# EDGAR Filing Document

**Accession Number:** 0001540305
**File Stem:** 0001193125-26-285187
**Filing Date:** 2026-6
**Character Count:** 125341
**Document Hash:** c98253a99bec450d9e838bbf1206c772
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-285187.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001193125-26-285187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ETF Series Solutions
- **CENTRAL INDEX KEY:** 0001540305

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1112

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22668
- **FILM NUMBER:** 261127830

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN ST
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### AAM Low Duration Preferred and Income Securities ETF (Series ID: S000066987)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000215601 | AAM Low Duration Preferred and Income Securities ETF | PFLD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ETF Series Solutions

- **b. Investment Company Act file number:** 811-22668

- **c. CIK number of Registrant:** 0001540305

- **d. LEI of Registrant:** 5493008BB0X0GYS3UI50

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

  - **Street Address 1:** 615 E Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-516-1645

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

- **a. Name of Series:** AAM Low Duration Preferred and Income Securities ETF

- **b. EDGAR series identifier (if any):** S000066987

- **c. LEI of Series:** 5493002CPVU78CYSG396

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $438845165.18

**Total Liabilities:** $14826337.37

**Net Assets:** $424018827.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 426.505716000000 | **1-Year:** 7714.494447000000 | **5-Year:** 18718.427729000000 | **10-Year:** 251.109582000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 93.515186000000 | **1-Year:** 4003.331408000000 | **5-Year:** 12076.977489000000 | **10-Year:** 70.654077000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215601 | 0.39%                | -1.41%               | 1.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $158320.19               | $-69522.59                                 |
| Month 2  | $713399.25               | $-8774575.52                               |
| Month 3  | $-837597.73              | $6288144.25                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                      | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     29427 | NS      | $759510.87    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| AES CORP/THE                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1920307.94   | 0.45%             | 2055-01-15      | Variable      | 7.60%                 | No            | 2                  | On Loan: No      |
| AES CORP/THE                              | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $985303.68    | 0.23%             | 2055-07-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| ACRES COMMERCIAL REALTY                   | ACRES Commercial Realty Corp                              | CUSIP: 00489Q201<br>LEI: 549300RUJWPCMY4JFR46 | Long             | EP               | CORP              | US        |     10854 | NS      | $272652.48    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1550000 | PA      | $1605057.49   | 0.38%             | 2055-03-10      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    995000 | PA      | $1012917.96   | 0.24%             | 2056-01-31      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                 | Aegon Ltd                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1590000 | PA      | $1591547.07   | 0.38%             | 2048-04-11      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                          | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     27687 | NS      | $723461.31    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1471117.68   | 0.35%             | 2082-01-18      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY CORP                       | Alliant Energy Corp                                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1415411.14   | 0.33%             | 2056-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ALLSTATE CORP                             | Allstate Corp/The                                         | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     42554 | NS      | $1104701.84   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                        | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     45714 | NS      | $1145135.70   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     68570 | NS      | $1669679.50   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTIC UNION BANKSHARE                  | Atlantic Union Bankshares Corp                            | CUSIP: 04911A206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13781 | NS      | $341768.80    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                  | Atlanticus Holdings Corp                                  | CUSIP: 04914Y300<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     13395 | NS      | $334741.05    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                  | Atlanticus Holdings Corp                                  | CUSIP: 04914Y409<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14968 | NS      | $378690.40    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| BAC CAPITAL TRUST XIV                     | BAC Capital Trust XIV                                     | CUSIP: 05518VAA3<br>LEI: 549300QO5OB3VGJT6S64 | Long             | DBT              | CORP              | US        |    555000 | PA      | $461795.36    | 0.11%             | 2026-05-16      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| BANC OF CALIFORNIA INC                    | Banc of California Inc                                    | CUSIP: 05990K841<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EP               | CORP              | US        |     40808 | NS      | $1046317.12   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505179<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     50972 | NS      | $1315587.32   | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505195<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     38615 | NS      | $961513.50    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505229<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     66702 | NS      | $1687560.60   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505583<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     17645 | NS      | $345489.10    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2095000 | PA      | $2075764.82   | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2450000 | PA      | $2466657.55   | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   3685000 | PA      | $3800576.34   | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   3070000 | PA      | $3102759.97   | 0.73%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     39750 | NS      | $1014817.50   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1978281.97   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   1160000 | PA      | $1164002.00   | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   2580000 | PA      | $2549496.92   | 0.60%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    995000 | PA      | $1027753.41   | 0.24%             |  |  |  | No            | 2                  | On Loan: —       |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    985000 | PA      | $998182.26    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |    990000 | PA      | $978831.81    | 0.23%             |  |  |  | No            | 2                  | On Loan: —       |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                    | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    790000 | PA      | $814988.49    | 0.19%             | 2055-02-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    980000 | PA      | $999698.98    | 0.24%             | 2055-05-15      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                    | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1384289.05   | 0.33%             | 2056-04-01      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1950000 | PA      | $1978544.10   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1670000 | PA      | $1680103.50   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2785000 | PA      | $2819135.33   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1115000 | PA      | $1121215.01   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL                       | Ellington Financial Inc                                   | CUSIP: 28852N307<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |     10903 | NS      | $266796.41    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ELLINGTON FINANCIAL                       | Ellington Financial Inc                                   | CUSIP: 28852N406<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EP               | CORP              | US        |      9048 | NS      | $228914.40    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2380000 | PA      | $2381432.76   | 0.56%             | 2076-06-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LLC                      | Emera US Finance LLC                                      | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $741892.18    | 0.17%             | 2056-10-01      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| MFA FINANCIAL INC                         | MFA Financial Inc                                         | CUSIP: 55272X706<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     10402 | NS      | $265979.14    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MIDLAND STATES BANCORP                    | Midland States Bancorp Inc                                | CUSIP: 597742303<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EP               | CORP              | US        |     10402 | NS      | $264106.78    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    675000 | PA      | $676964.25    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61747S504<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     87452 | NS      | $1699192.36   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     79501 | NS      | $1996270.11   | 0.47%             |  |  |  | No            | 1                  | On Loan: —       |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     68570 | NS      | $1740306.60   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     79501 | NS      | $1923924.20   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     79501 | NS      | $2008990.27   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| ADAMAS TRUST INC                          | Adamas Trust Inc                                          | CUSIP: 649604816<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |      8294 | NS      | $211911.70    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| ADAMAS TRUST INC                          | Adamas Trust Inc                                          | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     12970 | NS      | $312836.40    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ADAMAS TRUST INC                          | Adamas Trust Inc                                          | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     15027 | NS      | $381986.34    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ADAMAS TRUST INC                          | Adamas Trust Inc                                          | CUSIP: 649604881<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |     13831 | NS      | $326964.84    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                 | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3162812.78   | 0.75%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   1045000 | PA      | $1042116.95   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   3075000 | PA      | $3036945.65   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1985307.68   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   2480000 | PA      | $2496494.48   | 0.59%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   3075000 | PA      | $3124805.78   | 0.74%             |  |  |  | No            | 2                  | On Loan: No      |
| PENNYMAC MTGE INVESTMENT                  | PennyMac Mortgage Investment Trust                        | CUSIP: 70931T806<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |      9479 | NS      | $242188.45    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE FINANCL PARTNRS                  | Pinnacle Financial Partners Inc                           | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     28000 | NS      | $733600.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PINNACLE FINANCL PARTNRS                  | Pinnacle Financial Partners Inc                           | CUSIP: 72348N505<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     19078 | NS      | $480765.60    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                  | Plains All American Pipeline LP                           | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | EP               | CORP              | US        |   1590000 | PA      | $1589272.42   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1459803.51   | 0.34%             | 2047-09-15      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1973787.93   | 0.47%             | 2048-09-15      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1466491.19   | 0.35%             | 2050-10-01      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1934651.67   | 0.46%             | 2052-03-01      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     59626 | NS      | $1487072.44   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                     | CUSIP: 89832Q810<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |     15625 | NS      | $300312.50    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   3475000 | PA      | $3476323.98   | 0.82%             |  |  |  | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1998091.08   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| TWO HARBORS INV CORP                      | Two Harbors Investment Corp                               | CUSIP: 90187B200<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     11437 | NS      | $282493.90    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| TWO HARBORS INV CORP                      | Two Harbors Investment Corp                               | CUSIP: 90187B309<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     22994 | NS      | $569101.50    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TWO HARBORS INV CORP                      | Two Harbors Investment Corp                               | CUSIP: 90187B507<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     21863 | NS      | $544170.07    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                | US Bancorp                                                | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   3075000 | PA      | $3026455.28   | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| USB CAPITAL IX                            | USB Capital IX                                            | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1055698.90   | 0.25%             | 2026-05-31      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                   | Valley National Bancorp                                   | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |     10402 | NS      | $263170.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                   | Valley National Bancorp                                   | CUSIP: 919794305<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      9052 | NS      | $226300.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                   | Valley National Bancorp                                   | CUSIP: 919794404<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |     13721 | NS      | $357569.26    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4171512.00   | 0.98%             | 2079-04-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $1849108.09   | 0.44%             | 2081-06-04      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     27162 | NS      | $651073.14    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                        | Voya Financial Inc                                        | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    680000 | PA      | $658030.49    | 0.16%             | 2048-01-23      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                        | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |    650000 | PA      | $677950.00    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| WEC ENERGY GROUP INC                      | WEC Energy Group Inc                                      | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1182682.45   | 0.28%             | 2056-05-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   4000000 | PA      | $4160792.00   | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                          | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   4500000 | PA      | $4515597.00   | 1.06%             |  |  |  | No            | 2                  | On Loan: No      |
| WESBANCO INC                              | WesBanco Inc                                              | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20891 | NS      | $537316.52    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                  | Western Alliance Bancorp                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     27162 | NS      | $644554.26    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| XCEL ENERGY INC                           | Xcel Energy Inc                                           | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1631875.08   | 0.38%             | 2056-12-03      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| TSAKOS ENERGY NAVIGATION                  | Tsakos Energy Navigation Ltd                              | CUSIP: EP0526210<br>LEI: 549300IFUTS62LRRCU54 | Long             | EP               | CORP              | BM        |      9000 | NS      | $238770.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1785000 | PA      | $1787104.52   | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1749044.01   | 0.41%             | 2054-05-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $816247.97    | 0.19%             | 2054-10-01      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                        | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2386414.10   | 0.56%             | 2056-02-15      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                    | Sumisho Air Lease Corp                                    | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    675000 | PA      | $666062.60    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                    | Sumisho Air Lease Corp                                    | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    575000 | PA      | $557006.70    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4772579.58   | 1.13%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| COMPASS DIVERSIF HOLDING                  | Compass Diversified Holdings                              | CUSIP: 20451Q302<br>LEI: 5299001SM1LBYANJRR58 | Long             | EP               | CORP              | US        |     17043 | NS      | $373752.99    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CONNECTONE BANCORP INC                    | ConnectOne Bancorp Inc                                    | CUSIP: 20786W503<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EP               | CORP              | US        |     10367 | NS      | $257101.60    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                  | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2014786.91   | 0.48%             | 2052-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                  | Corebridge Financial Inc                                  | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |   1010000 | PA      | $1038850.65   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| CRESCENT CAPITAL BDC INC                  | Crescent Capital BDC Inc                                  | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |     10109 | NS      | $253432.63    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| DENTSPLY SIRONA INC                       | DENTSPLY SIRONA Inc                                       | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1100870.30   | 0.26%             | 2055-09-12      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| DILLARDS CAP TRUST I                      | Dillard's Capital Trust I                                 | CUSIP: 25406P200<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     16037 | NS      | $418726.07    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                       | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   1490000 | PA      | $1477208.20   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                       | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2124048.05   | 0.50%             | 2055-02-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2881509.12   | 0.68%             | 2056-02-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                          | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     79502 | NS      | $1987550.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $985224.40    | 0.23%             | 2082-01-15      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| DYNEX CAPITAL INC                         | Dynex Capital Inc                                         | CUSIP: 26817Q878<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EP               | CORP              | US        |      9274 | NS      | $239640.16    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1020803.34   | 0.24%             | 2053-06-15      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    910000 | PA      | $938701.40    | 0.22%             | 2054-06-15      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1494218.19   | 0.35%             | 2077-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $1980487.10   | 0.47%             | 2077-07-15      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1697530.64   | 0.40%             | 2078-03-01      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $1996566.60   | 0.47%             | 2080-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1019319.79   | 0.24%             | 2083-01-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    990000 | PA      | $1046772.54   | 0.25%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: —       |
| GLADSTONE INVESTMENT COR                  | Gladstone Investment Corp                                 | CUSIP: 376546883<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |     12168 | NS      | $293370.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2800000 | PA      | $2943449.60   | 0.69%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   4200000 | PA      | $4389348.60   | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   3590000 | PA      | $3698493.39   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1390000 | PA      | $1376041.62   | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38143Y665<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     55712 | NS      | $1073013.12   | 0.25%             |  |  |  | No            | 1                  | On Loan: —       |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144G804<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    100281 | NS      | $1916369.91   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1255000 | PA      | $1254426.59   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1390000 | PA      | $1385637.07   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144X609<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     17974 | NS      | $347617.16    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1205000 | PA      | $1206911.13   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| GRANITE POINT MTGE TRST                   | Granite Point Mortgage Trust Inc                          | CUSIP: 38741L305<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EP               | CORP              | US        |     18609 | NS      | $371621.73    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                    | HA Sustainable Infrastructure Capital Inc                 | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1045577.50   | 0.25%             | 2056-06-01      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INF CAP                    | HA Sustainable Infrastructure Capital Inc                 | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1201281.20   | 0.28%             | 2056-11-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| HARTFORD INSUR GRP INC/T                  | Hartford Insurance Group Inc/The                          | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |     31235 | NS      | $785872.60    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150773<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |     29427 | NS      | $753331.20    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1010000 | PA      | $1020898.91   | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |    980000 | PA      | $964541.68    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   1490000 | PA      | $1492138.15   | 0.35%             |  |  |  | No            | 2                  | On Loan: —       |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                        | CUSIP: 64828T706<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |     36968 | NS      | $929745.20    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                        | CUSIP: 64828T888<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |     22429 | NS      | $566107.96    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                       | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     39750 | NS      | $1045425.00   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TEEKAY LNG PARTNERS                       | Seapeak LLC                                               | CUSIP: EP0537951<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | MH        |     14918 | NS      | $381005.72    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| PG&E CORP                                 | PG&E Corp                                                 | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1984602.40   | 0.47%             | 2056-09-15      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 CO                            | Phillips 66 Co                                            | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1978562.05   | 0.47%             | 2056-03-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| PINNACLE FINANCL PARTNRS                  | Pinnacle Financial Partners Inc                           | CUSIP: 72348N208<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     17663 | NS      | $453585.84    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TWO HARBORS INV CORP                      | Two Harbors Investment Corp                               | CUSIP: 90187B887<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     10402 | NS      | $268787.68    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                | US Bancorp                                                | CUSIP: 902973155<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     79501 | NS      | $1496208.82   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                | US Bancorp                                                | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      1279 | NS      | $1005178.89   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| US BANCORP                                | US Bancorp                                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1978493.17   | 0.47%             |  |  |  | No            | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                    | Sumisho Air Lease Corp                                    | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    675000 | PA      | $671895.20    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                    | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   5045000 | PA      | $5001852.64   | 1.18%             | 2030-03-22      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| BRC GROUP HOLDINGS INC                    | BRC Group Holdings Inc                                    | CUSIP: 05580M793<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |     18768 | NS      | $449681.28    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BRC GROUP HOLDINGS INC                    | BRC Group Holdings Inc                                    | CUSIP: 05580M801<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |     16332 | NS      | $404380.32    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BRC GROUP HOLDINGS INC                    | BRC Group Holdings Inc                                    | CUSIP: 05580M819<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |     30402 | NS      | $565173.18    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BRC GROUP HOLDINGS INC                    | BRC Group Holdings Inc                                    | CUSIP: 05580M835<br>LEI: 529900LRQ75IKIPK4990 | Long             | EP               | CORP              | US        |     20098 | NS      | $410200.18    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| BELL CANADA                               | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1985000 | PA      | $2036510.75   | 0.48%             | 2055-09-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                  | Brookfield Infrastructure Finance ULC                     | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $681752.03    | 0.16%             | 2055-03-15      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1969469.96   | 0.46%             |  |  |  | No            | 2                  | On Loan: —       |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |    980000 | PA      | $962952.02    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| GLADSTONE INVESTMENT COR                  | Gladstone Investment Corp                                 | CUSIP: 376546800<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |     11543 | NS      | $290537.31    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GLADSTONE INVESTMENT COR                  | Gladstone Investment Corp                                 | CUSIP: 376546859<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |      9230 | NS      | $234903.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GLADSTONE INVESTMENT COR                  | Gladstone Investment Corp                                 | CUSIP: 376546867<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |     11458 | NS      | $291376.94    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO MORTGAGE CAPITAL                  | Invesco Mortgage Capital Inc                              | CUSIP: 46131B506<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EP               | CORP              | US        |     15908 | NS      | $375428.80    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JACKSON FINANCIAL INC                     | Jackson Financial Inc                                     | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |     47346 | NS      | $1234310.22   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   4285000 | PA      | $4398788.26   | 1.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SOLUNA HOLDINGS INC                       | Soluna Holdings Inc                                       | CUSIP: 583543202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     11189 | NS      | $92309.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| READY CAPITAL CORP                        | Ready Capital Corp                                        | CUSIP: 75574U838<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EP               | CORP              | US        |     11757 | NS      | $258771.57    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| REDWOOD TRUST INC                         | Redwood Trust Inc                                         | CUSIP: 758075857<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |      6950 | NS      | $174445.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     39750 | NS      | $987390.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                    | CUSIP: 7591EP860<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     39751 | NS      | $1023190.74   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                  | Rogers Communications Inc                                 | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2185000 | PA      | $2230207.65   | 0.53%             | 2055-04-15      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| RUNWAY GROWTH FINANCE CO                  | Runway Growth Finance Corp                                | CUSIP: 78163D407<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EP               | CORP              | US        |      9230 | NS      | $233795.90    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SARATOGA INVESTMENT CORP                  | Saratoga Investment Corp                                  | CUSIP: 80349A802<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |      9547 | NS      | $238675.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SARATOGA INVESTMENT CORP                  | Saratoga Investment Corp                                  | CUSIP: 80349A851<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |      9230 | NS      | $234072.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SEMPRA                                    | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1956252.44   | 0.46%             | 2052-04-01      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                    | Sempra                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2223687.61   | 0.52%             | 2054-10-01      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                    | Sempra                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    835000 | PA      | $840460.90    | 0.20%             | 2055-04-01      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                    | Sempra                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1608145.08   | 0.38%             | 2056-04-01      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Invesco Government & Agency Po            | Invesco Government & Agency Portfolio                     | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   2037728 | NS      | $2037727.94   | 0.48%             | 2031-12-31      | Fixed         | 0.06%                 | No            | 1                  | On Loan: No      |
| SIERRA PACIFIC POWER CO                   | Sierra Pacific Power Co                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    955000 | PA      | $939194.18    | 0.22%             | 2055-12-15      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                  | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $939342.60    | 0.22%             | 2055-03-01      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1976804.73   | 0.47%             | 2051-09-15      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| SPIRE INC                                 | Spire Inc                                                 | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896917.23    | 0.21%             | 2056-06-01      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                         | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     39686 | NS      | $883410.36    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   2975000 | PA      | $3065633.38   | 0.72%             |  |  |  | No            | 2                  | On Loan: —       |
| STATE STREET CORP                         | State Street Corp                                         | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   1750000 | PA      | $1813598.50   | 0.43%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET CORP                         | State Street Corp                                         | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   1490000 | PA      | $1523109.29   | 0.36%             |  |  |  | No            | 2                  | On Loan: —       |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                          | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |     33763 | NS      | $842386.85    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TELUS CORP                                | TELUS Corp                                                | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1390000 | PA      | $1405527.69   | 0.33%             | 2055-10-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                | TELUS Corp                                                | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1590000 | PA      | $1590181.26   | 0.38%             | 2056-06-09      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                | CUSIP: 880591300<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |     23221 | NS      | $563109.25    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| TENN VALLEY AUTHORITY                     | Tennessee Valley Authority                                | CUSIP: 880591409<br>LEI: 549300HE1ISW43LNKM54 | Long             | EP               | USGA              | US        |     18869 | NS      | $451723.86    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA PIPELINES                     | TransCanada PipeLines Ltd                                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1490000 | PA      | $1536537.17   | 0.36%             | 2065-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2380000 | PA      | $2383358.18   | 0.56%             | 2076-08-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   3075000 | PA      | $3063857.12   | 0.72%             | 2077-03-15      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   2185000 | PA      | $2174133.34   | 0.51%             | 2079-09-15      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1590000 | PA      | $1570576.88   | 0.37%             | 2082-03-07      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| TRINITY CAPITAL INC/MD                    | Trinity Capital Inc                                       | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     10562 | NS      | $268169.18    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRINITY CAPITAL INC/MD                    | Trinity Capital Inc                                       | CUSIP: 896442704<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |     10777 | NS      | $272765.87    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FIN CORP                           | Truist Financial Corp                                     | CUSIP: 89832QAC3<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |    980000 | PA      | $970483.71    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| TRITON INTERNATIONAL LTD                  | Triton International Ltd                                  | CUSIP: EP0573691<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     13001 | NS      | $329445.34    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TRITON INTERNATIONAL LTD                  | Triton International Ltd                                  | CUSIP: EP0580365<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     14163 | NS      | $357474.12    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SEAPEAK LLC                               | Seapeak LLC                                               | CUSIP: EP0515908<br>LEI: 549300CP38L0UER0I397 | Long             | EP               | CORP              | MH        |     11137 | NS      | $285775.42    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   2680000 | PA      | $2673087.21   | 0.63%             |  |  |  | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1909741.70   | 0.45%             |  |  |  | No            | 2                  | On Loan: —       |
| AMERICAN ELECTRIC POWER                   | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1463733.54   | 0.35%             | 2062-02-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                   | American Electric Power Co Inc                            | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    790000 | PA      | $826684.44    | 0.19%             | 2054-12-15      | Variable      | 7.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                   | American Electric Power Co Inc                            | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2988136.84   | 0.70%             | 2056-03-15      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP                   | American National Group Inc                               | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $987001.09    | 0.23%             | 2055-12-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |   3215000 | PA      | $3184593.82   | 0.75%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                       | American International Group Inc                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623237.02    | 0.15%             | 2048-04-01      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ANNALY CAPITAL MGMT                       | Annaly Capital Management Inc                             | CUSIP: 035710847<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |     35180 | NS      | $900959.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ANNALY CAPITAL MGMT                       | Annaly Capital Management Inc                             | CUSIP: 035710862<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |     33788 | NS      | $846727.28    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| ANNALY CAPITAL MGMT                       | Annaly Capital Management Inc                             | CUSIP: 035710870<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |     57242 | NS      | $1486002.32   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| AON CORP                                  | Aon Corp                                                  | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1059686.10   | 0.25%             | 2027-01-01      | Fixed         | 8.21%                 | No            | 2                  | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                  | Apollo Global Management Inc                              | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |     48612 | NS      | $1249328.40   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                  | Aptiv Swiss Holdings Ltd                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    995000 | PA      | $1020046.43   | 0.24%             | 2054-12-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| ARBOR REALTY TRUST INC                    | Arbor Realty Trust Inc                                    | CUSIP: 038923850<br>LEI: 549300ASFUWYQO0RW077 | Long             | EP               | CORP              | US        |     25687 | NS      | $597222.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSOC BANC-CORP                           | Associated Banc-Corp                                      | CUSIP: 045487600<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |     27162 | NS      | $680136.48    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    785000 | PA      | $795140.99    | 0.19%             | 2048-03-27      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD                        | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     39750 | NS      | $1015612.50   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505591<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      8428 | NS      | $168897.12    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505625<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     12681 | NS      | $244109.25    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505815<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     13205 | NS      | $254856.50    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2785000 | PA      | $2794377.10   | 0.66%             |  |  |  | No            | 2                  | On Loan: No      |
| CHS INC                                   | CHS Inc                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     42552 | NS      | $1111883.76   | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS INC                                   | CHS Inc                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     33391 | NS      | $845126.21    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS INC                                   | CHS Inc                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     39155 | NS      | $976917.25    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS INC                                   | CHS Inc                                                   | CUSIP: 12542R803<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     41142 | NS      | $1057349.40   | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $987726.07    | 0.23%             | 2050-06-01      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                           | CMS Energy Corp                                           | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $732836.37    | 0.17%             | 2050-12-01      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   1135000 | PA      | $1122713.28   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| CHIMERA INVESTMENT CORP                   | Chimera Investment Corp                                   | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     29427 | NS      | $718018.80    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| CHIMERA INVESTMENT CORP                   | Chimera Investment Corp                                   | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     23550 | NS      | $538824.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CHIMERA INVESTMENT CORP                   | Chimera Investment Corp                                   | CUSIP: 16934Q604<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     18093 | NS      | $441469.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CHIMERA INVESTMENT CORP                   | Chimera Investment Corp                                   | CUSIP: 16934Q869<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     10802 | NS      | $275667.04    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| CION INVESTMENT CORP                      | CION Investment Corp                                      | CUSIP: 17259U303<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     13464 | NS      | $339696.72    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| CION INVESTMENT CORP                      | CION Investment Corp                                      | CUSIP: 17259U402<br>LEI: 549300XN70JLF94XKX80 | Long             | EP               | CORP              | US        |     10789 | NS      | $271667.02    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1670000 | PA      | $1670385.77   | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1115000 | PA      | $1107152.52   | 0.26%             |  |  |  | No            | 2                  | On Loan: —       |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1395000 | PA      | $1433250.90   | 0.34%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1650000 | PA      | $1715864.70   | 0.40%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    615000 | PA      | $627423.00    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2230000 | PA      | $2269466.54   | 0.54%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3010000 | PA      | $3056059.02   | 0.72%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     34178 | NS      | $861627.38    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    675000 | PA      | $673396.54    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    675000 | PA      | $674621.66    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    675000 | PA      | $667436.56    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    900000 | PA      | $884789.06    | 0.21%             | 2027-01-01      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    835000 | PA      | $833457.80    | 0.20%             | 2027-10-01      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    675000 | PA      | $681009.03    | 0.16%             | 2029-07-01      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGA              | US        |    675000 | PA      | $690485.18    | 0.16%             | 2030-01-01      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| NGL ENERGY PARTNERS LP                    | NGL Energy Partners LP                                    | CUSIP: 62913M206<br>LEI: 5299005YSRP46BE8Z459 | Long             | EP               | CORP              | US        |     28480 | NS      | $718265.60    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NEVADA POWER CO                           | Nevada Power Co                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677752.65    | 0.16%             | 2055-05-15      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                  | New Mountain Finance Corp                                 | CUSIP: 647551308<br>LEI: 549300L1MPTT1H7SES77 | Long             | EP               | CORP              | US        |     10402 | NS      | $267123.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1075251.78   | 0.25%             | 2077-12-01      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    980000 | PA      | $976942.01    | 0.23%             | 2079-05-01      | Variable      | 5.65%                 | No            | 2                  | On Loan: —       |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1160643.77   | 0.27%             | 2082-03-15      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2037276.96   | 0.48%             | 2054-09-01      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3138138.98   | 0.74%             | 2055-08-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1117102.32   | 0.26%             | 2054-11-30      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                              | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1985361.27   | 0.47%             | 2056-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| NORTHERN TRUST CORP                       | Northern Trust Corp                                       | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |    995000 | PA      | $989811.77    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| OLD NATL BANCORP                          | Old National Bancorp/IN                                   | CUSIP: 68003D204<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |      9752 | NS      | $243507.44    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| OLD NATL BANCORP                          | Old National Bancorp/IN                                   | CUSIP: 68003D303<br>LEI: 549300MMK90CL5KMVX16 | Long             | EP               | CORP              | US        |     11101 | NS      | $277191.97    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1713441.97   | 0.40%             | 2055-09-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2177871.22   | 0.51%             | 2056-08-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                   | PartnerRe Finance B LLC                                   | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    995000 | PA      | $947597.01    | 0.22%             | 2050-10-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| PENNYMAC MTGE INVESTMENT                  | PennyMac Mortgage Investment Trust                        | CUSIP: 70931T707<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |     15625 | NS      | $401250.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    990000 | PA      | $974407.20    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   4460000 | PA      | $4156908.21   | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   4140000 | PA      | $4133221.08   | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   1490000 | PA      | $1480747.40   | 0.35%             |  |  |  | No            | 2                  | On Loan: —       |
| PARAMOUNT GLOBAL                          | Paramount Global                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $921604.87    | 0.22%             | 2057-02-28      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1539450.29   | 0.36%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128B648<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    104083 | NS      | $2635381.56   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     95433 | NS      | $2367692.73   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   1765000 | PA      | $1771872.91   | 0.42%             |  |  |  | No            | 2                  | On Loan: —       |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2105000 | PA      | $2103980.55   | 0.50%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2830000 | PA      | $2824853.93   | 0.67%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   3550000 | PA      | $3698159.25   | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| KEMPER CORP                               | Kemper Corp                                               | CUSIP: 488401308<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EP               | CORP              | US        |     13569 | NS      | $323349.27    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     39751 | NS      | $994570.02    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     47701 | NS      | $1201588.19   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP                                   | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1060000 | PA      | $1050488.41   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                     | Lincoln National Corp                                     | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |    990000 | PA      | $1047199.23   | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                             | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     22643 | NS      | $567886.44    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    995000 | PA      | $990615.04    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    995000 | PA      | $980573.00    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| MFA FINANCIAL INC                         | MFA Financial Inc                                         | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |     24907 | NS      | $594031.95    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MELLON CAPITAL IV                         | Mellon Capital IV                                         | CUSIP: 58551TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $893811.24    | 0.21%             | 2026-05-31      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| MERCHANTS BANCORP                         | Merchants Bancorp/IN                                      | CUSIP: 58844R884<br>LEI: 54930008Y0GPVLF81889 | Long             | EP               | CORP              | US        |     12910 | NS      | $327010.30    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                               | CUSIP: 59156R504<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |     47701 | NS      | $1009830.17   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    995000 | PA      | $995697.50    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                        | CUSIP: 64828T300<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |      9527 | NS      | $245510.79    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                        | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |     25473 | NS      | $652108.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| RITHM CAPITAL CORP                        | Rithm Capital Corp                                        | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |     32023 | NS      | $802496.38    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| REINSURANCE GRP OF AMER                   | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     31801 | NS      | $802657.24    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| REINSURANCE GRP OF AMER                   | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     55651 | NS      | $1414091.91   | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1095000 | PA      | $1104646.95   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                        | Enstar Finance LLC                                        | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $976197.19    | 0.23%             | 2042-01-15      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                              | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2445010.25   | 0.58%             | 2054-12-01      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORP                              | Entergy Corp                                              | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1190480.76   | 0.28%             | 2056-06-15      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1980057.35   | 0.47%             | 2077-08-16      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                         | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1386092.85   | 0.33%             | 2078-02-15      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| EUSHI FINANCE INC                         | EUSHI Finance Inc                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $1019771.94   | 0.24%             | 2054-12-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| EUSHI FINANCE INC                         | EUSHI Finance Inc                                         | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1475657.86   | 0.35%             | 2056-04-01      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| EVERGY INC                                | Evergy Inc                                                | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1024310.69   | 0.24%             | 2055-06-01      | Variable      | 6.65%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                         | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1543716.77   | 0.36%             | 2056-08-15      | Variable      | 6.10%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                       | Fifth Third Bancorp                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     35776 | NS      | $909425.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                       | Fifth Third Bancorp                                       | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     32075 | NS      | $827855.75    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                       | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1190000 | PA      | $1186846.30   | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959X400<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |     32328 | NS      | $814342.32    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |    640000 | PA      | $643993.60    | 0.15%             |  |  |  | No            | 2                  | On Loan: —       |
| FIRST CITIZENS BANCSHARE                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EP               | CORP              | US        |   1025000 | PA      | $1030130.13   | 0.24%             |  |  |  | No            | 2                  | On Loan: —       |
| FIRST HORIZON CORP                        | First Horizon Corp                                        | CUSIP: 320517402<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |     12052 | NS      | $297202.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                      | CUSIP: 00123Q609<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     21284 | NS      | $531674.32    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                      | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     31999 | NS      | $815334.52    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                      | CUSIP: 00123Q856<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     13569 | NS      | $339225.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| AGNC INVESTMENT CORP                      | AGNC Investment Corp                                      | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     45714 | NS      | $1138278.60   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC CORP                                  | FMC Corp                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $987473.36    | 0.23%             | 2055-11-01      | Variable      | 8.45%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |   1985000 | PA      | $1967918.28   | 0.46%             |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                    | General Motors Financial Co Inc                           | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | EP               | CORP              | US        |    995000 | PA      | $991350.94    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    835000 | PA      | $829389.05    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     67576 | NS      | $1706294.00   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                  | National Rural Utilities Cooperative Finance Corp         | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    790000 | PA      | $819866.74    | 0.19%             | 2053-09-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| FLAGSTAR BANK NA                          | Flagstar Bank NA                                          | CUSIP: 649445202<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EP               | CORP              | US        |     40949 | NS      | $941827.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  11875199 | NS      | $11875198.75  | 2.80%             |  |  |  | No            | N/A                | On Loan: No      |
| FTAI AVIATION LTD                         | FTAI Aviation Ltd                                         | CUSIP: EP0602243<br>LEI: N/A                  | Long             | EP               | CORP              | KY        |      9504 | NS      | $240736.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| GASLOG PARTNERS LP                        | GasLog Partners LP                                        | CUSIP: EP0528133<br>LEI: 5299004R0RSGEG82BS06 | Long             | EP               | CORP              | MH        |     11514 | NS      | $295967.37    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

**Name of Applicant:** ETF Series Solutions

**Signature:** /s/ Kristen Weitzel

**Name of Signer:** ETF Series Solutions

**Title:** President