# EDGAR Filing Document

**Accession Number:** 0000833040
**File Stem:** 0002071691-26-008628
**Filing Date:** 2026-4
**Character Count:** 323975
**Document Hash:** 65b02001481f596c2578cf7af8523d88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-008628.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0002071691-26-008628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN UNIVERSAL TRUST
- **CENTRAL INDEX KEY:** 0000833040

**ORGANIZATION NAME:**
- **EIN:** 943077602
- **STATE OF INCORPORATION:** FL
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05569
- **FILM NUMBER:** 26887706

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Universal Trust

- **b. Investment Company Act file number:** 811-05569

- **c. CIK number of Registrant:** 0000833040

- **d. LEI of Registrant:** 5493009UE75VG0DU8V76

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Universal Trust

- **c. LEI of Series:** 5493009UE75VG0DU8V76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $288339129.17

**Total Liabilities:** $60661016.95

**Net Assets:** $227678112.22

**Delayed Delivery Securities:** $55000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8.93000000 | **1-Year:** -442.89000000 | **5-Year:** -872.38000000 | **10-Year:** -63.46000000 | **30-Year:** 0.00000000

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

- **3-Month:** -7.54000000 | **1-Year:** -5542.33000000 | **5-Year:** -26908.05000000 | **10-Year:** -9865.79000000 | **30-Year:** -118.94000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.57%               | 2.13%                | 4.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1728670.30             | $-2432936.42                               |
| Month 2  | $33391.99                | $4138552.00                                |
| Month 3  | $67099.47                | $9131077.07                                |

**Designated Index Information**

- **Index Name:** 70HUC0_30S&P 500UTILITIES

- **Index Identifier:** HB10953

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATS Corp.                                                                    | ATS Corp.                                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1274812.50   | 0.56%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                           | APLD ComputeCo LLC                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1076641.55   | 0.47%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                         | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58334 | PA      | $58450.47     | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                        | Acrisure LLC / Acrisure Finance, Inc.                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $407302.40    | 0.18%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                        | Acrisure LLC / Acrisure Finance, Inc.                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399397.40    | 0.18%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $313997.70    | 0.14%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510594.00    | 0.22%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237318.28    | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498640.15    | 0.22%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733723.90    | 0.32%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                         | Alliant Energy Corp.                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80000 | NS      | $5787200.00   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800452.64    | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509422.50    | 0.22%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600920.64    | 0.26%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285551.02    | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                        | Allwyn Entertainment Financing UK plc                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $831458.13    | 0.37%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                      | Altice France Lux 3 / Altice Holdings 1                                      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $282272.46    | 0.12%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc.                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305514.50    | 0.13%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc.                                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     36000 | NS      | $4817520.00   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                       | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885600.63    | 0.39%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp.                                                         | Amplify Energy Corp.                                                         | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       245 | NS      | $1406.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                       | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711490.50    | 0.31%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                  | Apollo Commercial Real Estate Finance, Inc.                                  | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493653.05   | 0.66%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Archrock Services LP / Archrock Partners Finance Corp.                       | Archrock Services LP / Archrock Partners Finance Corp.                       | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $455845.05    | 0.20%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295726.97    | 0.13%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104982.20    | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                              | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1173733.68   | 0.52%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70716.38     | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                      | Asurion LLC and Asurion Co-Issuer, Inc.                                      | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $578142.40    | 0.25%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                      | Asurion LLC and Asurion Co-Issuer, Inc.                                      | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $692071.73    | 0.30%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                 | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309982.20    | 0.14%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259318.50    | 0.11%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                    | Banijay Entertainment SAS                                                    | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $828732.00    | 0.36%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                          | Bausch + Lomb Corp.                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $415000.00    | 0.18%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    758915 | PA      | $839153.37    | 0.37%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                        | Beacon Mobility Corp.                                                        | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272516.40    | 0.12%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                               | BHP Group Ltd.                                                               | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     25185 | NS      | $2054340.45   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                 | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      3694 | NS      | $21087.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                 | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     28796 | NS      | $164381.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                      | Black Pearl Compute LLC                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $409880.74    | 0.18%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Block Communications, Inc.                                                   | Block Communications, Inc.                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    540000 | PA      | $496905.93    | 0.22%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                             | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3000 | NS      | $218790.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                             | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $89644.57     | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Borr IHC Ltd. / Borr Finance LLC                                             | Borr IHC Ltd. / Borr Finance LLC                                             | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220311 | PA      | $230362.84    | 0.10%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                           | Braskem Idesa SAPI                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $174819.20    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499147.99    | 0.22%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1622586.08   | 0.71%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186563.07    | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299098.63    | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442570.31    | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    400000 | PA      | $433990.40    | 0.19%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     60000 | NS      | $4684200.00   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $179104.47    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $555264.76    | 0.24%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142637.64    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                    | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499918.06    | 0.22%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                     | CACI International, Inc.                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437869.98    | 0.19%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                       | Calderys Financing LLC                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $831932.00    | 0.37%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc             | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc             | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1496560.50   | 0.66%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        47 | NS      | $2765.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.               | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $820000.00    | 0.36%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.               | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $325142.20    | 0.14%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                               | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    835000 | PA      | $867605.92    | 0.38%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434276.35    | 0.19%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                     | CenterPoint Energy, Inc.                                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    122800 | NS      | $5341800.00   | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerdia Finanz GmbH                                                           | Cerdia Finanz GmbH                                                           | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $307500.00    | 0.14%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1608617.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       803 | PA      | $803.79       | 0.00%             | 2026-08-20      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1609277.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1971 | PA      | $1999.79      | 0.00%             | 2026-08-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1610327.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2159 | PA      | $636.75       | 0.00%             | 2026-09-17      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1611746.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412 | PA      | $1408.22      | 0.00%             | 2026-08-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1621428.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1808.02      | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627036.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2524 | PA      | $2544.07      | 0.00%             | 2026-09-25      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635897.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3294 | PA      | $3302.55      | 0.00%             | 2026-09-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637445.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1762.31      | 0.00%             | 2026-09-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1644875.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $1440.01      | 0.00%             | 2026-10-26      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645337.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4396 | PA      | $4434.63      | 0.00%             | 2026-10-27      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646123.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1287 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650328.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3658 | PA      | $3622.33      | 0.00%             | 2027-07-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2380 | NS      | $256849.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651868.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2408.03      | 0.00%             | 2026-11-08      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651871.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1279 | PA      | $1296.54      | 0.00%             | 2026-11-20      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651913.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1879 | PA      | $1930.16      | 0.00%             | 2026-11-22      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1653323.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $0.00         | 0.00%             | 2026-11-09      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658185.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $1667.79      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp., Escrow Account                                          | CUSIP: 165ESCAJ3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $225.00       | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660066.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6742.53      | 0.00%             | 2026-11-10      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666359.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1422.75      | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666362.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1512 | PA      | $1531.95      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666890.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4537.76      | 0.00%             | 2026-11-10      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666911.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2414 | PA      | $2413.88      | 0.00%             | 2026-11-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672316.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2666.17      | 0.00%             | 2026-12-14      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672718.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $2023.79      | 0.00%             | 2027-01-07      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672730.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9118 | PA      | $2460.43      | 0.00%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1675010.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1985.35      | 0.00%             | 2026-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678354.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4641 | PA      | $2484.27      | 0.00%             | 2027-09-20      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685634.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $1439.03      | 0.00%             | 2027-11-14      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685637.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7062 | PA      | $7065.30      | 0.00%             | 2026-12-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689173.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7203 | PA      | $0.00         | 0.00%             | 2027-01-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689251.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1057 | PA      | $1075.32      | 0.00%             | 2027-01-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695787.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5734 | PA      | $5741.64      | 0.00%             | 2027-01-14      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Chobani Holdco II LLC                                                        | Chobani Holdco II LLC                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654870 | PA      | $701791.44    | 0.31%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701108.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7977 | PA      | $8058.36      | 0.00%             | 2027-01-15      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701537.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $3846.14      | 0.00%             | 2027-01-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1702455.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4007 | PA      | $4007.74      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                    | Chobani LLC / Chobani Finance Corp., Inc.                                    | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $796332.56    | 0.35%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                    | Chobani LLC / Chobani Finance Corp., Inc.                                    | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208292.80    | 0.09%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1703169.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7327 | PA      | $1099.10      | 0.00%             | 2027-02-25      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1705005.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12250 | PA      | $12176.05     | 0.01%             | 2028-01-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707746.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1664 | PA      | $1664.75      | 0.00%             | 2027-02-14      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714627.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $5230.01      | 0.00%             | 2027-02-17      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714648.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2029 | PA      | $2052.86      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720917.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3218 | PA      | $3257.05      | 0.00%             | 2027-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721346.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5411 | PA      | $5522.06      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Cipher Compute LLC                                                           | Cipher Compute LLC                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $401783.69    | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744328.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6170 | PA      | $6191.02      | 0.00%             | 2027-04-15      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750735.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3088 | PA      | $4.49         | 0.00%             | 2027-05-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752624.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6316 | PA      | $6330.16      | 0.00%             | 2027-04-05      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752654.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4849 | PA      | $4831.54      | 0.00%             | 2027-04-30      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753011.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4349 | PA      | $4336.66      | 0.00%             | 2027-04-06      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                   | Clarios Global LP / Clarios US Finance Co.                                   | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $321966.00    | 0.14%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302557.80    | 0.13%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503855.00    | 0.22%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    700000 | PA      | $756056.70    | 0.33%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184608676.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6814 | PA      | $0.00         | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184862697.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4059 | PA      | $4064.46      | 0.00%             | 2027-01-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185030629.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $1852.60      | 0.00%             | 2027-01-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185051135.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3638 | PA      | $3662.07      | 0.00%             | 2028-02-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185208719.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2618.05      | 0.00%             | 2027-01-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185215933.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9720 | PA      | $0.00         | 0.00%             | 2027-06-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185284755.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6221 | PA      | $6351.67      | 0.00%             | 2027-01-21      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398886.16    | 0.18%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284390.61    | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372251.72    | 0.16%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146978.82    | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185440062.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10674 | PA      | $8595.32      | 0.00%             | 2028-02-25      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185553869.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5748 | PA      | $272.83       | 0.00%             | 2027-01-31      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185625736.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3166 | PA      | $3171.71      | 0.00%             | 2027-01-31      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185737435.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6230 | PA      | $0.00         | 0.00%             | 2027-02-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185785605.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6676 | PA      | $6728.84      | 0.00%             | 2027-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185788975.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11687 | PA      | $11882.25     | 0.01%             | 2027-02-15      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185801067.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3966 | PA      | $3985.51      | 0.00%             | 2027-02-04      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185806351.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2735 | PA      | $0.00         | 0.00%             | 2035-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185828353.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5182 | PA      | $0.00         | 0.00%             | 2035-02-08      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345737.84    | 0.15%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $580221.76    | 0.25%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186004411.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7490 | PA      | $7648.98      | 0.00%             | 2028-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186037923.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2122 | PA      | $2182.89      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186073191.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2684 | PA      | $2766.61      | 0.00%             | 2027-01-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188652977.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1311 | PA      | $1351.57      | 0.00%             | 2027-05-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188684882.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2248 | PA      | $2301.50      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188806927.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5652 | PA      | $5818.22      | 0.00%             | 2027-04-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188818650.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2133 | PA      | $2187.83      | 0.00%             | 2027-04-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188821742.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7378 | PA      | $7691.67      | 0.00%             | 2027-04-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188825826.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3670 | PA      | $3780.92      | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188877761.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2584.37      | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008335.59   | 0.44%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                       | Cogent Communications Group LLC / Cogent Finance, Inc.                       | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $688629.90    | 0.30%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                       | Cogent Communications Group LLC / Cogent Finance, Inc.                       | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $864990.75    | 0.38%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668601.57    | 0.29%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229700.25    | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $456050.69    | 0.20%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                    | Connect Finco SARL / Connect US Finco LLC                                    | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1381149.90   | 0.61%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                    | Consolidated Edison, Inc.                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15000 | NS      | $1687800.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                                   | Constellation Energy Corp.                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      5000 | NS      | $1649400.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Generation LLC                                          | Constellation Energy Generation LLC                                          | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700136.75    | 0.31%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $581804.46    | 0.26%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                               | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $416688.00    | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                            | Cornerstone Building Brands, Inc.                                            | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $150006.93    | 0.07%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                   | Coronado Finance Pty. Ltd.                                                   | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $881263.28    | 0.39%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $608340.00    | 0.27%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                         | CrossCountry Intermediate HoldCo LLC                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $428831.22    | 0.19%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                         | CrossCountry Intermediate HoldCo LLC                                         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $619052.75    | 0.27%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                               | DTE Energy Co.                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     30000 | NS      | $4447200.00   | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $1388400.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297981.09    | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202692.00    | 0.09%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1175497.80   | 0.52%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207942.20    | 0.09%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                   | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82146.94     | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                        | Directv Financing LLC                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150238.99    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                 | Diversified Healthcare Trust                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1238951.84   | 0.54%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     65000 | NS      | $4104100.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Donnelley & Sons Co.                                                      | RR Donnelley & Sons Co.                                                      | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1160323.88   | 0.51%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                | Dornoch Debt Merger Sub, Inc.                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1401532.63   | 0.62%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                    | Dream Finders Homes, Inc.                                                    | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $516895.00    | 0.23%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     40000 | NS      | $5234000.00   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299133.30    | 0.13%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     20000 | NS      | $1494800.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                               | Efesto Bidco SpA Efesto US LLC, Series XR                                    | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1076110.35   | 0.47%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196757.72    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                  | Emergent BioSolutions, Inc.                                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $787674.60    | 0.35%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                  | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932620.50    | 0.41%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     39360 | NS      | $2091590.40   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                   | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628736.07    | 0.28%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $428147.60    | 0.19%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc.                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194445.88    | 0.09%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust                                                               | Endo GUC Trust, Escrow Account                                               | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51454 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Finance Holdings LP                                                     | Endo Finance Holdings LP                                                     | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $212685.60    | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                | Entergy Corp.                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60000 | NS      | $6426600.00   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    655000 | PA      | $686880.82    | 0.30%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    745000 | PA      | $797815.29    | 0.35%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                   | ESAB Corp.                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615784.80    | 0.27%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                 | Evergy, Inc.                                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     72000 | NS      | $6023520.00   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     40000 | NS      | $1978800.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                                    | FMC Corp.                                                                    | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197571.12    | 0.09%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $271654.43    | 0.12%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                    | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $365886.30    | 0.16%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1227219.24   | 0.54%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                       | First Student Bidco, Inc. / First Transit Parent, Inc.                       | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $872832.33    | 0.38%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1136576.62   | 0.50%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp.                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     50000 | NS      | $2558000.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                                         | Forestar Group, Inc.                                                         | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717216.50    | 0.32%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                | Fortress Intermediate 3, Inc.                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587348.28    | 0.26%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313561.50    | 0.14%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655421.00    | 0.29%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320650.79    | 0.14%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289574.16    | 0.13%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                       | Freeport-McMoRan, Inc.                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     40380 | NS      | $2749070.40   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux FinCo SARL                                                       | Froneri Lux FinCo SARL                                                       | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $472945.96    | 0.21%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $736471.40    | 0.32%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                            | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202400.00    | 0.09%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GPD Cos., Inc.                                                               | GPD Cos., Inc.                                                               | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1002267 | PA      | $532930.49    | 0.23%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666477.63    | 0.29%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                  | Gates Corp.                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415514.80    | 0.18%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                              | Genmab A/S / Genmab Finance LLC                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $498476.64    | 0.22%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                              | Genmab A/S / Genmab Finance LLC                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $509621.28    | 0.22%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                        | Wrangler Holdco Corp.                                                        | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $730730.70    | 0.32%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | Magnera Corp.                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371967.68    | 0.16%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $656172.07    | 0.29%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                      | Grand Canyon University                                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $804465.88    | 0.35%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236465.58    | 0.10%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $405512.64    | 0.18%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $366825.76    | 0.16%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $592904.76    | 0.26%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                 | Enviri Corp.                                                                 | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500765.00    | 0.22%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929680.20    | 0.41%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                 | Hess Midstream Operations LP                                                 | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517616.50    | 0.23%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296409.39    | 0.13%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $739098.50    | 0.32%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198215.40    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                            | Hillenbrand, Inc.                                                            | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593373.06    | 0.26%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                         | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $421593.60    | 0.19%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                         | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $960693.30    | 0.42%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                            | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $811117.60    | 0.36%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $436820.04    | 0.19%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                          | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                          | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $218884.47    | 0.10%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293277.08    | 0.13%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                  | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $827460.00    | 0.36%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Industrial F&B Investments III, Inc.                                         | Industrial F&B Investments III, Inc.                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487884.00    | 0.21%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                     | Franklin Institutional U.S. Government Money Market Fund                     | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   6841752 | NS      | $6841751.61   | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                | Insulet Corp.                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104066.90    | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    925000 | PA      | $952681.55    | 0.42%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                          | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299531.19    | 0.13%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718818.10    | 0.32%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                              | JH North America Holdings, Inc.                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76639.28     | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                              | JH North America Holdings, Inc.                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128380.50    | 0.06%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                             | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501428.00    | 0.22%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $488276.60    | 0.21%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503368.00    | 0.22%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $616169.50    | 0.27%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500722.50    | 0.22%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1479028.60   | 0.65%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                               | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154389.30    | 0.07%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                               | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230928.53    | 0.10%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                  | Kedrion SpA                                                                  | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1460946.86   | 0.64%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405562.00    | 0.18%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                                     | Advancion Sciences, Inc.                                                     | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255256 | PA      | $222072.72    | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726296.20    | 0.32%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232140.60    | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135902.28    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                              | LGI Homes, Inc.                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    800000 | PA      | $835189.60    | 0.37%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                  | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382250.63    | 0.17%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                      | Leeward Renewable Energy Operations LLC                                      | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943351.00    | 0.41%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                              | M/I Homes, Inc.                                                              | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578568.36    | 0.25%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    777986 | PA      | $501703.72    | 0.22%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    144760 | PA      | $129554.41    | 0.06%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $66084.77     | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                             | MPT Operating Partnership LP / MPT Finance Corp.                             | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $803252.25    | 0.35%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                           | Macquarie Airfinance Holdings Ltd.                                           | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215918.18    | 0.09%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                              | Discovery Global Holdings, Inc.                                              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    350000 | PA      | $246750.00    | 0.11%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                              | Discovery Global Holdings, Inc.                                              | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514862.40    | 0.23%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                             | Maricopa County Industrial Development Authority, Series 2024                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $464267.17    | 0.20%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                | Martin Midstream Partners LP / Martin Midstream Finance Corp.                | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1773202.00   | 0.78%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479402.90   | 0.65%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $655515.60    | 0.29%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc.                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818134.40    | 0.36%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1154812.50   | 0.51%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $380011.13    | 0.17%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                       | Mineral Resources Ltd.                                                       | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $310529.98    | 0.14%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                    | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504463.00    | 0.22%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC      | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $677808.95    | 0.30%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500285.30    | 0.22%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                          | Murray Energy Corp.                                                          | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    757734 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $515260.00    | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    480000 | PA      | $484785.12    | 0.21%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                             | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801866.40    | 0.35%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $677157.53    | 0.30%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                      | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315660.00    | 0.14%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                      | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264313.88    | 0.12%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                       | Neptune Bidco US, Inc.                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130367.90    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                       | Neptune Bidco US, Inc.                                                       | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612525.49    | 0.27%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50028.14     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75290.40     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315942.43    | 0.14%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                | Newmont Corp.                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26000 | NS      | $3380000.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                   | News Corp.                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195170.07    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                         | NextEra Energy, Inc.                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    115000 | NS      | $10783550.00  | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     60000 | NS      | $2838000.00   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $617486.49    | 0.27%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                              | Northriver Midstream Finance LP                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617355.60    | 0.27%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248944.23    | 0.11%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91491.87     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309845.40    | 0.14%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687883.92    | 0.30%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                              | Oceaneering International, Inc.                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305431.63    | 0.13%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287637.95    | 0.13%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                            | OneSky Flight LLC                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266253.50    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                               | Opal Bidco SAS                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $979114.65    | 0.43%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                 | Oracle Corp., Series D                                                       | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      5357 | NS      | $246368.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                    | Outfront Media Capital LLC / Outfront Media Capital Corp.                    | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100214.40    | 0.04%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                    | Outfront Media Capital LLC / Outfront Media Capital Corp.                    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73634.14     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                    | PPL Corp.                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24500 | NS      | $955010.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277160.25    | 0.12%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605042.80    | 0.27%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407500.00    | 0.18%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                     | Pebblebrook Hotel LP / PEB Finance Corp.                                     | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $714249.20    | 0.31%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                        | PetSmart LLC / PetSmart Finance Corp.                                        | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $602514.85    | 0.26%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                        | PHH Escrow Issuer LLC / PHH Corp.                                            | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1808809.20   | 0.79%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                  | Pinnacle West Capital Corp.                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     20000 | NS      | $2006000.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391849.60    | 0.17%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                   | Prime Security Services Borrower LLC / Prime Finance, Inc.                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $236345.95    | 0.10%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                          | PROG Holdings, Inc.                                                          | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $884389.50    | 0.39%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                        | Public Service Enterprise Group, Inc.                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     25000 | NS      | $2151750.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245859.96    | 0.11%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145536.93    | 0.06%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311984.40    | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156022.65    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $308275.20    | 0.14%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $724781.40    | 0.32%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $285829.50    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                            | Rain Carbon, Inc.                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1279363.20   | 0.56%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                | Rio Tinto plc                                                                | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     15000 | NS      | $1490100.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                     | RB Global Holdings, Inc.                                                     | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127174.00    | 0.06%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                               | Rivers Enterprise Borrower LLC                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $281118.81    | 0.12%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413907.94    | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc.                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $922046.18    | 0.40%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $312929.39    | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCE Trust II                                                                 | SCE Trust II                                                                 | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27500 | NS      | $522775.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                  | SV RNO Property Owner 1 LLC                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $613162.70    | 0.27%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                                         | EW Scripps Co. (The)                                                         | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753796.50    | 0.33%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $566535.20    | 0.25%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra, Inc.                                                                 | Sempra, Inc.                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     90000 | NS      | $8664300.00   | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833600.00    | 0.37%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                     | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    641667 | PA      | $647437.80    | 0.28%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1275610.80   | 0.56%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                            | Solstice Advanced Materials, Inc.                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    625000 | PA      | $632141.25    | 0.28%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     50000 | NS      | $4869000.00   | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                                 | South32 Ltd.                                                                 | CUSIP: 84473L105<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     10074 | NS      | $165717.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                        | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494664.71    | 0.22%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618489.60    | 0.27%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    495000 | PA      | $504581.72    | 0.22%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498775.70    | 0.22%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96544.49     | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    445000 | PA      | $450206.95    | 0.20%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249120.88    | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                          | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144844.53    | 0.06%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                           | StoneX Group, Inc.                                                           | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531145.50    | 0.23%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                     | Stonex Escrow Issuer LLC                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295974.21    | 0.13%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528534.50    | 0.23%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                    | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55060.21     | 0.02%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                             | Sunoco LP / Sunoco Finance Corp.                                             | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500499.50    | 0.22%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                             | Sunoco LP / Sunoco Finance Corp.                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197162.40    | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                       | TTM Technologies, Inc.                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485661.30    | 0.21%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600731.89    | 0.26%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                      | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $606958.36    | 0.27%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714835.80    | 0.31%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520512.28    | 0.23%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175200.81    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $600881.40    | 0.26%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC             | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $712366.05    | 0.31%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net LLC                                                       | Diamond Sports Net LLC, First Lien, Exit Term Loan                           | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     42571 | PA      | $8088.53      | 0.00%             | 2028-01-03      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173133.78    | 0.08%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1059409.09   | 0.47%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $96680.16     | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $581756.38    | 0.26%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    560000 | PA      | $586241.93    | 0.26%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $104191.90    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                              | Transocean Titan Financing Ltd.                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     68095 | PA      | $69834.12     | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                               | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722604.40    | 0.32%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299973.06    | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291225.37    | 0.13%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                        | VM Consolidated, Inc.                                                        | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786014.40    | 0.35%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                      | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $683586.50    | 0.30%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221961.80    | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226954.40    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310619.96    | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $522244.94    | 0.23%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46768.19     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47270.97     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287610.03    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281574.13    | 0.12%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512358.71    | 0.23%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1180435.30   | 0.52%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424069.60    | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                        | Veritiv Operating Co.                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $241024.50    | 0.11%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc.                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518588.49    | 0.23%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                     | VICI Properties LP / VICI Note Co., Inc.                                     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $696752.45    | 0.31%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                          | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $601315.80    | 0.26%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                          | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    520000 | PA      | $530787.40    | 0.23%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                          | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501461.09    | 0.22%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1003615.36   | 0.44%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395925.72    | 0.17%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105723.00    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420996.00    | 0.18%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                       | WEC Energy Group, Inc.                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     20000 | NS      | $2339200.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                          | Waste Pro USA, Inc.                                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208649.20    | 0.09%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                         | Watco Cos. LLC / Watco Finance Corp.                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $694886.28    | 0.31%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723864.40    | 0.32%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $841844.10    | 0.37%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    184000 | PA      | $189706.94    | 0.08%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                               | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    590000 | PA      | $617148.26    | 0.27%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                    | Weekley Homes LLC / Weekley Finance Corp.                                    | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1287976.30   | 0.57%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                    | Weekley Homes LLC / Weekley Finance Corp.                                    | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $438067.42    | 0.19%             | 2034-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411711.60    | 0.18%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469480.95    | 0.21%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                     | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235171.55    | 0.10%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                   | Woodside Energy Group Ltd.                                                   | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      9101 | NS      | $186388.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF Compute LLC                                                             | WULF Compute LLC                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $593473.44    | 0.26%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $864340.00    | 0.38%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207638.20    | 0.09%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                            | Xcel Energy, Inc.                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     55000 | NS      | $4584800.00   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                     | Zebra Technologies Corp.                                                     | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307727.10    | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238906.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $0.00         | 0.00%             | 2028-11-03      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291590.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301470.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $62.90        | 0.00%             | 2026-08-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319935.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351381.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-03      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432730.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992433503.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460590.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                              | DSG Topco, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2027 | NS      | $506.75       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |    500000 | PA      | $535577.50    | 0.24%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Par Health, Inc.                                                             | Par Health, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2929 | NS      | $25996.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-08710316.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9514 | PA      | $9622.26      | 0.00%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10128827.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1651 | PA      | $1688.58      | 0.00%             | 2027-02-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10460831.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1335 | PA      | $1373.47      | 0.00%             | 2026-09-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10581131.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1832 | PA      | $1892.88      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10704368.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3430 | PA      | $3473.54      | 0.00%             | 2026-10-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10745909.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9426 | PA      | $9544.35      | 0.00%             | 2026-10-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10845328.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4250 | PA      | $4286.00      | 0.00%             | 2026-10-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10848002.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4818 | PA      | $4933.11      | 0.00%             | 2026-11-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10848317.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5951 | PA      | $6024.05      | 0.00%             | 2027-02-28      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10868780.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $993.94       | 0.00%             | 2036-02-27      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11007668.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4272 | PA      | $4417.62      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11021456.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8660 | PA      | $8994.31      | 0.00%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036570.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       768 | PA      | $764.15       | 0.00%             | 2027-01-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11094577.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2829 | PA      | $2926.42      | 0.00%             | 2026-12-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11111264.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2642 | PA      | $2682.95      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11187454.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $241.86       | 0.00%             | 2026-11-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11674918.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7376 | PA      | $7656.04      | 0.00%             | 2027-02-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11677084.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9785 | PA      | $9902.98      | 0.00%             | 2026-12-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11743079.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11686 | PA      | $7393.68      | 0.00%             | 2027-02-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11744634.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7185 | PA      | $7421.18      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799488.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       850 | PA      | $856.51       | 0.00%             | 2036-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11801830.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7385 | PA      | $7502.64      | 0.00%             | 2027-05-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11838245.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1315.57      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11844341.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9173 | PA      | $9363.45      | 0.00%             | 2027-02-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11845152.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5850 | PA      | $5871.54      | 0.00%             | 2027-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12106158.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4303 | PA      | $4345.13      | 0.00%             | 2027-03-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12270734.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5335 | PA      | $5432.20      | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12304720.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10400 | PA      | $10530.34     | 0.00%             | 2027-07-06      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12341500.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5038 | PA      | $5249.28      | 0.00%             | 2027-03-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12396943.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4559.28      | 0.00%             | 2027-03-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12397051.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3277 | PA      | $3355.49      | 0.00%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12407302.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4281 | PA      | $604.57       | 0.00%             | 2027-03-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13227905.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3714.50      | 0.00%             | 2027-05-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13256383.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5761 | PA      | $5806.40      | 0.00%             | 2026-09-18      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13477482.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2250 | PA      | $2257.62      | 0.00%             | 2026-05-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13485605.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4496 | PA      | $4610.07      | 0.00%             | 2027-05-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13498730.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5866 | PA      | $5938.28      | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13507352.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2959 | PA      | $3047.29      | 0.00%             | 2027-05-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13511680.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       798 | PA      | $799.93       | 0.00%             | 2026-05-05      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13513406.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14938 | PA      | $15095.88     | 0.01%             | 2027-04-01      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13527002.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       667 | PA      | $669.73       | 0.00%             | 2026-05-19      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14860724.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4558.23      | 0.00%             | 2026-09-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14943761.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2065 | PA      | $2072.45      | 0.00%             | 2026-06-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14956830.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $783.18       | 0.00%             | 2026-07-28      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15039962.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19489 | PA      | $19748.03     | 0.01%             | 2027-08-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15048744.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8810 | PA      | $9038.26      | 0.00%             | 2027-07-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053141.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $1141.90      | 0.00%             | 2026-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053719.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4282 | PA      | $4353.72      | 0.00%             | 2027-07-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053776.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $4580.04      | 0.00%             | 2027-07-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15054013.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967 | PA      | $1998.17      | 0.00%             | 2026-07-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15057995.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3667 | PA      | $3738.52      | 0.00%             | 2027-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15058449.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4036 | PA      | $4095.00      | 0.00%             | 2027-07-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15064429.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9230 | PA      | $9361.80      | 0.00%             | 2027-07-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15070181.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3783 | PA      | $3814.99      | 0.00%             | 2028-02-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15070551.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9132 | PA      | $9647.28      | 0.00%             | 2028-04-27      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15078317.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7154 | PA      | $7272.64      | 0.00%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15109634.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1244 | PA      | $1263.72      | 0.00%             | 2026-07-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Anagram Holdings LLC / Anagram International, Inc.                           | Anagram Holdings LLC / Anagram International, Inc.                           | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257209 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $344767.50    | 0.15%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1728926.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       451 | PA      | $445.07       | 0.00%             | 2026-09-17      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729187.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2527 | PA      | $2494.01      | 0.00%             | 2027-07-17      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729390.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       487 | PA      | $481.12       | 0.00%             | 2026-09-17      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729641.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $279.57       | 0.00%             | 2027-02-17      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729657.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $980.56       | 0.00%             | 2026-09-17      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729970.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8573 | PA      | $8455.96      | 0.00%             | 2027-02-17      | Fixed         | 18.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1900628.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       261 | PA      | $257.85       | 0.00%             | 2026-10-22      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901195.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       496 | PA      | $489.83       | 0.00%             | 2026-10-28      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901303.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       900 | PA      | $890.72       | 0.00%             | 2026-10-22      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901571.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2316.72      | 0.00%             | 2026-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902199.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       918 | PA      | $908.33       | 0.00%             | 2026-10-22      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902299.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1985 | PA      | $1963.87      | 0.00%             | 2026-10-27      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902353.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $2064.96      | 0.00%             | 2026-10-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902401.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $1010.23      | 0.00%             | 2026-10-22      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902681.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1475.30      | 0.00%             | 2026-10-22      | Fixed         | 31.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902836.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9281 | PA      | $9176.19      | 0.00%             | 2026-10-22      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031174.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2252 | PA      | $2218.08      | 0.00%             | 2026-11-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031644.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $460.60       | 0.00%             | 2026-11-12      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031845.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5010 | PA      | $826.13       | 0.00%             | 2027-04-12      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032325.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $308.68       | 0.00%             | 2026-11-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032727.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $666.85       | 0.00%             | 2026-11-12      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032753.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $334.76       | 0.00%             | 2026-11-12      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032946.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $6065.39      | 0.00%             | 2026-11-12      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032947.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5532 | PA      | $5449.18      | 0.00%             | 2026-11-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2101678.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       982 | PA      | $971.47       | 0.00%             | 2026-11-23      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2101751.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6614 | PA      | $6557.96      | 0.00%             | 2027-09-23      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102410.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1666 | PA      | $1645.62      | 0.00%             | 2027-05-07      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102727.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       950 | PA      | $940.00       | 0.00%             | 2026-11-23      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102941.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4408 | PA      | $4358.96      | 0.00%             | 2026-11-23      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103284.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       874 | PA      | $865.13       | 0.00%             | 2026-11-23      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248314.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $861.66       | 0.00%             | 2026-12-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248500.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1078 | PA      | $1060.73      | 0.00%             | 2027-05-14      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248936.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1459 | PA      | $1438.57      | 0.00%             | 2026-12-15      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249041.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       319 | PA      | $314.76       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249049.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $80.01        | 0.00%             | 2027-10-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249158.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4977 | PA      | $4881.21      | 0.00%             | 2027-10-28      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249414.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2601.41      | 0.00%             | 2027-06-01      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249983.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $55.41        | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2250974.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1001 | PA      | $794.30       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251249.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3885 | PA      | $3823.30      | 0.00%             | 2026-12-14      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251410.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1889 | PA      | $327.84       | 0.00%             | 2026-12-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251546.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3630 | PA      | $3579.46      | 0.00%             | 2026-12-15      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252023.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1276 | PA      | $1258.86      | 0.00%             | 2026-12-15      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252233.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $544.61       | 0.00%             | 2026-12-20      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253234.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4340.74      | 0.00%             | 2027-05-15      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253392.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2178 | PA      | $1694.28      | 0.00%             | 2026-12-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253542.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       595 | PA      | $466.60       | 0.00%             | 2026-12-15      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253701.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2650 | PA      | $2609.72      | 0.00%             | 2026-12-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497520.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2949 | PA      | $2928.34      | 0.00%             | 2027-06-24      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497553.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4586.99      | 0.00%             | 2027-01-24      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497574.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11419 | PA      | $11215.21     | 0.00%             | 2027-11-24      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498422.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       340 | PA      | $336.31       | 0.00%             | 2027-02-01      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498744.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2896.27      | 0.00%             | 2027-01-24      | Fixed         | 26.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499235.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1455.50      | 0.00%             | 2027-01-24      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499403.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $858.30       | 0.00%             | 2027-01-24      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500654.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       321 | PA      | $317.60       | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500797.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       556 | PA      | $550.55       | 0.00%             | 2027-01-25      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500961.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1208 | PA      | $1194.28      | 0.00%             | 2027-01-25      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501125.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382 | PA      | $377.66       | 0.00%             | 2027-01-25      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501148.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       507 | PA      | $503.49       | 0.00%             | 2027-01-25      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501330.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1630 | PA      | $1613.34      | 0.00%             | 2027-01-25      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501430.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $232.45       | 0.00%             | 2027-01-25      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501561.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $1413.04      | 0.00%             | 2027-01-25      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502179.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       467 | PA      | $460.40       | 0.00%             | 2027-01-25      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502187.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1458 | PA      | $1444.12      | 0.00%             | 2027-01-25      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502276.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1753 | PA      | $1736.18      | 0.00%             | 2027-01-25      | Fixed         | 33.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502639.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2710 | PA      | $2646.30      | 0.00%             | 2027-01-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502652.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1438.80      | 0.00%             | 2027-01-25      | Fixed         | 27.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503209.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1894.38      | 0.00%             | 2027-01-25      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503375.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $892.32       | 0.00%             | 2027-01-25      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972075.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16617 | PA      | $1202.34      | 0.00%             | 2027-09-19      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972190.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13657 | PA      | $13319.43     | 0.01%             | 2027-04-28      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972220.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1395.06      | 0.00%             | 2027-04-19      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972305.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2197 | PA      | $2174.35      | 0.00%             | 2027-04-19      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729627.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $512.41       | 0.00%             | 2026-09-17      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729743.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7417 | PA      | $7315.30      | 0.00%             | 2026-09-17      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729858.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10633 | PA      | $1003.46      | 0.00%             | 2027-02-17      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1730112.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $478.12       | 0.00%             | 2026-09-17      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1730290.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1373.07      | 0.00%             | 2026-09-17      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901067.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3032 | PA      | $219.42       | 0.00%             | 2027-08-22      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901951.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $511.26       | 0.00%             | 2026-10-22      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902683.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2552.36      | 0.00%             | 2026-10-22      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902855.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       429 | PA      | $30.96        | 0.00%             | 2027-08-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2030806.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       871 | PA      | $858.07       | 0.00%             | 2026-11-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031108.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13862 | PA      | $13608.30     | 0.01%             | 2027-04-12      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031479.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3363.56      | 0.00%             | 2026-11-12      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031623.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6296 | PA      | $6184.23      | 0.00%             | 2026-11-16      | Fixed         | 9.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032060.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1321 | PA      | $1301.52      | 0.00%             | 2026-11-12      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032147.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1513 | PA      | $1490.02      | 0.00%             | 2026-11-12      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032183.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2309.48      | 0.00%             | 2026-11-12      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032226.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4674 | PA      | $4603.58      | 0.00%             | 2026-11-12      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032266.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $1707.95      | 0.00%             | 2027-04-12      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032337.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4105 | PA      | $3030.91      | 0.00%             | 2027-04-12      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032373.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2271 | PA      | $1764.89      | 0.00%             | 2026-11-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032456.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       330 | PA      | $325.18       | 0.00%             | 2026-11-12      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032600.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $130.39       | 0.00%             | 2026-11-12      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032849.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2561.66      | 0.00%             | 2026-11-12      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032896.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1278 | PA      | $1255.70      | 0.00%             | 2026-11-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2033008.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1322.36      | 0.00%             | 2026-11-12      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2076017.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $531.88       | 0.00%             | 2026-11-23      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101522.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6415 | PA      | $6327.14      | 0.00%             | 2026-11-23      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101750.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1713 | PA      | $1694.73      | 0.00%             | 2026-11-23      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101880.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       785 | PA      | $776.93       | 0.00%             | 2026-11-23      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102028.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1431.50      | 0.00%             | 2026-11-23      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102051.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1233 | PA      | $1219.52      | 0.00%             | 2026-11-23      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102400.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1298 | PA      | $1284.28      | 0.00%             | 2026-11-23      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102751.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $818.12       | 0.00%             | 2026-11-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102939.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       683 | PA      | $673.22       | 0.00%             | 2026-11-23      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2103842.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $943.16       | 0.00%             | 2026-11-23      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2141755.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8972 | PA      | $8814.81      | 0.00%             | 2026-12-15      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247235.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       854 | PA      | $840.84       | 0.00%             | 2026-12-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247268.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18380 | PA      | $18176.04     | 0.01%             | 2027-06-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247794.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1205 | PA      | $1185.08      | 0.00%             | 2027-10-15      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248144.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1295 | PA      | $1275.35      | 0.00%             | 2026-12-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248805.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2630 | PA      | $486.07       | 0.00%             | 2026-12-14      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248975.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1490 | PA      | $1472.66      | 0.00%             | 2026-12-14      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249149.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2500 | PA      | $2463.56      | 0.00%             | 2026-12-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249248.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2644 | PA      | $2615.28      | 0.00%             | 2026-12-14      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249257.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2752 | PA      | $2124.24      | 0.00%             | 2026-12-14      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249279.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $833.70       | 0.00%             | 2026-12-14      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249412.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $452.90       | 0.00%             | 2026-12-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249629.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1410 | PA      | $1388.35      | 0.00%             | 2026-12-14      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249765.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1029 | PA      | $1013.03      | 0.00%             | 2026-12-14      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249780.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1975 | PA      | $1943.86      | 0.00%             | 2026-12-14      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249782.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1085.60      | 0.00%             | 2026-12-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249823.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $830.52       | 0.00%             | 2026-12-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249856.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315 | PA      | $310.58       | 0.00%             | 2026-12-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249903.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $610.78       | 0.00%             | 2026-12-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250070.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       993 | PA      | $978.46       | 0.00%             | 2026-12-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250314.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       930 | PA      | $915.93       | 0.00%             | 2026-12-14      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250334.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2264 | PA      | $2232.05      | 0.00%             | 2026-12-14      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250541.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       860 | PA      | $679.56       | 0.00%             | 2026-12-15      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250558.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2219 | PA      | $1737.40      | 0.00%             | 2026-12-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250559.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2238 | PA      | $2197.28      | 0.00%             | 2027-05-14      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250662.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $2147.60      | 0.00%             | 2026-12-14      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250707.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1587 | PA      | $1232.30      | 0.00%             | 2026-12-14      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250820.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $851.40       | 0.00%             | 2027-05-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251037.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       653 | PA      | $646.43       | 0.00%             | 2027-05-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251043.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7429 | PA      | $7307.46      | 0.00%             | 2026-12-28      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251333.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3608.66      | 0.00%             | 2026-12-14      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251393.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1142 | PA      | $1123.90      | 0.00%             | 2026-12-14      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251398.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1573.63      | 0.00%             | 2026-12-14      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251409.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $2902.77      | 0.00%             | 2026-12-14      | Fixed         | 20.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251727.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       618 | PA      | $609.70       | 0.00%             | 2026-12-15      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251912.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       765 | PA      | $753.23       | 0.00%             | 2026-12-19      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252135.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $747.33       | 0.00%             | 2026-12-15      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252209.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $147.94       | 0.00%             | 2027-05-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252234.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1596.77      | 0.00%             | 2027-05-15      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252296.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2935 | PA      | $2881.76      | 0.00%             | 2026-12-26      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252318.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       732 | PA      | $721.69       | 0.00%             | 2026-12-15      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252447.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $312.74       | 0.00%             | 2026-12-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252476.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2605 | PA      | $2550.61      | 0.00%             | 2027-05-15      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252566.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2323 | PA      | $1621.10      | 0.00%             | 2027-05-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252737.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4163 | PA      | $4086.93      | 0.00%             | 2026-12-15      | Fixed         | 8.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252976.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1409 | PA      | $1393.83      | 0.00%             | 2026-12-15      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2443263.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1775 | PA      | $1733.83      | 0.00%             | 2027-01-25      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2494019.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1478.61      | 0.00%             | 2027-01-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497350.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3660 | PA      | $995.89       | 0.00%             | 2027-06-24      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497353.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1980 | PA      | $1948.20      | 0.00%             | 2027-01-24      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497377.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $1358.24      | 0.00%             | 2027-01-24      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497458.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7447 | PA      | $7309.64      | 0.00%             | 2027-01-24      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497527.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1346 | PA      | $1330.91      | 0.00%             | 2027-01-24      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497705.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1255 | PA      | $1241.31      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497754.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       807 | PA      | $797.47       | 0.00%             | 2027-01-24      | Fixed         | 19.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497797.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1633 | PA      | $1609.16      | 0.00%             | 2027-01-24      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2498668.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16077 | PA      | $15775.74     | 0.01%             | 2027-11-25      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2498730.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1763 | PA      | $314.84       | 0.00%             | 2027-01-24      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499090.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585 | PA      | $1566.84      | 0.00%             | 2027-01-24      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499095.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $746.59       | 0.00%             | 2027-01-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499407.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10193 | PA      | $9954.11      | 0.00%             | 2027-01-24      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500086.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1655.19      | 0.00%             | 2027-01-24      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500098.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1917.64      | 0.00%             | 2027-01-24      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500130.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1770.17      | 0.00%             | 2027-01-24      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500224.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2441.82      | 0.00%             | 2027-06-24      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500230.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1491 | PA      | $1475.22      | 0.00%             | 2027-01-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500298.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $97.34        | 0.00%             | 2027-01-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500305.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $224.26       | 0.00%             | 2027-01-24      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500341.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $687.91       | 0.00%             | 2027-01-28      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500426.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $15.03        | 0.00%             | 2027-01-24      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500467.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $197.69       | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500727.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2700 | PA      | $2667.67      | 0.00%             | 2027-11-25      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500808.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1748.95      | 0.00%             | 2027-01-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500860.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       418 | PA      | $413.93       | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501198.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2884 | PA      | $2842.02      | 0.00%             | 2027-01-25      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501547.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1378.91      | 0.00%             | 2027-01-25      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501608.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4254 | PA      | $4155.30      | 0.00%             | 2027-01-25      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501796.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4813 | PA      | $4704.71      | 0.00%             | 2027-06-25      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501876.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       970 | PA      | $956.16       | 0.00%             | 2027-01-25      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501977.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9105 | PA      | $8974.58      | 0.00%             | 2027-01-25      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501997.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1261.28      | 0.00%             | 2027-01-25      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502058.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2968 | PA      | $2933.21      | 0.00%             | 2027-01-25      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502134.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6839 | PA      | $6713.62      | 0.00%             | 2027-01-25      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502319.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9502 | PA      | $9314.17      | 0.00%             | 2027-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502439.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1824 | PA      | $1803.61      | 0.00%             | 2027-01-25      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2503424.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2645 | PA      | $2616.61      | 0.00%             | 2027-01-25      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2503471.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1198 | PA      | $1180.24      | 0.00%             | 2027-01-25      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2967243.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5112 | PA      | $5040.56      | 0.00%             | 2027-04-19      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971286.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6687 | PA      | $6526.57      | 0.00%             | 2027-04-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971527.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $146.36       | 0.00%             | 2028-01-19      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971657.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $63.12        | 0.00%             | 2027-04-19      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971662.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       363 | PA      | $359.64       | 0.00%             | 2027-04-19      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971759.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2320 | PA      | $2304.12      | 0.00%             | 2027-04-19      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971776.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2165 | PA      | $2150.91      | 0.00%             | 2027-04-19      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971841.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $65.66        | 0.00%             | 2027-04-19      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971880.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18836 | PA      | $18760.96     | 0.01%             | 2027-09-19      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2972008.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1815 | PA      | $1793.86      | 0.00%             | 2027-04-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2972334.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13086 | PA      | $12769.57     | 0.01%             | 2027-04-19      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Keenova Therapeutics plc                                                     | Keenova Therapeutics plc                                                     | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |      2929 | NS      | $267710.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                  | Digicel Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     26671 | PA      | $843.96       | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                           | Zegona Finance plc                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    901000 | PA      | $954154.40    | 0.42%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                 | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $310843.13    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                  | Great Canadian Gaming Corp. / Raptor LLC                                     | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915461.10    | 0.40%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |     13172 | NS      | $246946.77    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             |  | CORP              | FR        |      1254 | NS      | $20188.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Franklin Universal Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer