 | NS      | $51388.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES Y   | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     12701 | NS      | $313714.70    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Qwest Corporation                                  | Qwest Corporation 6.5% NOTES DUE 2056                                                                                                                  | CUSIP: 74913G881<br>LEI: 549300R2L4N683OO1509 | Long             | EP               | CORP              | US        |     16310 | NS      | $315924.70    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                           | ALL V0 08/15/53 B                                                                                                                                      | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    338000 | PA      | $338457.65    | 0.28%             | 2053-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                    | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443833.28    | 0.36%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 4.550% NON-CUMULATIVE PREFERRED SHARES, SER | CUSIP: 03939A404<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      6713 | NS      | $118148.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V5.875 PERP FF                                                                                                                                     | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    359000 | PA      | $366180.00    | 0.30%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                         | AER V6.5 01/31/56                                                                                                                                      | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    203000 | PA      | $210150.57    | 0.17%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH INTEREST IN A SHARE OF SERIES O NON-CUMULATIVE PERPETUAL PREFERRED STOCK                  | CUSIP: 902973668<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8197 | NS      | $152628.14    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V6 01/15/77 16-A                                                                                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $464600.00    | 0.38%             | 2077-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V7.625 01/15/83                                                                                                                                  | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $82514.33     | 0.07%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co. JUNIOR SUBORDINATED DEBENTURES                                                                                                          | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      7333 | NS      | $163012.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.375% NON-CUMULATIVE PREFER | CUSIP: 06055H400<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     13997 | NS      | $257544.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sl Green Realty Corp                               | Sl Green Realty Corp 6.50% SERIES I CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                              | CUSIP: 78440X507<br>LEI: 549300VQZPJU97H3GT17 | Long             | EP               | CORP              | US        |      4220 | NS      | $93388.60     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/1000TH OWNERSHIP INTEREST IN A SHARE OF 4.95% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      4556 | NS      | $89981.00     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                | NATMUT 6.75 05/15/37                                                                                                                                   | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141135.26    | 0.12%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | HBAN V4.45 PERP G                                                                                                                                      | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    223000 | PA      | $221606.25    | 0.18%             | N/A             | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V6.3 PERP DD                                                                                                                                       | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    298000 | PA      | $298372.50    | 0.24%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 8.250% FIXED RATE RESET NON-CUMULATIVE PERPETUAL PREFERRED STO | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      6981 | NS      | $182343.72    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V6.5 03/15/54                                                                                                                                      | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    436000 | PA      | $460822.79    | 0.38%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.875% OF JUNIOR SUBORDINATED PREFERRED SECURITIES DUE ON 10/15/2078                                                            | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      2655 | NS      | $62259.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                | ALLY V4.7 PERP C                                                                                                                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    485000 | PA      | $460143.75    | 0.38%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy Inc 6.25% NOTES ISSUED DUE ON OCTOBER 15, 2085                                                                                             | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |      9818 | NS      | $244959.10    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                               | EIX V7.875 06/15/54                                                                                                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16671.18     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110000.00   | 0.91%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.750% NON-CUMULATIVE PREFERR | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      9004 | NS      | $180530.20    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd 6.35%DEP 1/1000TH PERP NON CUM PFD SER A                                                                                            | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     13225 | NS      | $322425.50    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation DEPOSITARY SHARES EACH REPRESENTING 1/4,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES E      | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |      2732 | NS      | $67562.36     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC                    | Pinnacle Financial Partners Inc. FIXED RATE RESET NON-CUM PERP PFD SER B                                                                               | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6472 | NS      | $169242.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | WFC V6.85 PERP                                                                                                                                         | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    724000 | PA      | $759295.00    | 0.62%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V7.125 10/01/54                                                                                                                                     | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    428000 | PA      | $444585.00    | 0.36%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Company                       | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    249000 | PA      | $248597.62    | 0.20%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | FITB V0 PERP H                                                                                                                                         | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    163000 | PA      | $163407.50    | 0.13%             | N/A             | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC              | Brookfield Infrastructure Finance ULC 7.25% SUBORDINATED NOTES DUE MAY 31, 2084                                                                        | CUSIP: 11276B208<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |      2828 | NS      | $70530.32     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | USB V5.3 PERP J                                                                                                                                        | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    774000 | PA      | $778837.50    | 0.64%             | N/A             | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                               | Entergy Arkansas LLC FIRST MORTGAGE BONDS, 4.875% SERIES DUE SEPTEMBER 1, 2066                                                                         | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |      7573 | NS      | $160017.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198366.38    | 0.16%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 6.500% NON-CUMULATIVE PREFERRED STOCK, SERIES P         | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     18354 | NS      | $473716.74    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties 5.750% SERIES G CUMULATIVE REDEEMABLE PREFERRED SHARES                                                                                  | CUSIP: 26884U505<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      2828 | NS      | $58907.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.625% JUNIOR SUBORDINATED NOTES                                                                                                | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      3692 | NS      | $82442.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $840000.00    | 0.69%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp DEPOSITARY SHARES REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF 6.875% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERRE | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      5893 | NS      | $151744.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.625% SUBORDINATED DEBENTURES DUE 1-JUN-2060                                                                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2780 | NS      | $58268.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | SCHW V5 PERP K                                                                                                                                         | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    273000 | PA      | $274706.25    | 0.22%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | BAC V6.625 PERP                                                                                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    701000 | PA      | $734297.50    | 0.60%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                       | Apollo Global Management Inc FIXED-RATE RESETTABLE JUNIOR SUBORDINATED NOTES DUE 9/15/2053                                                             | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      8186 | NS      | $210216.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                         | NTRS V4.6 PERP D                                                                                                                                       | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    480000 | PA      | $481200.00    | 0.39%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                             | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1203000 | PA      | $1201496.25   | 0.98%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc. 5.500% SENIOR NOTES DUE ON JUNE 1, 2070                                                                                             | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      6194 | NS      | $140170.22    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 6.25% NON-CUMULATIVE PREFERRED STOCK SERIES B      | CUSIP: 860630706<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      2972 | NS      | $71773.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    472000 | PA      | $491767.83    | 0.40%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                               | MTB V3.5 PERP                                                                                                                                          | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    257000 | PA      | $254430.00    | 0.21%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                | ALLY V4.7 PERP B                                                                                                                                       | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438900.00    | 0.36%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                 | HBAN V5.625 PERP F                                                                                                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    212000 | PA      | $217830.00    | 0.18%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                              | AL V6 PERP D                                                                                                                                           | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122038.50    | 0.10%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V6.4 10/01/54                                                                                                                                      | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448250.00    | 0.37%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                      | Aspen Insurance Holdings Ltd. DEP SHS EACH REP 1/1,000TH INT IN A SHARE OF 5.625% PERP NON CUM PFD SHS                                                 | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      4556 | NS      | $95357.08     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                              | WEC V5.625 05/15/56                                                                                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127081.14    | 0.10%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPM V0 PERP CC                                                                                                                                         | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    418000 | PA      | $421918.75    | 0.34%             | N/A             | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF NON-CUMULATIVE PERPETUAL CLASS A PREFERRED STOCK, SERIES DD  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     22960 | NS      | $411213.60    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR Group Finance Company IX LLC                   | KKR Group Finance Company IX LLC 4.625% SUBORDINATED NOTES DUE APRIL 1, 2061                                                                           | CUSIP: 48253M104<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4038 | NS      | $71028.42     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V7 PERP DD                                                                                                                                           | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | PA      | $454187.50    | 0.37%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp.                                | UMB Financial Corp. DEP SHS ECH REP A 1/400TH INT 7.750% FIXED NON-CUMULATIVE PREF STOCK SER B                                                         | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |      4646 | NS      | $124512.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                               | EIX V8.125 06/15/53                                                                                                                                    | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    474000 | PA      | $493189.89    | 0.40%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | BK V4.625 PERP F                                                                                                                                       | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    287000 | PA      | $287000.00    | 0.23%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED RATE NONCUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 020002788<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      9226 | NS      | $246334.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                             | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $461131.25    | 0.38%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                         | RCICN V7 04/15/55                                                                                                                                      | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $356150.00    | 0.29%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                             | BPLN V6.45 PERP                                                                                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $228980.00    | 0.19%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC              | Brookfield Infrastructure Finance ULC SUBORDINATED NOTES 05/24/2081                                                                                    | CUSIP: 11276B109<br>LEI: 984500CDDWC47U7DBA74 | Long             | EP               | CORP              | CA        |      4556 | NS      | $74900.64     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | WFC V7.625 PERP                                                                                                                                        | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    847000 | PA      | $905231.25    | 0.74%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                             | LNC V9.25 PERP C                                                                                                                                       | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    213000 | PA      | $227643.75    | 0.19%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                  | PAA V0 PERP B                                                                                                                                          | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    296000 | PA      | $296740.00    | 0.24%             | N/A             | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.125% NON-CUMULATIVE PREFER | CUSIP: 06055H608<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     11885 | NS      | $207274.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V6.875 10/01/54                                                                                                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    477000 | PA      | $491673.00    | 0.40%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unum Group                                         | Unum Group 6.250% JUNIOR SUBORDINATED NOTES DUE 2058                                                                                                   | CUSIP: 91529Y601<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EP               | CORP              | US        |      5560 | NS      | $129659.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF PERPETUAL 7.500% NON-CUMULATIVE PREFERRED STOCK, SERIES J   | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     11459 | NS      | $307674.15    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V7.2 PERP BB                                                                                                                                         | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163727.50    | 0.13%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS REP 1/1200TH PRF SE                                                                                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3884 | NS      | $75543.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYSTEMS INC                       | Telephone and Data Systems Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 INTEREST IN A SHARE OF TELEPHONE AND DATA SYSTEMS, INC.S 6.000% SERIES V | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      9824 | NS      | $196971.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation DEP SHS REP 1/1000 NON CUM                                                                                                    | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     16742 | NS      | $356437.18    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Oaktree Holdings LLC                    | Brookfield Oaktree Holdings LLC 6.550% SERIES B PREFERRED UNITS                                                                                        | CUSIP: 674001409<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      4316 | NS      | $92837.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | BK V6.3 PERP                                                                                                                                           | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    443000 | PA      | $460166.25    | 0.38%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                               | MTB V5.125 PERP F                                                                                                                                      | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32000.00     | 0.03%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                         | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    418000 | PA      | $444647.50    | 0.36%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEP SHS EACH REP A 1/1,000TH INT IN A SHARE OF 5.625% FXD RAT PERP NON CUM PREFERENCE SHS SER B                                     | CUSIP: 04686J200<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      6376 | NS      | $124650.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V6.55 04/01/55                                                                                                                                     | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161499.31    | 0.13%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. 1/1000TH OF SERIES B NON-CUMULATIVE PERPETUAL PREFERRED STOCK                                                                            | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     14403 | NS      | $272936.85    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc.                                       | MET 10.75 08/01/39                                                                                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $186539.92    | 0.15%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V7.125 PERP CC                                                                                                                                       | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    464000 | PA      | $479660.00    | 0.39%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                       | CFG V4 PERP G                                                                                                                                          | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66665.00     | 0.05%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corporation                                 | Kemper Corporation 5.875% FIXED-RATE RESET JUNIOR SUBORDINATED DEBENTURES DUE MARCH 15, 2062                                                           | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |      2828 | NS      | $66655.96     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                  | PNC V6.2 PERP V                                                                                                                                        | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    536000 | PA      | $546050.00    | 0.45%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                          | EMACN V6.75 06/15/76 16-A                                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    532000 | PA      | $537320.00    | 0.44%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp.                           | Valley National Bancorp. 5.50% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES B                                               | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      1868 | NS      | $47064.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V6.5 02/15/56                                                                                                                                       | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    514000 | PA      | $519679.44    | 0.42%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd. DEPOSITARY SHARES EACH REPRESENTING 1/1,000 TH INTEREST IN A SHARE OF5.45 % NON-CUMULATIVE PREFERRED SHARES, SERIES F          | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      6088 | NS      | $126569.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1000TH INTEREST IN A SHARE OF 4.750% PERPETUAL PREFERRED STOCK, SERIES C                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     24363 | NS      | $474591.24    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                         | AER V6.95 03/10/55                                                                                                                                     | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    331000 | PA      | $355136.52    | 0.29%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                       | SO V6.375 03/15/55 2025                                                                                                                                | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    734000 | PA      | $769847.09    | 0.63%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V6.75 02/15/56                                                                                                                                      | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    602000 | PA      | $616813.11    | 0.50%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V6.625 04/01/55                                                                                                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    358000 | PA      | $364515.42    | 0.30%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF PERPETUAL 6.350% NON-CUMULATIVE PREFERRED STOCK, SERIES K    | CUSIP: 55261F849<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      3760 | NS      | $94752.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.875% SUBORDINATED DEBENTURES DUE MARCH 30,2059                                                                        | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      2635 | NS      | $58154.45     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | VOD V4.125 06/04/81                                                                                                                                    | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    354000 | PA      | $333378.26    | 0.27%             | 2081-06-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                          | FMC V8.45 11/01/55                                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    197000 | PA      | $128050.00    | 0.10%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | BMO V6.709 PERP                                                                                                                                        | CUSIP: 06368B5P9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    657000 | PA      | $660285.00    | 0.54%             | N/A             | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                   | AEP V6.95 12/15/54                                                                                                                                     | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    161000 | PA      | $174363.89    | 0.14%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TELEPHONE & DATA SYSTEMS INC                       | Telephone and Data Systems Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000 INTEREST IN A SHARE OF TELEPHONE AND DATA SYSTEMS, INC.S 6.625% SERIES U | CUSIP: 879433787<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      7717 | NS      | $170931.55    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc (Delaware)           | FCNCA V7 PERP D                                                                                                                                        | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123750.00    | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    763000 | PA      | $783982.50    | 0.64%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Aegon Funding Company LLC                          | Aegon Funding Company LLC 5.10% SUBORDINATED NOTES DUE DECEMBER 15, 2049                                                                               | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |     15920 | NS      | $318400.00    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Oaktree Holdings LLC                    | Brookfield Oaktree Holdings LLC 6.625% PREFERRED UNITS SERIES A                                                                                        | CUSIP: 674001300<br>LEI: 254900T1ODNFOK2L6090 | Long             | EP               | CORP              | US        |      3356 | NS      | $71784.84     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                | BNS V0 PERP                                                                                                                                            | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $780975.00    | 0.64%             | N/A             | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                  | PNC V3.4 PERP T                                                                                                                                        | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    405000 | PA      | $399937.50    | 0.33%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V7.375 03/15/55                                                                                                                                  | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    221000 | PA      | $235559.37    | 0.19%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                | Navient Corporation 6% SENIOR NOTES DUE DECEMBER 15, 2043                                                                                              | CUSIP: 63938C405<br>LEI: 54930067J0ZNOEBRW338 | Long             | EP               | CORP              | US        |      5512 | NS      | $106767.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp 6% DEP SHS EACH REP A 1/40TH INT IN A SHARE OF THE NON-CUMULATIVE PERPETUAL CL B PFD STK SER A                                     | CUSIP: 316773886<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      3692 | NS      | $90306.32     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | ATH V6.875 06/28/55                                                                                                                                    | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157343.31    | 0.13%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation PERPETUAL FIXED-TO-FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES H                                                         | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |      3558 | NS      | $89803.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V6.25 03/01/78                                                                                                                                   | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $141780.00    | 0.12%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp.                           | Valley National Bancorp. 6.25% FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES A                                               | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      2156 | NS      | $54115.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V6.7 09/01/54                                                                                                                                      | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    224000 | PA      | $234920.00    | 0.19%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                  | BK V3.7 PERP H                                                                                                                                         | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    586000 | PA      | $585267.50    | 0.48%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                            | Entergy Mississippi LLC 4.90% SERIES DUE OCTOBER 1, 2066                                                                                               | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |      2052 | NS      | $42784.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation 5.875% FIXED RATE JUNIOR SUBORDINATED NOTES DUE ON 3/1/2079                                                                     | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      9676 | NS      | $225257.28    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V5.125 03/01/52                                                                                                                                    | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    332000 | PA      | $331716.80    | 0.27%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                           | AXP V3.55 PERP                                                                                                                                         | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    775000 | PA      | $770156.25    | 0.63%             | N/A             | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                           | Western Alliance Bancorp DEPOSITARY SHARES EACH REPRESENTING A 1/400TH INTEREST IN A SHARE OF 4.250% FIXED-RATE RESET NON-CUMULATIVE PERPETUAL PREFERR | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |      5512 | NS      | $128209.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank National Association                 | Flagstar Bank National Association DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF WFIXED-TO-FLOATING RATE SERIES A NONCUMULATIVE | CUSIP: 649445202<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EP               | CORP              | US        |      5413 | NS      | $122983.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 4.250% NON-CUMULATIVE PREFER | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     17031 | NS      | $302470.56    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                  | PNC V6 PERP U                                                                                                                                          | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580750.00    | 0.47%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                             | SRE V6.375 04/01/56                                                                                                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    259000 | PA      | $265425.01    | 0.22%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                        | Renaissancere Holdings Ltd. DEP SHS REP 1/1000 INT PFD                                                                                                 | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      3789 | NS      | $84153.69     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent 5.875% SERIES G CUMULATIVE REDEEMABLE PERPETUAL PREFERRED SHARES                                                                 | CUSIP: 02665T876<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EP               | CORP              | US        |      2156 | NS      | $49307.72     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| The Allstate Corporation                           | ALL V6.5 05/15/57                                                                                                                                      | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189277.11    | 0.15%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 5.950% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 1, 2062                                                                      | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      5320 | NS      | $131404.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 4.450% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     10977 | NS      | $206257.83    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                         | Brighthouse Financial Inc. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 6.750% NON-CUMULATIVE PREFERRED STOCK, SERIES B      | CUSIP: 10922N509<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      6402 | NS      | $109282.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V6 09/01/52                                                                                                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    662000 | PA      | $691517.26    | 0.56%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 7.750% FIXED-RATE RESET PERPETUAL NON-CUMULATIV  | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      7312 | NS      | $187772.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Partners LP              | Brookfield Infrastructure Partners LP 5.00% CLASS A PREFERRED LIMITED PARTNERSHIP UNITS, SERIES 14                                                     | CUSIP: 000000000<br>LEI: 549300WEH5R2OODI7Y90 | Long             | EP               | CORP              | BM        |      3692 | NS      | $60696.48     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                      | ENBCN V7.2 06/27/54                                                                                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $141041.87    | 0.12%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 4.250% NON-CUMULATIVE PREFERRED STOCK, SERIES O         | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     24170 | NS      | $436026.80    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                      | TRPCN V7 06/01/65                                                                                                                                      | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    414000 | PA      | $429897.19    | 0.35%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp. SUBORDINATED DEFERRABLE INTEREST NOTES DUE 05/15/2064                                               | CUSIP: 637432105<br>LEI: 4NYF266XZC35SCTGX023 | Long             | EP               | CORP              | US        |      3572 | NS      | $85120.76     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V7.625 PERP AA                                                                                                                                       | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    592000 | PA      | $626040.00    | 0.51%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    625000 | PA      | $591406.25    | 0.48%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                        | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    346000 | PA      | $351541.88    | 0.29%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp DEPOSITARY SHARES EACH REPRESENTING A 1/40TH OWNERSHIP INTEREST IN A SHARE OF 6.200% FIXED-RATE RESET PERPETUAL NON-CUMULATIVE PREFERRED STOCK | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     11025 | NS      | $282240.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | PRU V6.75 03/01/53                                                                                                                                     | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14087.81     | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USB Capital IX                                     | USB V0 PERP                                                                                                                                            | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $251835.00    | 0.21%             | N/A             | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. 1/1,000TH INTEREST IN A SHARE OF BANK OF AMERICA CORPORATION 6.000% NON-CUMULATIVE PREFERRED STOCK, SERIES GG                    | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     14497 | NS      | $366339.19    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                   | AEP V7.05 12/15/54 *                                                                                                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    147000 | PA      | $155206.20    | 0.13%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KEY V5 PERP D                                                                                                                                          | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181452.50    | 0.15%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES,EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF 5.000% NON-CUMULATIVE PREFERRED STOCK, SERIES LL          | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     16873 | NS      | $359732.36    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                             | Lincoln National Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF THE ISSUERS 9.000% NON-CUMULATIVE PREFERRED STOCK, SERI  | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      6968 | NS      | $184094.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Exelon Corp.                                       | EXC V6.5 03/15/55                                                                                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    484000 | PA      | $506895.38    | 0.41%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/1200TH INTEREST IN A SHARE OF FLOATING RATE NON-CUMULATIVE PREFERRED STOCK, SERIES 5     | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      5268 | NS      | $103990.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                      | USB V3.7 PERP                                                                                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    661000 | PA      | $655216.25    | 0.53%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                         | Prudential Financial, Inc. 4.125% JUNIOR SUBORDINATED NOTES DUE SEPTEMBER 01, 2060                                                                     | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |      9441 | NS      | $163329.30    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp. DEP SHS REP 1/1200 PFD 4                                                                                                         | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      2732 | NS      | $54366.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                       | Stifel Financial Corporation 5.20% SENIOR NOTES DUE OCTOBER 2047                                                                                       | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |      4124 | NS      | $84088.36     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage 4.875% DEP SHS EACH REP 1/1000 OF A PFD SHS OF BEN INT SER I                                                                            | CUSIP: 74460W628<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      4973 | NS      | $98714.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                          | Digital Realty Trust Inc. 5.25% SERIES J CUMULATIVE REDEEMABLE PREFERRED STOCK                                                                         | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |      3692 | NS      | $77642.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OFNON-CUMULATIVE PERPETUAL PREFERRED STOCK, SERIES F    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      5803 | NS      | $150297.70    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V7.125 PERP G                                                                                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357590.93    | 0.29%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V6.95 PERP FF                                                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489843.75    | 0.40%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                            | BNCN V6.3 01/15/55                                                                                                                                     | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    223000 | PA      | $223286.78    | 0.18%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated         | RGA V0 12/15/65                                                                                                                                        | CUSIP: 759351AE9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.49     | 0.01%             | 2065-12-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley DEPOSITARY SHARES, EACH REPRESENTING 1/1,000TH OWNERSHIP INTEREST IN A SHARE OF 6.625% NONCUMULATIVE PREFERRED STOCK, SERIES Q          | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     17516 | NS      | $462422.40    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc DEP SHS EA REP 1/40TH NON E                                                                                               | CUSIP: 174610402<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      8197 | NS      | $163694.09    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                         | AEGON V5.5 04/11/48                                                                                                                                    | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $203347.00    | 0.17%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                              | Georgia Power Company SERIES 2017A 5.00% JUNIOR SUBORDINATED NOTES DUE OCTOBER 1, 2077                                                                 | CUSIP: 373334440<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | EP               | CORP              | US        |      4988 | NS      | $116020.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.500% NOTES DUE AUGUST 15, 2062                                                                                                    | CUSIP: 345370811<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      9513 | NS      | $214137.63    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. 5.125% SUBORDINATED DEBENTURES DUE DECEMBER 15,2059                                                                     | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      4140 | NS      | $78246.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                     | C V7.375 PERP Z                                                                                                                                        | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    631000 | PA      | $657817.50    | 0.54%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H774<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      2300 | NS      | $41354.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation DEPOSITARY SHARES, EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF 5.95% NON-CUMULATIVE PERPETUAL PREFERRED STOCK, SE | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     11958 | NS      | $300982.86    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                 | Voya Financial Inc DEP SHS REP 1/40TH NON CUM                                                                                                          | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      5560 | NS      | $133829.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                      | NI V5.75 07/15/56                                                                                                                                      | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    359000 | PA      | $361325.60    | 0.29%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                | NEE V4.8 12/01/77                                                                                                                                      | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    356000 | PA      | $352440.00    | 0.29%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Fin I UK PLC / Brookfield Finance Inc.  | Brookfield Fin I UK PLC / Brookfield Finance Inc. 4.50% PERPETUAL SUBORDINATED NOTES                                                                   | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |      3692 | NS      | $56339.92     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                           | W.R. Berkley Corporation SUBORDINATED DEBENTURES DUE DECEMBER 30, 2059                                                                                 | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      5560 | NS      | $113312.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V6.5 PERP H                                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    159000 | PA      | $160474.29    | 0.13%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                         | TCN V6.625 10/15/55 **                                                                                                                                 | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    502000 | PA      | $516290.69    | 0.42%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | VOD V5.125 06/04/81                                                                                                                                    | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $266062.50    | 0.22%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc          | HASI V8 06/01/56                                                                                                                                       | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    158000 | PA      | $166568.74    | 0.14%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                   | PCG V7.375 03/15/55                                                                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    647000 | PA      | $669714.88    | 0.55%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | ET V6.625 PERP B                                                                                                                                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112796.67    | 0.09%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                 | Ford Motor Company 6.200% NOTES DUE JUNE 1, 2059                                                                                                       | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |     11565 | NS      | $249341.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/40TH INTEREST IN A SHARE OF FIXED RATE NON-CUMULATIVE PERPETUAL PREFERRED STOCK, S | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     23573 | NS      | $437750.61    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Goldman Sachs ETF Trust

**Signature:** Allison Frachiolla

**Name of Signer:** Allison Frachiolla

**Title:** Vice President Assistant Treasurer