# EDGAR Filing Document

**Accession Number:** 0000837274
**File Stem:** 0001752724-23-033145
**Filing Date:** 2023-2
**Character Count:** 761856
**Document Hash:** fd8c398d7c68012a1edaf8273eb2bad9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033145.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033145

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN TEMPLETON VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000837274
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05583
- **FILM NUMBER:** 23651812

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK FUNDS
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN VALUEMARK ANNUITY FUNDS
- **DATE OF NAME CHANGE:** 19881129

## Series and Classes Contracts Data

### FRANKLIN STRATEGIC INCOME VIP FUND (Series ID: S000007316)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000020100 | Class 1      |  |
| C000020101 | Class 2      |  |
| C000061779 | Class 4      |  |

## 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 Templeton Variable Insurance Products Trust

- **b. Investment Company Act file number:** 811-05583

- **c. CIK number of Registrant:** 0000837274

- **d. LEI of Registrant:** 549300PIBKZH7YTTWU55

- **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 Strategic Income VIP Fund

- **b. EDGAR series identifier (if any):** S000007316

- **c. LEI of Series:** JKDEJYWPH1AMTBKZ6M57

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $301405374.04

**Total Liabilities:** $674176.51

**Net Assets:** $300731197.53

**Cash Not Reported:** $236364.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -217.55000000 | **1-Year:** -9260.52000000 | **5-Year:** -23627.49000000 | **10-Year:** -23807.38000000 | **30-Year:** -25342.21000000

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

- **3-Month:** -59.74000000 | **1-Year:** 4838.21000000 | **5-Year:** -21200.62000000 | **10-Year:** -12001.28000000 | **30-Year:** -2273.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000061779 | 0.11%                | 3.08%                | -0.22%               |
| Class ID C000020100 | 0.23%                | 3.17%                | -0.22%               |
| Class ID C000020101 | 0.12%                | 3.06%                | -0.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1421874.01             | $1113853.69                                |
| Month 2  | $-4950944.22             | $12723562.45                               |
| Month 3  | $-441134.07              | $-1042680.15                               |

**Designated Index Information**

- **Index Name:** 50% Bloomberg US Agg. Intermediate+30% US HY+10% Sov. EM+10% CSLL

- **Index Identifier:** HB10658

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981941.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2298 | PA      | $2268.26      | 0.00%             | 2027-04-20      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739462.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4554 | PA      | $1319.78      | 0.00%             | 2027-02-20      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13685540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33364 | PA      | $33832.17     | 0.01%             | 2027-05-20      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                              | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80712 | PA      | $77458.26     | 0.03%             | 2026-04-15      | Variable      | 18.34%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2234521.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8205 | PA      | $4851.38      | 0.00%             | 2027-10-13      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296QHQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        739 | PA      | $747.53       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675562.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4881 | PA      | $4589.37      | 0.00%             | 2027-02-22      | Fixed         | 19.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675496.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5398 | PA      | $5363.08      | 0.00%             | 2027-02-22      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2015-DNA3, Class M3         | CUSIP: 3137G0GW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     700738 | PA      | $724969.65    | 0.24%             | 2028-04-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675566.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13036 | PA      | $12919.36     | 0.00%             | 2027-02-22      | Fixed         | 11.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14837945.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22342 | PA      | $22335.59     | 0.01%             | 2027-07-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                        | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      30118 | PA      | $2898.86      | 0.00%             | 2023-01-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992309593.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $5.59         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3053 | PA      | $3027.19      | 0.00%             | 2027-01-19      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1908593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17687 | PA      | $17592.95     | 0.01%             | 2026-10-25      | Fixed         | 28.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22303 | PA      | $5899.44      | 0.00%             | 2025-01-19      | Fixed         | 5.58%                 | No            |                  3 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     700000 | PA      | $588827.05    | 0.20%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992345330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        406 | PA      | $411.20       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6632 | PA      | $6775.23      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR Partners LP / CVR Nitrogen Finance Corp.                                    | CVR Partners LP / CVR Nitrogen Finance Corp.                                       | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $269522.45    | 0.09%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982246.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2580 | PA      | $182.29       | 0.00%             | 2027-04-20      | Fixed         | 30.31%                | No            |                  3 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA                                                            | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     150000 | PA      | $115898.02    | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163401.91    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992267090.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $95.67        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992268585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $96.63        | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992333933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $27.11        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Mill City Mortgage Loan Trust                                                   | Mill City Mortgage Loan Trust, Series 2018-4, Class A1B                            | CUSIP: 59980YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     664621 | PA      | $632560.76    | 0.21%             | 2066-04-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992460846.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        494 | PA      | $34.52        | 0.00%             | 2025-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Electricite de France SA                                                        | Electricite de France SA                                                           | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    2425000 | PA      | $2419718.28   | 0.80%             | 2023-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                            | CUSIP: 63307A2S3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $875124.75    | 0.29%             | 2025-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056569.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12135 | PA      | $11399.09     | 0.00%             | 2026-11-16      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     169000 | PA      | $168480.71    | 0.06%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3348 | PA      | $3289.92      | 0.00%             | 2026-12-13      | Fixed         | 18.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3971 | PA      | $3923.56      | 0.00%             | 2027-02-22      | Fixed         | 15.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1612567.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $1288.81      | 0.00%             | 2024-08-23      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11948847.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23666 | PA      | $23878.87     | 0.01%             | 2025-03-08      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14139528.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7275 | PA      | $7388.29      | 0.00%             | 2024-06-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4804 | PA      | $4915.95      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992270480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $239.54       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675527.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9697 | PA      | $2659.12      | 0.00%             | 2027-07-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242250.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2505 | PA      | $2469.85      | 0.00%             | 2024-12-13      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675530.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2704 | PA      | $2686.25      | 0.00%             | 2027-02-22      | Fixed         | 23.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992282840.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        595 | PA      | $603.68       | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2900000 | PA      | $2775843.75   | 0.92%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721031.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1558 | PA      | $1499.56      | 0.00%             | 2025-02-15      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13154 | PA      | $13037.94     | 0.00%             | 2027-02-22      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $615060.94    | 0.20%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     900000 | PA      | $746067.21    | 0.25%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                        | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $224796.65    | 0.07%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                          | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     500000 | PA      | $380453.75    | 0.13%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992386629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3318 | PA      | $3354.51      | 0.00%             | 2025-04-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992324240.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        138 | PA      | $140.68       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LCM XVIII LP                                                                    | LCM XVIII LP, Series 18A, Class DR                                                 | CUSIP: 50188GAW3<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |     770000 | PA      | $685332.33    | 0.23%             | 2031-04-20      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2444934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4114 | PA      | $301.33       | 0.00%             | 2027-01-19      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992262726.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        241 | PA      | $244.07       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056001.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1155 | PA      | $1147.71      | 0.00%             | 2026-11-16      | Fixed         | 30.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992435220.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        183 | PA      | $184.20       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| AvalonBay Communities, Inc.                                                     | AvalonBay Communities, Inc.                                                        | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $414679.72    | 0.14%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14969419.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25794 | PA      | $26060.31     | 0.01%             | 2025-06-01      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709019.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10550 | PA      | $10104.51     | 0.00%             | 2027-01-25      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139795.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9986 | PA      | $10143.92     | 0.00%             | 2025-03-10      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2980149.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5142 | PA      | $4845.97      | 0.00%             | 2027-04-20      | Fixed         | 20.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676140.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2243 | PA      | $2214.33      | 0.00%             | 2025-02-22      | Fixed         | 29.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11823715.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17720 | PA      | $5141.39      | 0.00%             | 2026-02-05      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465555.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1271 | PA      | $1264.62      | 0.00%             | 2027-01-19      | Fixed         | 30.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992251309.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        412 | PA      | $415.79       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Flex Ltd.                                                                       | Flex Ltd.                                                                          | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     800000 | PA      | $753346.78    | 0.25%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992293208.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $311.82       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Royalty Pharma plc                                                              | Royalty Pharma plc                                                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $348780.62    | 0.12%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        482 | PA      | $479.97       | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $172877.16    | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                      | AT&T, Inc.                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     800000 | PA      | $539159.24    | 0.18%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1240000 | PA      | $-28150.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2673151.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4423 | PA      | $4370.66      | 0.00%             | 2027-02-22      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992457538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         23 | PA      | $22.67        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592758.51    | 0.20%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992462894.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $110.27       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661382.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4237 | PA      | $4038.07      | 0.00%             | 2026-11-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464921.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1334 | PA      | $1318.86      | 0.00%             | 2027-01-19      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13561151.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33612 | PA      | $34001.46     | 0.01%             | 2027-04-12      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| PSMC Trust                                                                      | PSMC Trust, Series 2021-3, Class A3                                                | CUSIP: 69376DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1642418 | PA      | $1419843.30   | 0.47%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242254.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8274 | PA      | $8205.13      | 0.00%             | 2026-12-13      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14959631.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      47661 | PA      | $48461.20     | 0.02%             | 2027-07-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992436739.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         51 | PA      | $3.64         | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675787.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8498 | PA      | $8396.08      | 0.00%             | 2027-02-22      | Fixed         | 15.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2674079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3776 | PA      | $3733.87      | 0.00%             | 2027-02-22      | Fixed         | 24.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242450.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5408 | PA      | $5363.41      | 0.00%             | 2026-12-13      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     495000 | PA      | $-12695.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992324126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        157 | PA      | $-1.25        | -0.00%            | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1718530.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3270 | PA      | $3155.94      | 0.00%             | 2025-02-28      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14057383.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      33003 | PA      | $33505.49     | 0.01%             | 2027-06-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1705446.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1518 | PA      | $1477.73      | 0.00%             | 2025-01-20      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11803939.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30049 | PA      | $30470.22     | 0.01%             | 2027-02-10      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $1680.00      | 0.00%             | 2027-01-19      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1661067.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8318 | PA      | $7991.26      | 0.00%             | 2026-11-05      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                                | Sealed Air Corp.                                                                   | CUSIP: 81211KAX8<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     124000 | PA      | $122432.18    | 0.04%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1644836.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5468 | PA      | $5265.25      | 0.00%             | 2026-10-26      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992271010.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        200 | PA      | $199.35       | 0.00%             | 2025-04-03      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $706447.84    | 0.23%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc.                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     800000 | PA      | $752700.00    | 0.25%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $213725.00    | 0.07%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1124 | PA      | $80.67        | 0.00%             | 2026-11-16      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP       | Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP          | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $515529.00    | 0.17%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981790.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2352 | PA      | $2337.99      | 0.00%             | 2027-04-20      | Fixed         | 29.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1395 | PA      | $1416.18      | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992283646.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        211 | PA      | $156.22       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Altria Group, Inc.                                                              | Altria Group, Inc.                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1028402.78   | 0.34%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                                    | Real Hero Merger Sub 2, Inc.                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $686800.00    | 0.23%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1711397.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15992 | PA      | $15282.85     | 0.01%             | 2027-02-22      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1788 | PA      | $1777.43      | 0.00%             | 2027-01-19      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $157545.00    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798689.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17343 | PA      | $17565.30     | 0.01%             | 2027-02-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992379401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $123.18       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1111 | PA      | $1094.94      | 0.00%             | 2024-12-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739144.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3442 | PA      | $3270.56      | 0.00%             | 2026-09-20      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14861817.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18470 | PA      | $18662.40     | 0.01%             | 2027-06-05      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| FR Franklin LLC                                                                 | Franklin Floating Rate Income Fund                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |    2418451 | NS      | $18501150.88  | 6.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                        | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     900000 | PA      | $740341.96    | 0.25%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992330988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        210 | PA      | $212.02       | 0.00%             | 2024-06-03      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675586.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6870 | PA      | $6781.47      | 0.00%             | 2025-02-22      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241965.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1800 | PA      | $130.22       | 0.00%             | 2024-12-13      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Eaton Corp.                                                                     | Eaton Corp.                                                                        | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186556.22    | 0.06%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057046.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2074 | PA      | $2059.71      | 0.00%             | 2024-11-16      | Fixed         | 15.77%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                      | Allison Transmission, Inc.                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $247125.00    | 0.08%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9699 | PA      | $9561.59      | 0.00%             | 2027-02-22      | Fixed         | 19.13%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                           | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 5315000000 | PA      | $970912.64    | 0.32%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992439563.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        168 | PA      | $-8.21        | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914238.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5658 | PA      | $5632.74      | 0.00%             | 2026-10-25      | Fixed         | 29.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692578.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3435 | PA      | $3315.80      | 0.00%             | 2027-01-20      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992378853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        899 | PA      | $58.42        | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675344.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3169 | PA      | $3146.61      | 0.00%             | 2027-07-22      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675381.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13311 | PA      | $13152.64     | 0.00%             | 2027-02-22      | Fixed         | 18.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992328853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        111 | PA      | $112.70       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242418.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9176 | PA      | $9100.82      | 0.00%             | 2027-05-13      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296PHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1431 | PA      | $1477.75      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1738604.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2498 | PA      | $2459.18      | 0.00%             | 2025-02-20      | Fixed         | 22.34%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2017-C04, Class 2M2                     | CUSIP: 30711XLT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     405732 | PA      | $409149.26    | 0.14%             | 2029-11-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1500000 | PA      | $-13247.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200NYN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16921 | PA      | $17181.52     | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465421.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8564 | PA      | $8513.66      | 0.00%             | 2027-06-19      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992428512.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        124 | PA      | $123.15       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676429.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18377 | PA      | $18214.81     | 0.01%             | 2027-02-22      | Fixed         | 14.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992297939.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.98         | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3900000 | PA      | $3606738.29   | 1.20%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992344969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1875 | PA      | $1857.95      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992397317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $2.27         | 0.00%             | 2025-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                 | Canadian Natural Resources Ltd.                                                    | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $380280.26    | 0.13%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992398111.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $137.67       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992250596.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         65 | PA      | $4.61         | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646399.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9080 | PA      | $8767.78      | 0.00%             | 2026-10-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     540000 | PA      | $506629.68    | 0.17%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2053471.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1760 | PA      | $1748.61      | 0.00%             | 2026-11-16      | Fixed         | 27.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992415144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        143 | PA      | $9.27         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242691.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23410 | PA      | $23198.60     | 0.01%             | 2027-05-13      | Fixed         | 30.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465634.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9185 | PA      | $9106.07      | 0.00%             | 2027-01-19      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242200.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5119 | PA      | $5070.86      | 0.00%             | 2026-12-13      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| 1375209 BC Ltd.                                                                 | 1375209 BC Ltd.                                                                    | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      45000 | PA      | $44043.75     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3140515 | PA      | $3152795.18   | 1.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675768.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17277 | PA      | $17002.31     | 0.01%             | 2027-02-22      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992438905.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $18.86        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992385229.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        253 | PA      | $260.31       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605959.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16334 | PA      | $15615.45     | 0.01%             | 2026-08-17      | Fixed         | 18.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675303.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13130 | PA      | $13011.58     | 0.00%             | 2027-02-22      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992241701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        558 | PA      | $373.41       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Korea Electric Power Corp.                                                      | Korea Electric Power Corp.                                                         | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     300000 | PA      | $302570.03    | 0.10%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992336115.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        296 | PA      | $305.19       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992410964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $21.31        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                 | Great Lakes Dredge & Dock Corp.                                                    | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     500000 | PA      | $389350.00    | 0.13%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992285081.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $57.92        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675719.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2324 | PA      | $2291.86      | 0.00%             | 2025-02-22      | Fixed         | 24.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992293126.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $55.01        | 0.00%             | 2025-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV1, Class A1                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95593 | PA      | $89814.62     | 0.03%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1762 | PA      | $1745.44      | 0.00%             | 2024-12-13      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992446758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $16.59        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1040 | PA      | $1033.10      | 0.00%             | 2024-11-16      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992246075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $120.00       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056364.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1225 | PA      | $1216.86      | 0.00%             | 2026-11-16      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust, Series 2019-1, Class A2                          | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159472 | PA      | $133382.91    | 0.04%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH, Series DM3N                                                   | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $312419.60    | 0.10%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3905185 | PA      | $3184418.55   | 1.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14546 | PA      | $13679.09     | 0.00%             | 2027-02-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057218.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19876 | PA      | $19689.45     | 0.01%             | 2026-11-16      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915064.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4149 | PA      | $1205.66      | 0.00%             | 2026-10-25      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465179.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1165 | PA      | $1149.10      | 0.00%             | 2027-01-19      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2051843.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12089 | PA      | $11930.56     | 0.00%             | 2026-11-16      | Fixed         | 20.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2980976.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13577 | PA      | $13490.54     | 0.00%             | 2027-04-20      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1716949.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13119 | PA      | $12684.65     | 0.00%             | 2027-02-17      | Fixed         | 11.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7327 | PA      | $7228.09      | 0.00%             | 2026-12-13      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $874726.73    | 0.29%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464391.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1354 | PA      | $1346.18      | 0.00%             | 2027-01-19      | Fixed         | 27.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056440.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27970 | PA      | $4051.23      | 0.00%             | 2026-11-16      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-3, Class B                             | CUSIP: 43730XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     448627 | PA      | $375911.54    | 0.12%             | 2041-01-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LCM 26 Ltd.                                                                     | LCM 26 Ltd., Series 26A, Class B                                                   | CUSIP: 50200FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $238980.81    | 0.08%             | 2031-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165633933.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9678 | PA      | $9282.38      | 0.00%             | 2025-01-28      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13937 | PA      | $13771.15     | 0.00%             | 2027-02-22      | Fixed         | 16.53%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752507.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6967 | PA      | $6615.15      | 0.00%             | 2027-04-05      | Fixed         | 25.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992445820.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        135 | PA      | $136.84       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694423.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13012 | PA      | $12441.58     | 0.00%             | 2027-01-24      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721001.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6970 | PA      | $6708.61      | 0.00%             | 2025-02-15      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                        | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $62787.57     | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14970727.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26912 | PA      | $27293.80     | 0.01%             | 2027-07-13      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36207KKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        402 | PA      | $410.53       | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992330039.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        561 | PA      | $367.76       | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3620 | PA      | $1071.36      | 0.00%             | 2027-01-19      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36291AFA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19130 | PA      | $19409.61     | 0.01%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     129790 | PA      | $123344.95    | 0.04%             | 2045-01-15      | Variable      | 16.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1296 | PA      | $1286.25      | 0.00%             | 2027-01-19      | Fixed         | 26.31%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8700000 | PA      | $8694562.50   | 2.89%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1099 | PA      | $1078.55      | 0.00%             | 2024-12-13      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5172 | PA      | $5155.58      | 0.00%             | 2026-09-20      | Fixed         | 28.19%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-6, Class A4                                | CUSIP: 46653PAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769693 | PA      | $663470.35    | 0.22%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2239758.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9797 | PA      | $9699.12      | 0.00%             | 2026-12-13      | Fixed         | 14.15%                | No            |                  3 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                                | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     300000 | PA      | $249001.34    | 0.08%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14120872.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18392 | PA      | $18655.89     | 0.01%             | 2027-06-15      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG                                                                   | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $803155.70    | 0.27%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992285365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        283 | PA      | $285.46       | 0.00%             | 2024-04-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                              | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23661 | PA      | $22269.09     | 0.01%             | 2026-05-15      | Variable      | 19.75%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992255354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $15.40        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676168.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3217 | PA      | $3196.18      | 0.00%             | 2027-02-22      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1053 | PA      | $1042.62      | 0.00%             | 2025-01-19      | Fixed         | 5.14%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992269419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        354 | PA      | $42.49        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | 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      | $493209.31    | 0.16%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296WUR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63308 | PA      | $63991.52     | 0.02%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239267.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1665 | PA      | $1688.48      | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709231.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12707 | PA      | $12119.77     | 0.00%             | 2027-02-16      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1400 | PA      | $1391.06      | 0.00%             | 2027-04-20      | Fixed         | 28.27%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $173730.00    | 0.06%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                                             | Carlyle US CLO Ltd., Series 2021-1A, Class A2                                      | CUSIP: 14316MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1425450.68   | 0.47%             | 2034-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4084.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465199.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3766 | PA      | $3744.87      | 0.00%             | 2027-01-19      | Fixed         | 25.54%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                     | Digicel Group Holdings Ltd.                                                        | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      20996 | PA      | $5724.02      | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1754218.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1665 | PA      | $1594.95      | 0.00%             | 2025-04-12      | Fixed         | 22.60%                | No            |                  3 | 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        |    1000000 | PA      | $864759.60    | 0.29%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                      | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289266.00    | 0.10%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $148.73       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992323257.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $13.90        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992364426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $42.50        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2433 | PA      | $2416.77      | 0.00%             | 2027-02-22      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465743.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9450 | PA      | $9390.86      | 0.00%             | 2027-06-19      | Fixed         | 28.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992408749.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        351 | PA      | $74.42        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C01, Class 1M2                     | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     103677 | PA      | $108314.79    | 0.04%             | 2028-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $4115695.29   | 1.37%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992263400.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        350 | PA      | $352.40       | 0.00%             | 2025-04-05      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465666.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2130 | PA      | $2115.67      | 0.00%             | 2027-01-19      | Fixed         | 10.14%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1198437.50   | 0.40%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC                                                                              | CUSIP: 31342AG45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4491 | PA      | $4382.79      | 0.00%             | 2033-01-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992289248.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $16.52        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992439811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $85.30        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5681 | PA      | $5612.18      | 0.00%             | 2025-02-22      | Fixed         | 20.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981800.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18224 | PA      | $17165.39     | 0.01%             | 2027-04-20      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056482.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4403 | PA      | $4369.10      | 0.00%             | 2026-11-16      | Fixed         | 26.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914682.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16172 | PA      | $15959.58     | 0.01%             | 2026-10-25      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992413133.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        418 | PA      | $89.50        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2930 | PA      | $3007.00      | 0.00%             | 2032-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645643.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9254 | PA      | $8915.08      | 0.00%             | 2026-10-27      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296KGB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2236 | PA      | $2287.39      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8511 | PA      | $8419.27      | 0.00%             | 2027-05-13      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466218.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27795 | PA      | $26384.75     | 0.01%             | 2027-01-19      | Fixed         | 29.09%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384WKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        769 | PA      | $788.82       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                          | Truist Financial Corp.                                                             | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818720.85    | 0.27%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241855.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2534 | PA      | $37.99        | 0.00%             | 2026-12-13      | Fixed         | 26.58%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        480 | PA      | $490.98       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466007.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4078 | PA      | $4022.36      | 0.00%             | 2027-01-19      | Fixed         | 21.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676274.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24568 | PA      | $3719.26      | 0.00%             | 2027-07-22      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                           | Kobe US Midco 2, Inc.                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $211500.00    | 0.07%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674747.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6271 | PA      | $6182.14      | 0.00%             | 2027-02-22      | Fixed         | 21.11%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1600000 | PA      | $1345500.00   | 0.45%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7989 | PA      | $7958.16      | 0.00%             | 2027-04-20      | Fixed         | 7.61%                 | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                   | Dornoch Debt Merger Sub, Inc.                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $421683.68    | 0.14%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | Match Group Holdings II LLC                                                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     600000 | PA      | $460898.39    | 0.15%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MSCI, Inc.                                                                      | MSCI, Inc.                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $928444.21    | 0.31%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992435585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $296.36       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3800000 | PA      | $3722141.72   | 1.24%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676351.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4970 | PA      | $4938.45      | 0.00%             | 2027-02-22      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052101.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21462 | PA      | $21142.95     | 0.01%             | 2026-11-16      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675198.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6394 | PA      | $6350.09      | 0.00%             | 2027-02-22      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                    | Exelon Corp.                                                                       | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1210034.48   | 0.40%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2052456.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17263 | PA      | $17146.06     | 0.01%             | 2026-11-16      | Fixed         | 23.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4881 | PA      | $4818.87      | 0.00%             | 2026-10-25      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1744403.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6905 | PA      | $6608.53      | 0.00%             | 2025-04-07      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992307882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        117 | PA      | $117.82       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739680.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12742 | PA      | $3450.63      | 0.00%             | 2026-09-20      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992302260.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        198 | PA      | $201.78       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4241 | PA      | $4224.00      | 0.00%             | 2026-10-25      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     300000 | PA      | $282020.46    | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128284S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $992597.99    | 0.33%             | 2023-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466172.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      30680 | PA      | $29154.96     | 0.01%             | 2027-01-19      | Fixed         | 31.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11822354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15184 | PA      | $15324.14     | 0.01%             | 2024-12-18      | Fixed         | 9.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992332355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        180 | PA      | $184.76       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1901600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        678 | PA      | $670.80       | 0.00%             | 2026-10-25      | Fixed         | 16.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676101.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9639 | PA      | $9524.97      | 0.00%             | 2027-02-22      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     800000 | PA      | $668359.68    | 0.22%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992418214.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        669 | PA      | $667.30       | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055412.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2570 | PA      | $2413.99      | 0.00%             | 2026-11-16      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057382.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2223 | PA      | $2184.34      | 0.00%             | 2026-11-16      | Fixed         | 22.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645184.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        773 | PA      | $757.62       | 0.00%             | 2026-10-27      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675483.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4038 | PA      | $4002.42      | 0.00%             | 2027-02-22      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915225.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3170 | PA      | $3163.30      | 0.00%             | 2026-10-25      | Fixed         | 30.80%                | No            |                  3 | On Loan: No      |
| Magnetite Xxix Ltd.                                                             | Magnetite XXIX Ltd., Series 2021-29A, Class B                                      | CUSIP: 55955KAC8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1430869.17   | 0.48%             | 2034-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992347467.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        220 | PA      | $223.30       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2013-DN2, Class M2          | CUSIP: 3137G0AD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     762236 | PA      | $771550.29    | 0.26%             | 2023-11-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992289258.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        501 | PA      | $516.30       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2460890.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7122 | PA      | $7052.38      | 0.00%             | 2025-01-19      | Fixed         | 5.68%                 | No            |                  3 | On Loan: No      |
| Condor Merger Sub, Inc.                                                         | Condor Merger Sub, Inc.                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     500000 | PA      | $402907.95    | 0.13%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739526.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6588 | PA      | $6517.44      | 0.00%             | 2026-09-20      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166979816.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8059 | PA      | $7725.79      | 0.00%             | 2025-02-24      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2635721.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7832 | PA      | $7711.37      | 0.00%             | 2027-02-22      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2014-DN3, Class M3          | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      33814 | PA      | $33917.00     | 0.01%             | 2024-08-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                                 | M/I Homes, Inc.                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     400000 | PA      | $323485.35    | 0.11%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     350000 | PA      | $-5421.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992317627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $8.59         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Stericycle, Inc.                                                                | Stericycle, Inc.                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $873815.00    | 0.29%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                | Country Garden Holdings Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     700000 | PA      | $446852.57    | 0.15%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739398.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2617 | PA      | $2598.03      | 0.00%             | 2024-09-20      | Fixed         | 20.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4889 | PA      | $722.10       | 0.00%             | 2026-12-13      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465589.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5521 | PA      | $5482.43      | 0.00%             | 2027-01-19      | Fixed         | 9.29%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465907.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        953 | PA      | $2.51         | 0.00%             | 2027-01-19      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         98 | PA      | $101.09       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2240058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7296 | PA      | $7237.69      | 0.00%             | 2026-12-13      | Fixed         | 26.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992248889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          3 | PA      | $2.92         | 0.00%             | 2028-01-03      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11806622.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8865 | PA      | $8898.60      | 0.00%             | 2027-02-11      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36211RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        771 | PA      | $799.50       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1709 | PA      | $1741.48      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992364246.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         61 | PA      | $16.63        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                                     | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                              | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70089 | PA      | $69105.80     | 0.02%             | 2026-03-15      | Variable      | 15.36%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992380197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $-3.64        | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13322 | PA      | $13192.64     | 0.00%             | 2026-11-16      | Fixed         | 12.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2462910.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21555 | PA      | $21368.76     | 0.01%             | 2027-01-19      | Fixed         | 15.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660959.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        126 | PA      | $124.27       | 0.00%             | 2024-11-05      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465707.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1071 | PA      | $1060.44      | 0.00%             | 2025-01-19      | Fixed         | 6.24%                 | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $263026.50    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465928.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2649 | PA      | $2611.99      | 0.00%             | 2027-01-19      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3907 | PA      | $3868.28      | 0.00%             | 2025-01-19      | Fixed         | 19.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992423485.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        191 | PA      | $187.74       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2034 | PA      | $2016.43      | 0.00%             | 2024-11-16      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11817363.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8894 | PA      | $809.27       | 0.00%             | 2025-02-11      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     700000 | PA      | $601496.00    | 0.20%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                             | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     650000 | PA      | $610830.11    | 0.20%             | 2026-07-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676182.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4396 | PA      | $4315.63      | 0.00%             | 2027-02-22      | Fixed         | 21.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242212.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3128 | PA      | $3092.62      | 0.00%             | 2027-05-13      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Provident Funding Associates LLP                                                | Provident Funding Associates LLP, Series 2021-J1, Class A3                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     898433 | PA      | $774443.20    | 0.26%             | 2049-02-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2015-DNA1, Class M3         | CUSIP: 3137G0EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      40357 | PA      | $40779.53     | 0.01%             | 2027-10-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                         | NESCO Holdings II, Inc.                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     500000 | PA      | $438150.00    | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171176757.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6834 | PA      | $6596.03      | 0.00%             | 2025-10-27      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992255341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        320 | PA      | $-15.76       | -0.00%            | 2024-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1163 | PA      | $1139.46      | 0.00%             | 2026-11-16      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13694837.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41876 | PA      | $42579.60     | 0.01%             | 2027-05-27      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2057264.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5345 | PA      | $5069.46      | 0.00%             | 2026-11-16      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9044 | PA      | $8500.03      | 0.00%             | 2027-01-19      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1227 | PA      | $1220.29      | 0.00%             | 2027-06-19      | Fixed         | 30.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14063 | PA      | $13954.09     | 0.00%             | 2026-11-16      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        759 | PA      | $749.75       | 0.00%             | 2025-01-19      | Fixed         | 21.67%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11758 | PA      | $12331.41     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992458735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $9.14         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1610432.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5184 | PA      | $5001.93      | 0.00%             | 2026-08-25      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1715326.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14601 | PA      | $13889.27     | 0.00%             | 2027-02-15      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166957411.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        205 | PA      | $200.05       | 0.00%             | 2023-04-19      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Voya CLO Ltd.                                                                   | Voya CLO Ltd., Series 2013-2A, Class BR                                            | CUSIP: 92916WAG4<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     780000 | PA      | $731226.49    | 0.24%             | 2031-04-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242189.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4713 | PA      | $4668.11      | 0.00%             | 2027-05-13      | Fixed         | 31.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992266945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $26.17        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676130.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5366 | PA      | $5331.73      | 0.00%             | 2027-02-22      | Fixed         | 26.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3725 | PA      | $3693.92      | 0.00%             | 2025-01-19      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992347533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        208 | PA      | $209.89       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465018.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1925 | PA      | $563.03       | 0.00%             | 2027-01-19      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241683.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1126 | PA      | $1105.88      | 0.00%             | 2026-12-13      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14831064.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37580 | PA      | $38104.30     | 0.01%             | 2027-06-04      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19465 | PA      | $19171.56     | 0.01%             | 2026-11-16      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20804 | NS      | $21844.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241952.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10632 | PA      | $10546.51     | 0.00%             | 2026-12-13      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241887.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2281 | PA      | $2244.20      | 0.00%             | 2024-12-13      | Fixed         | 28.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992446631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $87.53        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052461.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45483 | PA      | $1066.02      | 0.00%             | 2026-11-16      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166662631.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        438 | PA      | $441.81       | 0.00%             | 2023-02-21      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                              | Vertiv Group Corp.                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     900000 | PA      | $766062.00    | 0.25%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465212.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18691 | PA      | $18470.69     | 0.01%             | 2027-01-19      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                                | Sealed Air Corp.                                                                   | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     709000 | PA      | $697811.98    | 0.23%             | 2024-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14148125.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26394 | PA      | $26757.25     | 0.01%             | 2025-06-16      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673687.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8976 | PA      | $7586.26      | 0.00%             | 2026-12-16      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992273433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $3.77         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1898888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1025 | PA      | $1010.45      | 0.00%             | 2026-10-25      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31403DWG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24139 | PA      | $25075.58     | 0.01%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241989.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2244 | PA      | $2211.76      | 0.00%             | 2026-12-13      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676090.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18256 | PA      | $18138.20     | 0.01%             | 2027-02-22      | Fixed         | 28.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1629401.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3985 | PA      | $3830.19      | 0.00%             | 2024-09-30      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          1 | PA      | $0.66         | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242045.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2207 | PA      | $643.12       | 0.00%             | 2026-12-13      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $2098636.72   | 0.70%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                              | Southern Co. (The)                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $335497.00    | 0.11%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242232.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3162 | PA      | $3131.44      | 0.00%             | 2026-12-13      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                | Sunoco LP / Sunoco Finance Corp.                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1051374.00   | 0.35%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675651.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5876 | PA      | $5835.31      | 0.00%             | 2027-02-22      | Fixed         | 9.54%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465374.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2363 | PA      | $2349.92      | 0.00%             | 2027-01-19      | Fixed         | 30.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12693 | PA      | $3768.67      | 0.00%             | 2026-09-20      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992283631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        821 | PA      | $831.59       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465954.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2688 | PA      | $2672.39      | 0.00%             | 2027-01-19      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2054089.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1755 | PA      | $1743.52      | 0.00%             | 2026-11-16      | Fixed         | 26.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675598.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5347 | PA      | $5271.83      | 0.00%             | 2027-02-22      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11749109.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17641 | PA      | $17573.11     | 0.01%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13700836.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17498 | PA      | $17490.54     | 0.01%             | 2026-05-28      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464723.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3768 | PA      | $3720.88      | 0.00%             | 2025-01-19      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241647.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1559 | PA      | $448.44       | 0.00%             | 2027-05-13      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982470.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2156 | PA      | $2142.81      | 0.00%             | 2027-04-20      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Motion Bondco DAC                                                               | Motion Bondco DAC                                                                  | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $172488.59    | 0.06%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915250.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32686 | PA      | $32432.85     | 0.01%             | 2024-10-25      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686723.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1449 | PA      | $1401.50      | 0.00%             | 2024-12-16      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739495.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4452 | PA      | $4402.21      | 0.00%             | 2026-09-20      | Fixed         | 32.86%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        456 | PA      | $297.65       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2057500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8842 | PA      | $8782.53      | 0.00%             | 2026-11-16      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                           | Indonesia Asahan Aluminium Persero PT                                              | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | NUSS              | ID        |    1400000 | PA      | $1335985.00   | 0.44%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14926519.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32238 | PA      | $32678.06     | 0.01%             | 2027-07-11      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300466.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        407 | PA      | $272.95       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1738918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3455 | PA      | $3295.37      | 0.00%             | 2026-09-20      | Fixed         | 27.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8290 | PA      | $8208.92      | 0.00%             | 2026-11-16      | Fixed         | 11.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992293228.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        113 | PA      | $73.19        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982343.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13242 | PA      | $13187.22     | 0.00%             | 2027-04-20      | Fixed         | 6.55%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701777.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5405 | PA      | $5175.21      | 0.00%             | 2025-01-25      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $543072.03    | 0.18%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4736 | PA      | $4655.45      | 0.00%             | 2026-12-13      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                       | Michaels Cos., Inc. (The)                                                          | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     600000 | PA      | $401968.97    | 0.13%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992241984.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $220.69       | 0.00%             | 2024-04-05      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Prestige Brands, Inc.                                                           | Prestige Brands, Inc.                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     500000 | PA      | $412972.54    | 0.14%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992283053.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $92.87        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6400000 | PA      | $6263000.00   | 2.08%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3096 | PA      | $3060.75      | 0.00%             | 2027-01-19      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174329530.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7438 | PA      | $7280.87      | 0.00%             | 2026-02-03      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992240347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         95 | PA      | $95.99        | 0.00%             | 2024-04-05      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057137.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3173 | PA      | $2978.27      | 0.00%             | 2025-04-16      | Fixed         | 15.78%                | No            |                  3 | On Loan: No      |
| INEOS Quattro Finance 1 plc                                                     | INEOS Quattro Finance 1 plc                                                        | CUSIP: N/A<br>LEI: 213800QO23X11QXPVT49       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $708065.29    | 0.24%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1675325.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16950 | PA      | $16186.97     | 0.01%             | 2026-12-20      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992453559.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2063 | PA      | $2070.56      | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992443753.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        114 | PA      | $114.23       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982593.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7237 | PA      | $7182.39      | 0.00%             | 2027-04-20      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992283304.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        313 | PA      | $38.33        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992304458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $98.89        | 0.00%             | 2025-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676191.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6817 | PA      | $6766.11      | 0.00%             | 2027-02-22      | Fixed         | 31.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13678387.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13485 | PA      | $13593.45     | 0.00%             | 2027-04-03      | Fixed         | 13.84%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128K3GS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3148 | PA      | $3289.84      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2463372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4276 | PA      | $4237.96      | 0.00%             | 2027-01-19      | Fixed         | 11.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1966 | PA      | $1864.55      | 0.00%             | 2027-07-22      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13684451.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45602 | PA      | $46080.03     | 0.02%             | 2027-05-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694569.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5973 | PA      | $5756.04      | 0.00%             | 2027-01-13      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676006.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2356 | PA      | $2318.70      | 0.00%             | 2025-12-22      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992287347.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         13 | PA      | $12.63        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                        | Altice France Holding SA                                                           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $533197.55    | 0.18%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1736636.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11395 | PA      | $11296.56     | 0.00%             | 2026-09-20      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1714705.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6200 | PA      | $5940.46      | 0.00%             | 2025-02-15      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                                 | TransDigm, Inc.                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     900000 | PA      | $889551.00    | 0.30%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914801.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3263 | PA      | $3242.37      | 0.00%             | 2024-10-25      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242256.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $982.18       | 0.00%             | 2026-12-13      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| FedEx Corp.                                                                     | FedEx Corp.                                                                        | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     650000 | PA      | $495921.21    | 0.16%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465894.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4593 | PA      | $4547.14      | 0.00%             | 2025-06-19      | Fixed         | 5.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982412.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11001 | PA      | $10855.86     | 0.00%             | 2027-04-20      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664083.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6634 | PA      | $6391.02      | 0.00%             | 2026-11-17      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992298879.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        148 | PA      | $9.03         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Oriflame Investment Holding plc                                                 | Oriflame Investment Holding plc                                                    | CUSIP: 68621CAA7<br>LEI: 549300LGP4VBCHWQTD80 | Long             | DBT              | CORP              | JE        |     800000 | PA      | $500000.00    | 0.17%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464452.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1389 | PA      | $1319.66      | 0.00%             | 2027-01-19      | Fixed         | 30.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992271134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        118 | PA      | $121.81       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289405.05    | 0.10%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915468.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4548 | PA      | $4529.98      | 0.00%             | 2026-10-25      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     200000 | PA      | $175985.00    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     925000 | PA      | $-430.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465536.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16876 | PA      | $16755.78     | 0.01%             | 2027-01-19      | Fixed         | 7.64%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2990 | PA      | $2971.19      | 0.00%             | 2027-02-22      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Romania                                                                         | Romania Government Bond                                                            | CUSIP: 77586RAC4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $461771.50    | 0.15%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992321979.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $8.86         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648285.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6555 | PA      | $6290.95      | 0.00%             | 2026-10-26      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675997.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2984 | PA      | $2965.03      | 0.00%             | 2027-02-22      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464781.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8064 | PA      | $8007.21      | 0.00%             | 2027-01-19      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992264301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        246 | PA      | $247.56       | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992457494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        559 | PA      | $564.08       | 0.00%             | 2025-04-04      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2199 | PA      | $2172.73      | 0.00%             | 2025-04-20      | Fixed         | 14.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2049616.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1051 | PA      | $1042.65      | 0.00%             | 2026-11-16      | Fixed         | 25.29%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $261508.11    | 0.09%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 172927033.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2949 | PA      | $2880.04      | 0.00%             | 2023-12-24      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915312.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3617 | PA      | $3604.19      | 0.00%             | 2026-10-25      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675639.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1322 | PA      | $1308.20      | 0.00%             | 2027-02-22      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465570.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14970 | PA      | $14847.35     | 0.00%             | 2025-01-19      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676391.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4909 | PA      | $4615.86      | 0.00%             | 2027-02-22      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720980.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5285 | PA      | $5070.36      | 0.00%             | 2025-03-08      | Fixed         | 19.56%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                              | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     800000 | PA      | $412666.39    | 0.14%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2494 | PA      | $2470.03      | 0.00%             | 2025-01-19      | Fixed         | 5.84%                 | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                         | Element Solutions, Inc.                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     800000 | PA      | $681280.00    | 0.23%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992395391.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         94 | PA      | $93.78        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174324177.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2213 | PA      | $2176.53      | 0.00%             | 2024-02-03      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675417.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7414 | PA      | $7346.42      | 0.00%             | 2027-02-22      | Fixed         | 12.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752367.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2805 | PA      | $0.00         | 0.00%             | 2025-04-11      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2715561 | PA      | $2549853.27   | 0.85%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                              | Metropolitan Life Global Funding I                                                 | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     300000 | PA      | $285714.67    | 0.10%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                | MPT Operating Partnership LP / MPT Finance Corp.                                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $206272.08    | 0.07%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620426.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17256 | PA      | $16704.86     | 0.01%             | 2026-08-24      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992341688.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        127 | PA      | $128.08       | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                             | Kinetik Holdings LP                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     800000 | PA      | $751306.40    | 0.25%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1754544.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8221 | PA      | $7870.50      | 0.00%             | 2025-04-18      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1703079.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11861 | PA      | $11442.96     | 0.00%             | 2027-01-18      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676447.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7168 | PA      | $7084.02      | 0.00%             | 2027-02-22      | Fixed         | 21.12%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167106425.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4978 | PA      | $4833.40      | 0.00%             | 2025-02-28      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241860.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5281 | PA      | $5230.92      | 0.00%             | 2026-12-13      | Fixed         | 23.21%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                            | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1351499.50   | 0.45%             | 2027-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676056.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3546 | PA      | $3504.01      | 0.00%             | 2027-02-22      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992459352.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          5 | PA      | $4.48         | 0.00%             | 2028-01-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| K2016470219 SA Ltd.                                                             | K2016470219 South Africa Ltd., Escrow Account, Class D                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |      72822 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992367110.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1006 | PA      | $1007.78      | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675190.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5404 | PA      | $5369.65      | 0.00%             | 2027-02-22      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| OBX Trust                                                                       | OBX Trust, Series 2021-J3, Class A4                                                | CUSIP: 67448XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281194 | PA      | $242737.42    | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6219 | PA      | $6152.11      | 0.00%             | 2024-12-13      | Fixed         | 7.10%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $820495.63    | 0.27%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992238384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $53.87        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Republic of Colombia                                                            | Colombia Government Bond                                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1400000 | PA      | $1243833.91   | 0.41%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701351.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1486 | PA      | $1424.22      | 0.00%             | 2025-01-13      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992268106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        112 | PA      | $115.22       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284964.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $79.58        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4340 | PA      | $4303.41      | 0.00%             | 2027-01-19      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992349767.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        279 | PA      | $-13.61       | -0.00%            | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Northwoods Capital XI-B Ltd.                                                    | Northwoods Capital Ltd., Series 2018-11BA, Class A1                                | CUSIP: 66860JAA6<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |     591108 | PA      | $575766.43    | 0.19%             | 2031-04-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14159522.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19841 | PA      | $20159.03     | 0.01%             | 2026-06-15      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992323446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         96 | PA      | $94.75        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2980992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7062 | PA      | $7032.72      | 0.00%             | 2027-04-20      | Fixed         | 5.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992330144.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $54.64        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992461489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.69        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675878.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3934 | PA      | $3897.93      | 0.00%             | 2027-02-22      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992310426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        166 | PA      | $163.01       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242098.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5920 | PA      | $5858.18      | 0.00%             | 2026-12-13      | Fixed         | 12.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1273 | PA      | $1266.47      | 0.00%             | 2027-01-19      | Fixed         | 30.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465759.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4997 | PA      | $4970.31      | 0.00%             | 2027-01-19      | Fixed         | 30.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2233875.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23686 | PA      | $23494.48     | 0.01%             | 2026-12-13      | Fixed         | 22.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055692.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1621 | PA      | $114.40       | 0.00%             | 2026-11-16      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992443418.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        135 | PA      | $136.84       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660294.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10131 | PA      | $9638.19      | 0.00%             | 2026-11-15      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688400.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1432 | PA      | $1377.54      | 0.00%             | 2024-12-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992353271.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        607 | PA      | $622.48       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1218981.51   | 0.41%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LCM XVII LP                                                                     | LCM XVII LP, Series 17A, Class BRR                                                 | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |     350000 | PA      | $331544.29    | 0.11%             | 2031-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | EnLink Midstream LLC                                                               | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95388.83     | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176798.38    | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722186.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7513 | PA      | $1113.67      | 0.00%             | 2025-02-16      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660821.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12488 | PA      | $11997.24     | 0.00%             | 2026-11-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC                                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $278972.51    | 0.09%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |       4478 | NS      | $83682.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646507.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13546 | PA      | $12970.69     | 0.00%             | 2026-11-02      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628458.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3243 | PA      | $3173.97      | 0.00%             | 2024-09-22      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241910.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19227 | PA      | $18915.86     | 0.01%             | 2027-05-13      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242390.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10257 | PA      | $1548.04      | 0.00%             | 2026-12-13      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1907740.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $860.24       | 0.00%             | 2026-10-25      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982099.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3266 | PA      | $3246.83      | 0.00%             | 2027-04-20      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                        | Bimbo Bakeries USA, Inc.                                                           | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $150823.34    | 0.05%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Notes                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         21 | NC      | $-15450.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693771.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13492 | PA      | $13633.05     | 0.00%             | 2025-02-06      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675671.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21111 | PA      | $20862.23     | 0.01%             | 2027-02-22      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981809.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4153 | PA      | $4125.51      | 0.00%             | 2027-04-20      | Fixed         | 26.39%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-13, Class A4                               | CUSIP: 46592XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1357156 | PA      | $1171481.46   | 0.39%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $239.69       | 0.00%             | 2024-04-05      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675906.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43227 | PA      | $42924.52     | 0.01%             | 2027-02-22      | Fixed         | 9.67%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992236828.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         84 | PA      | $85.70        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| KUEHG Corp. / KC MergerSub, Inc.                                                | KUEHG Corp. / KC MergerSub, Inc., Term Loan B3                                     | CUSIP: 48244EAJ3<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |          0 | PA      | $0.01         | 0.00%             | 2025-02-21      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3980 | PA      | $3945.35      | 0.00%             | 2025-04-20      | Fixed         | 7.13%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702140.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12850 | PA      | $12386.05     | 0.00%             | 2027-01-14      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12220276.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10977 | PA      | $10895.47     | 0.00%             | 2025-01-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co., Series R                                                     | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     213000 | PA      | $208867.80    | 0.07%             | 2023-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1146744.56   | 0.38%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466175.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5150 | PA      | $5105.09      | 0.00%             | 2027-01-19      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2240660.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4144 | PA      | $4105.49      | 0.00%             | 2026-12-13      | Fixed         | 30.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992273344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $39.35        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2016-DNA2, Class M3         | CUSIP: 3137G0JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     607458 | PA      | $625451.20    | 0.21%             | 2028-10-25      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166043155.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        330 | PA      | $329.92       | 0.00%             | 2023-02-03      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Primo Water Holdings, Inc.                                                      | Primo Water Holdings, Inc.                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $864771.51    | 0.29%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1483312.50   | 0.49%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14154619.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7932 | PA      | $8025.67      | 0.00%             | 2024-06-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10595 | PA      | $10485.14     | 0.00%             | 2027-04-20      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31287TTH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        509 | PA      | $522.77       | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296PUL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3191 | PA      | $3263.26      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2053330.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        952 | PA      | $940.72       | 0.00%             | 2024-11-16      | Fixed         | 28.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676071.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2018 | PA      | $2004.43      | 0.00%             | 2027-02-22      | Fixed         | 30.36%                | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                              | DT Midstream, Inc.                                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $420125.00    | 0.14%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C01, Class M2                      | CUSIP: 30711XAD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     154864 | PA      | $159027.13    | 0.05%             | 2024-01-25      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992336975.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $142.28       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371KHY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1981 | PA      | $2079.83      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992297108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $73.38        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                            | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72881.80     | 0.02%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11124654.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36783 | PA      | $36908.93     | 0.01%             | 2026-12-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4275 | PA      | $4247.15      | 0.00%             | 2027-01-19      | Fixed         | 5.87%                 | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                      | ASP Unifrax Holdings, Inc.                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $127200.00    | 0.04%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992275086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        457 | PA      | $471.12       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1313 | PA      | $1304.42      | 0.00%             | 2026-11-16      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                                | Virgin Media Secured Finance plc                                                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $334880.00    | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3332531.25   | 1.11%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11695285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12458 | PA      | $12590.97     | 0.00%             | 2025-02-07      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8548 | PA      | $8503.34      | 0.00%             | 2027-02-22      | Fixed         | 6.52%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1738924.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        638 | PA      | $636.08       | 0.00%             | 2024-09-20      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $256125.00    | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $640202.18    | 0.21%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12248562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43395 | PA      | $43532.92     | 0.01%             | 2027-01-18      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466291.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      44718 | PA      | $42033.88     | 0.01%             | 2027-11-19      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Sirius XM Radio, Inc.                                                           | Sirius XM Radio, Inc.                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $872220.00    | 0.29%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2211495.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18792 | PA      | $9.10         | 0.00%             | 2026-12-13      | Fixed         | 29.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14867762.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15521 | PA      | $15709.47     | 0.01%             | 2027-07-10      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676151.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1036 | PA      | $16.24        | 0.00%             | 2027-02-22      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4597 | PA      | $-29.55       | -0.00%            | 2026-11-16      | Fixed         | 29.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982476.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27990 | PA      | $27807.75     | 0.01%             | 2027-04-20      | Fixed         | 28.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2053787.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4128 | PA      | $4087.93      | 0.00%             | 2026-11-16      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| African Export-Import Bank (The)                                                | African Export-Import Bank (The)                                                   | CUSIP: 00831TAA9<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | US        |    1400000 | PA      | $1220940.00   | 0.41%             | 2029-09-21      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721323.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5380 | PA      | $5173.86      | 0.00%             | 2025-03-07      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10844146.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7204 | PA      | $1588.47      | 0.00%             | 2024-10-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2462700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11702 | PA      | $11543.49     | 0.00%             | 2025-06-19      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242024.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1495 | PA      | $1474.16      | 0.00%             | 2026-12-13      | Fixed         | 21.89%                | No            |                  3 | On Loan: No      |
| BlueMountain Fuji EUR CLO V DAC                                                 | BlueMountain Fuji EUR CLO V DAC, Series 5A, Class B                                | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |     600000 | PA      | $598672.92    | 0.20%             | 2033-01-15      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11798383.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7811 | PA      | $7748.31      | 0.00%             | 2025-02-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1468 | PA      | $1458.78      | 0.00%             | 2027-02-22      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675388.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      43239 | PA      | $40664.66     | 0.01%             | 2027-02-22      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8989 | PA      | $8925.93      | 0.00%             | 2027-01-19      | Fixed         | 9.16%                 | No            |                  3 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2014-DN4, Class M3          | CUSIP: 3137G0CU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     198587 | PA      | $200817.09    | 0.07%             | 2024-10-25      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992249401.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.06         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     800000 | PA      | $-15818.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992287702.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        301 | PA      | $301.34       | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170715926.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9926 | PA      | $9634.61      | 0.00%             | 2025-10-13      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14981611.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10268 | PA      | $10392.41     | 0.00%             | 2027-07-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11720742.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20858 | PA      | $20936.51     | 0.01%             | 2026-12-21      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11756687.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6615 | PA      | $6519.92      | 0.00%             | 2027-02-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14985540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46057 | PA      | $23804.07     | 0.01%             | 2026-07-24      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $690577.92    | 0.23%             | 2027-10-19      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992365430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $53.75        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     165000 | PA      | $-4671.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992444368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        901 | PA      | $63.35        | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465848.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1818 | PA      | $1808.26      | 0.00%             | 2027-01-19      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992286835.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        112 | PA      | $115.30       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056157.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7579 | PA      | $7483.34      | 0.00%             | 2026-11-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056962.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6701 | PA      | $6641.24      | 0.00%             | 2024-11-16      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466129.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17023 | PA      | $16870.36     | 0.01%             | 2027-01-19      | Fixed         | 9.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2047823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4286 | PA      | $4242.52      | 0.00%             | 2026-11-16      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675516.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3064 | PA      | $2908.89      | 0.00%             | 2027-02-22      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992323342.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $49.31        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance, Inc.                                | Endeavor Energy Resources LP / EER Finance, Inc.                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $863235.00    | 0.29%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13660633.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8847 | PA      | $3149.79      | 0.00%             | 2025-05-13      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992362408.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $20.78        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992248396.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        857 | PA      | $883.15       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165475303.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        165 | PA      | $165.30       | 0.00%             | 2033-01-24      | Fixed         | 8.19%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C02, Class 1M2                     | CUSIP: 30711XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     489639 | PA      | $495880.43    | 0.16%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11765858.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12523 | PA      | $12371.91     | 0.00%             | 2025-02-06      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992459954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        142 | PA      | $18.07        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                       | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | CUSIP: 46590XAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $613277.00    | 0.20%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12941 | PA      | $12720.97     | 0.00%             | 2026-12-13      | Fixed         | 17.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242424.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        708 | PA      | $701.02       | 0.00%             | 2024-12-13      | Fixed         | 20.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3891 | PA      | $3744.28      | 0.00%             | 2025-02-15      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8503 | PA      | $8457.48      | 0.00%             | 2027-02-22      | Fixed         | 5.43%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055855.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1692 | PA      | $1678.39      | 0.00%             | 2026-11-16      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4661 | PA      | $4633.04      | 0.00%             | 2027-04-20      | Fixed         | 30.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12140585.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26237 | PA      | $26596.55     | 0.01%             | 2027-03-12      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        997 | PA      | $987.64       | 0.00%             | 2024-11-16      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056878.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4578 | PA      | $608.61       | 0.00%             | 2027-09-16      | Fixed         | 9.83%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11752447.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32321 | PA      | $32779.51     | 0.01%             | 2026-02-05      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DV40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4125 | PA      | $4233.58      | 0.00%             | 2033-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675837.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6039 | PA      | $5996.26      | 0.00%             | 2027-02-22      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992335587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        355 | PA      | $221.21       | 0.00%             | 2025-04-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675967.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1555 | PA      | $1533.45      | 0.00%             | 2027-02-22      | Fixed         | 29.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675522.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1127 | PA      | $1116.10      | 0.00%             | 2025-02-22      | Fixed         | 6.74%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992240832.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $80.84        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992263295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        335 | PA      | $334.90       | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2239830.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8817 | PA      | $8725.98      | 0.00%             | 2026-12-13      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638201.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6267 | PA      | $6075.65      | 0.00%             | 2024-09-28      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992252552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $9.64         | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         90 | PA      | $6.33         | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14974854.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18170 | PA      | $18311.80     | 0.01%             | 2026-07-10      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466202.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2680 | PA      | $2661.51      | 0.00%             | 2027-01-19      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2066 | PA      | $2052.95      | 0.00%             | 2027-04-20      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296WCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8114 | PA      | $8193.63      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $617303.76    | 0.21%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676020.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6504 | PA      | $6469.93      | 0.00%             | 2027-02-22      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DRW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2465 | PA      | $2543.61      | 0.00%             | 2032-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992307437.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        498 | PA      | $496.60       | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242685.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12512 | PA      | $12412.22     | 0.00%             | 2026-12-13      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2016-C03, Class 1M2                     | CUSIP: 30711XCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     556465 | PA      | $575752.18    | 0.19%             | 2028-10-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992297505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $87.32        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Central Garden & Pet Co.                                                        | Central Garden & Pet Co.                                                           | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     500000 | PA      | $414550.00    | 0.14%             | 2031-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056229.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6139 | PA      | $6086.50      | 0.00%             | 2026-11-16      | Fixed         | 31.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6650 | PA      | $951.62       | 0.00%             | 2026-11-16      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Anagram International, Inc. / Anagram Holdings LLC                              | Anagram International, Inc. / Anagram Holdings LLC                                 | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     148158 | PA      | $98525.07     | 0.03%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695804.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4271 | PA      | $4107.69      | 0.00%             | 2027-01-04      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992281701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $52.96        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992461071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        155 | PA      | $10.85        | 0.00%             | 2025-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166049294.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5990 | PA      | $5758.39      | 0.00%             | 2025-02-03      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914469.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3342 | PA      | $3305.39      | 0.00%             | 2025-08-25      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992287261.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         22 | PA      | $21.95        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2022-LP2, Class A                             | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     881970 | PA      | $851367.25    | 0.28%             | 2039-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2421 | PA      | $2411.38      | 0.00%             | 2026-10-25      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2459145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2047 | PA      | $2018.23      | 0.00%             | 2027-01-19      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| iHeartMedia, Inc.                                                               | iHeartMedia, Inc., Class A                                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8526 | NS      | $52264.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivion Investments SARL                                                         | Vivion Investments SARL                                                            | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $167421.69    | 0.06%             | 2024-08-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1912265.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3431 | PA      | $3417.97      | 0.00%             | 2026-10-25      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464359.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4291 | PA      | $4249.86      | 0.00%             | 2025-01-19      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1710260.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1690 | PA      | $1623.87      | 0.00%             | 2025-02-28      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981666.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45613 | PA      | $45117.73     | 0.02%             | 2027-04-20      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992273307.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2206 | PA      | $2271.59      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1752829.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1644 | PA      | $1573.83      | 0.00%             | 2025-04-11      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992254667.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        371 | PA      | $370.32       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992287722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $33.38        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17785 | PA      | $17682.65     | 0.01%             | 2027-01-19      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241999.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2240 | PA      | $2222.45      | 0.00%             | 2026-12-13      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 174350163.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9648 | PA      | $9460.47      | 0.00%             | 2026-02-15      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992336076.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         44 | PA      | $-2.00        | -0.00%            | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                        | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $8979.70      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1743116.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4044 | PA      | $3910.96      | 0.00%             | 2025-04-06      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| BlueMountain CLO Ltd.                                                           | BlueMountain CLO Ltd., Series 2018-1A, Class D                                     | CUSIP: 09629TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $844269.42    | 0.28%             | 2030-07-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992413134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        465 | PA      | $96.88        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992366150.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        196 | PA      | $197.92       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class A                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |   14792309 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18618 | PA      | $18429.65     | 0.01%             | 2026-12-13      | Fixed         | 12.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992298611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        308 | PA      | $313.16       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992348005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        425 | PA      | $437.61       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174186.35    | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675297.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        969 | PA      | $67.22        | 0.00%             | 2027-02-22      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13284 | PA      | $3616.57      | 0.00%             | 2026-11-16      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675330.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3003 | PA      | $2984.03      | 0.00%             | 2027-02-22      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992308546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         92 | PA      | $94.21        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                           | Dominion Energy, Inc., Series A                                                    | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1072439.24   | 0.36%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171026131.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7059 | PA      | $6929.64      | 0.00%             | 2023-10-08      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992266496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $132.17       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Park River Holdings, Inc.                                                       | Park River Holdings, Inc.                                                          | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $275057.91    | 0.09%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6420 | PA      | $6333.24      | 0.00%             | 2026-12-13      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675485.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3974 | PA      | $3948.41      | 0.00%             | 2027-02-22      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| Dana, Inc.                                                                      | Dana, Inc.                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $911466.08    | 0.30%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992276659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $16.92        | 0.00%             | 2025-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| China Overseas Finance Cayman VI Ltd.                                           | China Overseas Finance Cayman VI Ltd.                                              | CUSIP: N/A<br>LEI: 3003000GRJQBQQJ25K03       | Long             | DBT              | CORP              | KY        |     400000 | PA      | $399272.00    | 0.13%             | 2024-05-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465805.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19162 | PA      | $18942.92     | 0.01%             | 2027-01-19      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6048 | PA      | $3579.41      | 0.00%             | 2026-12-13      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992341725.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $33.60        | 0.00%             | 2024-04-03      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292H2D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11964 | PA      | $12399.32     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1500000 | PA      | $-284522.59   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        119 | PA      | $122.63       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241994.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1580 | PA      | $1553.58      | 0.00%             | 2026-12-13      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992460958.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        305 | PA      | $305.88       | 0.00%             | 2025-04-03      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992464185.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         46 | PA      | $45.99        | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675763.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4130 | PA      | $4075.78      | 0.00%             | 2025-02-22      | Fixed         | 28.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981812.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2972 | PA      | $2952.11      | 0.00%             | 2027-04-20      | Fixed         | 25.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676003.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1995 | PA      | $1981.83      | 0.00%             | 2027-02-22      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1680232.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14329 | PA      | $13759.26     | 0.00%             | 2024-12-16      | Fixed         | 15.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992323515.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $86.68        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992398221.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $100.56       | 0.00%             | 2024-04-03      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                | Jaguar Land Rover Automotive plc                                                   | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $851407.32    | 0.28%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1721025.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1734 | PA      | $1673.66      | 0.00%             | 2027-02-15      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297DT32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13597 | PA      | $13834.55     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding VIII DAC                                              | Madison Park Euro Funding VIII DAC, Series 8A, Class BRN                           | CUSIP: N/A<br>LEI: 635400Y8CTGVSWYFMB36       | Long             | ABS-CBDO         | CORP              | IE        |     400000 | PA      | $402468.54    | 0.13%             | 2032-04-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992443445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         19 | PA      | $18.80        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2980005.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1396 | PA      | $1387.50      | 0.00%             | 2027-04-20      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284613.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          0 | PA      | $0.03         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | 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        |     600000 | PA      | $537936.00    | 0.18%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DMR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        306 | PA      | $319.18       | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                 | PRA Group, Inc.                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     900000 | PA      | $743823.00    | 0.25%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992382545.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.77         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10811 | PA      | $10261.05     | 0.00%             | 2027-02-22      | Fixed         | 25.17%                | No            |                  3 | On Loan: No      |
| Bayer US Finance II LLC                                                         | Bayer US Finance II LLC                                                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     889000 | PA      | $836309.15    | 0.28%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675123.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5599 | PA      | $5570.07      | 0.00%             | 2027-02-22      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464672.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1638 | PA      | $1628.81      | 0.00%             | 2027-01-19      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992402436.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $9.81         | 0.00%             | 2025-04-05      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3272234.39   | 1.09%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300281.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         18 | PA      | $17.75        | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992309362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        145 | PA      | $147.54       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992252550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         40 | PA      | $39.69        | 0.00%             | 2025-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992333048.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        108 | PA      | $108.19       | 0.00%             | 2024-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992288886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         62 | PA      | $61.53        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982272.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5202 | PA      | $5171.40      | 0.00%             | 2027-04-20      | Fixed         | 26.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464901.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5414 | PA      | $5383.86      | 0.00%             | 2027-01-19      | Fixed         | 27.80%                | No            |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                  | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $885609.17    | 0.29%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                         | Grand Canyon University                                                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $754632.00    | 0.25%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915025.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3894 | PA      | $3877.79      | 0.00%             | 2026-10-25      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     930117 | PA      | $818121.28    | 0.27%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1704972.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6253 | PA      | $6049.91      | 0.00%             | 2027-01-19      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992259460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         87 | PA      | $88.96        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982315.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1142 | PA      | $1131.77      | 0.00%             | 2025-04-20      | Fixed         | 15.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992264434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $211.98       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3072 | PA      | $3051.70      | 0.00%             | 2027-04-20      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2053649.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19225 | PA      | $18986.44     | 0.01%             | 2026-11-16      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1749430.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6693 | PA      | $6384.32      | 0.00%             | 2025-04-05      | Fixed         | 23.59%                | No            |                  3 | On Loan: No      |
| Citigroup, Inc.                                                                 | Citigroup, Inc.                                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1608527.15   | 0.53%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13199139.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39410 | PA      | $39998.59     | 0.01%             | 2027-05-20      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-1, Class A1C                          | CUSIP: 10568GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118460 | PA      | $115518.14    | 0.04%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Agency Credit Risk Debt Notes                                  | FHLMC Structured Agency Credit Risk Debt Notes, Series 2014-DN2, Class M3          | CUSIP: 3137G0AY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    1013282 | PA      | $1025588.24   | 0.34%             | 2024-04-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $531505.63    | 0.18%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | Macy's Retail Holdings LLC                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $434600.00    | 0.14%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055081.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4414 | PA      | $4352.85      | 0.00%             | 2024-11-16      | Fixed         | 29.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676316.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4432 | PA      | $4389.23      | 0.00%             | 2025-02-22      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2451492.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41923 | PA      | $41697.48     | 0.01%             | 2027-01-19      | Fixed         | 6.07%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992314709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        372 | PA      | $369.97       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C03, Class 1M2                     | CUSIP: 30711XBB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     641648 | PA      | $651839.53    | 0.22%             | 2025-07-25      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12597 | PA      | $12467.88     | 0.00%             | 2026-12-13      | Fixed         | 13.04%                | No            |                  3 | On Loan: No      |
| Papa John's International, Inc.                                                 | Papa John's International, Inc.                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $250882.50    | 0.08%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                     | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $459512.48    | 0.15%             | 2026-06-09      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992286774.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        231 | PA      | $232.12       | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992283659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        215 | PA      | $219.43       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241741.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3070 | PA      | $3032.80      | 0.00%             | 2024-12-13      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982362.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1952 | PA      | $1929.50      | 0.00%             | 2027-04-20      | Fixed         | 19.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464262.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2141 | PA      | $623.02       | 0.00%             | 2027-06-19      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                                      | FHLMC Pool, 30 Year                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6270667 | PA      | $6042069.27   | 2.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992448030.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $104.23       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1694578.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3392 | PA      | $3249.85      | 0.00%             | 2025-01-13      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11657858.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12980 | PA      | $13075.26     | 0.00%             | 2025-12-16      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992244483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        204 | PA      | $204.67       | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992270160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $58.18        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10665 | PA      | $10601.36     | 0.00%             | 2027-04-20      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675561.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6559 | PA      | $6516.40      | 0.00%             | 2027-02-22      | Fixed         | 27.52%                | No            |                  3 | On Loan: No      |
| United Airlines Pass-Through Trust                                              | United Airlines Pass-Through Trust, Series 2020-1, Class B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      76200 | PA      | $72581.60     | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                           | Las Vegas Sands Corp.                                                              | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     800000 | PA      | $675549.94    | 0.22%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992303216.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $171.52       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675462.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1942 | PA      | $1923.93      | 0.00%             | 2025-02-22      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13608417.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19206 | PA      | $19507.81     | 0.01%             | 2026-05-20      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722483.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15319 | PA      | $14685.28     | 0.00%             | 2025-02-16      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1753401.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13836 | PA      | $13085.23     | 0.00%             | 2027-04-06      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466086.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2961 | PA      | $2941.59      | 0.00%             | 2027-01-19      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992250643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        256 | PA      | $14.94        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465597.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2046 | PA      | $2032.14      | 0.00%             | 2027-01-19      | Fixed         | 30.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1753794.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7292 | PA      | $6964.42      | 0.00%             | 2027-04-20      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2980031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39216 | PA      | $36931.41     | 0.01%             | 2027-04-20      | Fixed         | 17.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982533.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1990 | PA      | $1889.62      | 0.00%             | 2027-04-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165581669.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        457 | PA      | $454.06       | 0.00%             | 2033-01-27      | Fixed         | 7.56%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1948 | PA      | $1931.89      | 0.00%             | 2026-12-13      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241764.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4187 | PA      | $4153.85      | 0.00%             | 2026-12-13      | Fixed         | 27.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992428186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2677 | PA      | $2696.96      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC           | Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $533190.23    | 0.18%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165696133.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        760 | PA      | $756.24       | 0.00%             | 2033-01-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1646459.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8307 | PA      | $8108.59      | 0.00%             | 2026-10-29      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                             | Herc Holdings, Inc.                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280434.00    | 0.09%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                            | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $241178.13    | 0.08%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11925836.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4497 | PA      | $4545.68      | 0.00%             | 2024-03-12      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 20 Year                                                                      | CUSIP: 31417YNA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16668 | PA      | $16769.37     | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1623671.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6728 | PA      | $6642.08      | 0.00%             | 2024-09-21      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                      | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $765953.90    | 0.25%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992451626.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $1.66         | 0.00%             | 2028-01-03      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT  | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68295 | PA      | $63834.29     | 0.02%             | 2045-04-17      | Variable      | 15.48%                | No            |                  2 | On Loan: No      |
| Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                         | Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                            | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $853086.67    | 0.28%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675610.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6038 | PA      | $1781.83      | 0.00%             | 2027-02-22      | Fixed         | 26.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981993.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        977 | PA      | $139.57       | 0.00%             | 2025-04-20      | Fixed         | 15.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2054534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1070 | PA      | $1062.81      | 0.00%             | 2026-11-16      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2053732.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        848 | PA      | $837.19       | 0.00%             | 2026-11-16      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13705025.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26887 | PA      | $27238.63     | 0.01%             | 2027-05-14      | Fixed         | 10.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13628442.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15893 | PA      | $16008.65     | 0.01%             | 2027-05-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992412416.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        348 | PA      | $345.52       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Atlantica Sustainable Infrastructure plc                                        | Atlantica Sustainable Infrastructure plc                                           | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $355441.75    | 0.12%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11984 | PA      | $11915.71     | 0.00%             | 2027-01-19      | Fixed         | 24.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992452469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        252 | PA      | $254.14       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465710.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        791 | PA      | $783.52       | 0.00%             | 2025-01-19      | Fixed         | 7.96%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1738899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12462 | PA      | $12306.09     | 0.00%             | 2026-09-20      | Fixed         | 19.15%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                  | Jefferson Capital Holdings LLC                                                     | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $580195.00    | 0.19%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                 | Virginia Electric and Power Co.                                                    | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      85000 | PA      | $90462.19     | 0.03%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11819292.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11266 | PA      | $11272.08     | 0.00%             | 2026-02-12      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675752.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2867 | PA      | $2824.14      | 0.00%             | 2027-02-22      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        136 | PA      | $138.08       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $875689.52    | 0.29%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                    | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      34907 | NS      | $652324.56    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465048.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22078 | PA      | $21772.34     | 0.01%             | 2027-01-19      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $889713.00    | 0.30%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992245824.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $212.19       | 0.00%             | 2025-04-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992310025.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        238 | PA      | $238.74       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDS                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1800000 | PA      | $-402775.77   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242784.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5430 | PA      | $796.69       | 0.00%             | 2027-05-13      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915567.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        803 | PA      | $794.48       | 0.00%             | 2026-10-25      | Fixed         | 19.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676315.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4765 | PA      | $4722.53      | 0.00%             | 2027-02-22      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056560.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1581 | PA      | $109.72       | 0.00%             | 2026-11-16      | Fixed         | 31.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1691666.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6862 | PA      | $6621.65      | 0.00%             | 2027-01-19      | Fixed         | 11.88%                | No            |                  3 | On Loan: No      |
| SunCoke Energy, Inc.                                                            | SunCoke Energy, Inc.                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     600000 | PA      | $515812.50    | 0.17%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645598.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4778 | PA      | $4745.03      | 0.00%             | 2024-10-31      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                        | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1073737.51   | 0.36%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992277911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        101 | PA      | $26.68        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4429 | PA      | $4414.89      | 0.00%             | 2026-09-20      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| CSX Corp.                                                                       | CSX Corp.                                                                          | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     550000 | PA      | $463874.60    | 0.15%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7928 | PA      | $7818.38      | 0.00%             | 2027-01-19      | Fixed         | 19.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1700734.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22093 | PA      | $21123.67     | 0.01%             | 2027-12-24      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | TRSIBOXX                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    1500000 | PA      | $-3843.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992347446.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        907 | PA      | $63.19        | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84597.00     | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6585 | PA      | $6531.28      | 0.00%             | 2027-04-16      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992415454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        929 | PA      | $942.65       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Burnham Park CLO Ltd.                                                           | Burnham Park CLO Ltd., Series 2016-1A, Class BR                                    | CUSIP: 12232KAJ9<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |     460000 | PA      | $435144.49    | 0.14%             | 2029-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Presidio Holdings, Inc.                                                         | Presidio Holdings, Inc.                                                            | CUSIP: 74101XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1096176.00   | 0.36%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11605924.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      39114 | PA      | $39625.38     | 0.01%             | 2026-12-20      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                          | XHR LP                                                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     400000 | PA      | $328170.52    | 0.11%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                                                            | EnLink Midstream LLC                                                               | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1019653.88   | 0.34%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915604.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        946 | PA      | $942.56       | 0.00%             | 2026-10-25      | Fixed         | 24.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992241765.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        433 | PA      | $437.64       | 0.00%             | 2025-04-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8909 | PA      | $8839.85      | 0.00%             | 2027-02-22      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464891.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9149 | PA      | $1380.62      | 0.00%             | 2027-01-19      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| Arch Capital Group Ltd.                                                         | Arch Capital Group Ltd.                                                            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $694333.70    | 0.23%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5529 | PA      | $5458.55      | 0.00%             | 2025-02-22      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675468.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7085 | PA      | $7039.32      | 0.00%             | 2027-02-22      | Fixed         | 31.91%                | No            |                  3 | On Loan: No      |
| H&E Equipment Services, Inc.                                                    | H&E Equipment Services, Inc.                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $938899.50    | 0.31%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        889 | PA      | $879.89       | 0.00%             | 2025-01-19      | Fixed         | 6.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465131.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8717 | PA      | $8642.10      | 0.00%             | 2025-01-19      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241420.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4791 | PA      | $4752.06      | 0.00%             | 2026-12-13      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992271382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        129 | PA      | $130.77       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992333762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        630 | PA      | $641.59       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465414.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5131 | PA      | $5085.86      | 0.00%             | 2027-01-19      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992285475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         26 | PA      | $26.35        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992459117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $10.50        | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14892088.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9785 | PA      | $9935.47      | 0.00%             | 2027-07-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057372.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6184 | PA      | $5857.60      | 0.00%             | 2026-11-16      | Fixed         | 23.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3388 | PA      | $3364.34      | 0.00%             | 2027-01-19      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $533769.77    | 0.18%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     700000 | PA      | $688411.29    | 0.23%             | 2025-08-05      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914732.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7240 | PA      | $7175.03      | 0.00%             | 2025-08-25      | Fixed         | 17.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2053900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        870 | PA      | $864.72       | 0.00%             | 2026-11-16      | Fixed         | 23.81%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                                  | Weatherford International Ltd.                                                     | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      21000 | PA      | $21499.26     | 0.01%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992341430.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $144.94       | 0.00%             | 2025-04-03      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14159 | PA      | $14074.91     | 0.00%             | 2027-01-19      | Fixed         | 21.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992379889.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1042 | PA      | $1066.88      | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464613.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1779 | PA      | $1761.93      | 0.00%             | 2025-01-19      | Fixed         | 5.52%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466141.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5654 | PA      | $5624.39      | 0.00%             | 2027-01-19      | Fixed         | 32.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11813151.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4513 | PA      | $2870.55      | 0.00%             | 2026-12-30      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10008 | PA      | $9911.03      | 0.00%             | 2026-11-16      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8124 | PA      | $330.81       | 0.00%             | 2024-11-16      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11804417.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8271 | PA      | $1600.07      | 0.00%             | 2026-02-12      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Schlumberger Holdings Corp.                                                     | Schlumberger Holdings Corp.                                                        | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373415.06    | 0.12%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital    | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1015047.05   | 0.34%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464534.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1922 | PA      | $1909.02      | 0.00%             | 2027-01-19      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     500000 | PA      | $335868.18    | 0.11%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992438577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        187 | PA      | $185.57       | 0.00%             | 2024-04-03      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14939586.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14083 | PA      | $14294.84     | 0.00%             | 2027-07-22      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1620408.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25477 | PA      | $5016.29      | 0.00%             | 2024-09-23      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202CY98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1224.37      | 0.00%             | 2028-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                            | Anheuser-Busch InBev Worldwide, Inc.                                               | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $730204.97    | 0.24%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2403 | PA      | $2377.86      | 0.00%             | 2024-12-13      | Fixed         | 6.04%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992302422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        175 | PA      | $123.24       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2878 | PA      | $2851.55      | 0.00%             | 2024-12-13      | Fixed         | 16.66%                | No            |                  3 | On Loan: No      |
| Eco Material Technologies, Inc.                                                 | Eco Material Technologies, Inc.                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $478279.07    | 0.16%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675367.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8829 | PA      | $8724.99      | 0.00%             | 2027-02-22      | Fixed         | 16.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992356877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        125 | PA      | $-8.53        | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701348.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4276 | PA      | $4120.82      | 0.00%             | 2027-01-13      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3346 | PA      | $3315.64      | 0.00%             | 2024-11-16      | Fixed         | 8.92%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HEE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        120 | PA      | $125.53       | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982556.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4972 | PA      | $4935.91      | 0.00%             | 2027-04-20      | Fixed         | 21.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-10114471.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6683 | PA      | $6738.34      | 0.00%             | 2024-08-12      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055423.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3605 | PA      | $3572.15      | 0.00%             | 2024-11-16      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6188 | PA      | $6148.07      | 0.00%             | 2027-04-20      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676045.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        853 | PA      | $844.84       | 0.00%             | 2025-02-22      | Fixed         | 19.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992446902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          3 | PA      | $2.87         | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239318.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        103 | PA      | $106.18       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992415093.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        237 | PA      | $238.98       | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915272.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1673 | PA      | $1665.68      | 0.00%             | 2026-10-25      | Fixed         | 30.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992355930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        214 | PA      | $215.11       | 0.00%             | 2025-04-03      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                   | CCO Holdings LLC / CCO Holdings Capital Corp.                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $797925.00    | 0.27%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674092.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4559 | PA      | $4408.07      | 0.00%             | 2024-12-16      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2460937.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1352 | PA      | $1337.98      | 0.00%             | 2027-01-19      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992438360.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        193 | PA      | $194.78       | 0.00%             | 2025-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14135500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19855 | PA      | $20032.93     | 0.01%             | 2025-04-25      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992308882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $9.58         | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 166308005.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        975 | PA      | $972.52       | 0.00%             | 2023-04-10      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| BX Commercial Mortgage Trust                                                    | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                            | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $377916.40    | 0.13%             | 2036-09-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2240706.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11543 | PA      | $11438.53     | 0.00%             | 2026-12-13      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702634.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12573 | PA      | $12013.30     | 0.00%             | 2027-02-04      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                    | Arcosa, Inc.                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     300000 | PA      | $260536.68    | 0.09%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                           | Parker-Hannifin Corp.                                                              | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     400000 | PA      | $388758.99    | 0.13%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                          | Antero Resources Corp.                                                             | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      98000 | PA      | $98671.41     | 0.03%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992345324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.50        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992256931.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        231 | PA      | $28.55        | 0.00%             | 2024-04-05      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $643268.96    | 0.21%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992455533.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1375 | PA      | $1376.02      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      41405 | PA      | $41168.05     | 0.01%             | 2027-01-19      | Fixed         | 22.96%                | No            |                  3 | On Loan: No      |
| Wynn Macau Ltd.                                                                 | Wynn Macau Ltd.                                                                    | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $428147.50    | 0.14%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1645601.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4334 | PA      | $4243.86      | 0.00%             | 2026-10-27      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992274561.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         53 | PA      | $53.01        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                          | CUSIP: 192714AD5<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $259726.81    | 0.09%             | 2030-03-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1743635.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11336 | PA      | $10967.62     | 0.00%             | 2027-04-06      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2054559.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7550 | PA      | $7477.23      | 0.00%             | 2026-11-16      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1738592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5125 | PA      | $5104.89      | 0.00%             | 2026-09-20      | Fixed         | 28.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466073.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        910 | PA      | $904.86       | 0.00%             | 2027-01-19      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622637.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5543 | PA      | $5350.73      | 0.00%             | 2026-08-27      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1709558.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16233 | PA      | $15527.08     | 0.01%             | 2027-02-28      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992345689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $70.61        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992262511.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        728 | PA      | $733.13       | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11765263.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9806 | PA      | $9931.87      | 0.00%             | 2025-12-24      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992260350.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $97.50        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                            | Amplify Energy Corp.                                                               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |        431 | NS      | $3788.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                                                        | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $255164.73    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        829 | PA      | $839.09       | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981984.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8605 | PA      | $597.98       | 0.00%             | 2027-04-20      | Fixed         | 30.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992246882.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        772 | PA      | $787.84       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5274 | PA      | $5221.52      | 0.00%             | 2025-01-19      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                          | CUSIP: 192714AC7<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     800000 | PA      | $746645.98    | 0.25%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4941 | PA      | $4887.30      | 0.00%             | 2024-12-13      | Fixed         | 11.26%                | No            |                  3 | On Loan: No      |
| DISH DBS Corp.                                                                  | DISH DBS Corp.                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $480000.00    | 0.16%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992309324.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        782 | PA      | $50.85        | 0.00%             | 2025-04-05      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13704982.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7552 | PA      | $7558.50      | 0.00%             | 2025-05-25      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                               | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                  | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $443575.00    | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11764235.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      42172 | PA      | $42796.89     | 0.01%             | 2026-12-29      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1648942.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5308 | PA      | $5124.02      | 0.00%             | 2026-10-27      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2231506.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      40582 | PA      | $24231.07     | 0.01%             | 2026-12-13      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2054200.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12072 | PA      | $3344.93      | 0.00%             | 2026-11-16      | Fixed         | 17.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12249339.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18048 | PA      | $18038.17     | 0.01%             | 2027-03-13      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Syngenta Finance NV                                                             | Syngenta Finance NV                                                                | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $775521.10    | 0.26%             | 2025-04-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd., Class B                                             | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |    1472041 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055175.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15386 | PA      | $15156.91     | 0.01%             | 2026-11-16      | Fixed         | 19.05%                | No            |                  3 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust, Series 2019-INV2, Class A3                                              | CUSIP: 12554TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199876 | PA      | $188268.81    | 0.06%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13060373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21462 | PA      | $5918.75      | 0.00%             | 2027-06-19      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                | Boeing Co. (The)                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684664.18    | 0.23%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                                 | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $230424.36    | 0.08%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297RWH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1357 | PA      | $1354.09      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1150000 | PA      | $-40360.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3065 | PA      | $3030.10      | 0.00%             | 2027-01-19      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167497337.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2261 | PA      | $1875.34      | 0.00%             | 2023-03-15      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992419454.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         33 | PA      | $32.50        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992447830.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        153 | PA      | $152.14       | 0.00%             | 2024-04-03      | Fixed         | 22.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2046105.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3992 | PA      | $3966.85      | 0.00%             | 2026-11-16      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676178.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4900 | PA      | $4835.20      | 0.00%             | 2027-07-22      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140JAF37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427798 | PA      | $381279.31    | 0.13%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA II, 30 Year                                                                   | CUSIP: 36200WGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1662 | PA      | $1611.15      | 0.00%             | 2034-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C01, Class 1M2                     | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     165823 | PA      | $168809.06    | 0.06%             | 2025-02-25      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914247.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4323 | PA      | $24.02        | 0.00%             | 2026-10-25      | Fixed         | 29.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466147.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6354 | PA      | $6319.38      | 0.00%             | 2027-01-19      | Fixed         | 6.13%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992410434.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1026 | PA      | $1037.73      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14167786.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      31927 | PA      | $32446.85     | 0.01%             | 2026-06-16      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12528 | PA      | $268.32       | 0.00%             | 2027-04-20      | Fixed         | 23.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992297978.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $41.48        | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992322709.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $174.65       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675348.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14960 | PA      | $14198.44     | 0.00%             | 2027-07-22      | Fixed         | 23.48%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                           | United Airlines, Inc.                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92862.60     | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1624202.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15237 | PA      | $14688.14     | 0.00%             | 2026-09-21      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2631 | PA      | $2607.56      | 0.00%             | 2027-02-22      | Fixed         | 13.92%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                     | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     900000 | PA      | $895248.87    | 0.30%             | 2024-04-24      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992349565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        993 | PA      | $1005.31      | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992405301.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         39 | PA      | $39.09        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992282393.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1649 | PA      | $1676.69      | 0.00%             | 2025-04-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        988 | PA      | $980.44       | 0.00%             | 2024-10-25      | Fixed         | 13.65%                | No            |                  3 | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                    | Park Aerospace Holdings Ltd.                                                       | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $296221.91    | 0.10%             | 2024-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992330550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          9 | PA      | $4.50         | 0.00%             | 2028-01-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| KeyBank NA                                                                      | KeyBank NA                                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488986.14    | 0.16%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $657375.00    | 0.22%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19826 | PA      | $19668.88     | 0.01%             | 2026-09-20      | Fixed         | 9.65%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675440.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3248 | PA      | $3083.37      | 0.00%             | 2027-02-22      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675924.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1890 | PA      | $1873.39      | 0.00%             | 2027-02-22      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676222.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1538 | PA      | $396.66       | 0.00%             | 2027-02-22      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     500000 | PA      | $450905.71    | 0.15%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242119.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3896 | PA      | $3843.80      | 0.00%             | 2026-12-13      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1666497.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12559 | PA      | $11952.54     | 0.00%             | 2026-11-09      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992307969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $98.13        | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11693689.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4763 | PA      | $4808.73      | 0.00%             | 2023-12-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                  | Piedmont Natural Gas Co., Inc.                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     300000 | PA      | $202032.98    | 0.07%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676120.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6580 | PA      | $6497.01      | 0.00%             | 2027-02-22      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                | GE HealthCare Technologies, Inc.                                                   | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503615.69    | 0.17%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464766.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4351 | PA      | $4299.96      | 0.00%             | 2027-01-19      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056081.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1562 | PA      | $1551.11      | 0.00%             | 2027-04-16      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                 | Sinclair Television Group, Inc.                                                    | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     800000 | PA      | $600825.11    | 0.20%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        863 | PA      | $854.90       | 0.00%             | 2025-02-22      | Fixed         | 22.39%                | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                                         | Quest Diagnostics, Inc.                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     200000 | PA      | $168032.93    | 0.06%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676331.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7033 | PA      | $6981.96      | 0.00%             | 2027-02-22      | Fixed         | 27.38%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        921 | PA      | $947.90       | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C02, Class 2M2                     | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     147748 | PA      | $147656.01    | 0.05%             | 2024-05-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992290118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $125.76       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14165501.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12306 | PA      | $12486.31     | 0.00%             | 2027-06-16      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1720968.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17465 | PA      | $16854.32     | 0.01%             | 2027-02-15      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        539 | PA      | $556.66       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675720.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3003 | PA      | $2983.53      | 0.00%             | 2027-02-22      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| K2016470260 South Africa Ltd.                                                   | K2016470260 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |     564697 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992323198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $93.85        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241807.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8575 | PA      | $8458.00      | 0.00%             | 2026-12-13      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675282.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45387 | PA      | $45092.85     | 0.01%             | 2027-02-22      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                                       | HCA, Inc.                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86482.58     | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052804.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32640 | PA      | $32378.64     | 0.01%             | 2026-11-16      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1714693.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8714 | PA      | $8411.16      | 0.00%             | 2025-02-15      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury Ultra Bonds                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         13 | NC      | $-40237.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242066.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8596 | PA      | $8456.20      | 0.00%             | 2026-12-13      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992359163.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        170 | PA      | $174.20       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171023265.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1906 | PA      | $1857.96      | 0.00%             | 2023-10-08      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992437799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.61         | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2488 | PA      | $172.75       | 0.00%             | 2027-02-22      | Fixed         | 30.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466138.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2903 | PA      | $2809.72      | 0.00%             | 2027-06-19      | Fixed         | 29.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464129.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14541 | PA      | $14457.75     | 0.00%             | 2027-01-19      | Fixed         | 23.98%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $569598.67    | 0.19%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2120 | PA      | $150.19       | 0.00%             | 2027-02-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992401140.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        168 | PA      | $170.42       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2024110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14651 | PA      | $14533.63     | 0.00%             | 2026-11-16      | Fixed         | 7.78%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                               | Duke Energy Corp.                                                                  | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $329819.15    | 0.11%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4697 | PA      | $4656.38      | 0.00%             | 2026-09-20      | Fixed         | 13.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675431.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2861 | PA      | $2820.40      | 0.00%             | 2027-02-22      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992334340.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         86 | PA      | $24.31        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12992 | PA      | $12880.11     | 0.00%             | 2027-01-19      | Fixed         | 14.56%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1677551.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1291 | PA      | $1250.84      | 0.00%             | 2024-12-22      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675427.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21215 | PA      | $6255.26      | 0.00%             | 2027-12-22      | Fixed         | 17.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675775.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8934 | PA      | $8807.53      | 0.00%             | 2027-02-22      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241971.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2684 | PA      | $2645.35      | 0.00%             | 2027-05-13      | Fixed         | 20.32%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | 30 Day Federal Funds                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -154 | NC      | $105830.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241600.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3077 | PA      | $3027.07      | 0.00%             | 2026-12-13      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2830 | PA      | $2804.88      | 0.00%             | 2025-04-20      | Fixed         | 12.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992379087.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        992 | PA      | $68.47        | 0.00%             | 2025-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992406035.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        755 | PA      | $777.78       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140X9JG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     619354 | PA      | $593309.95    | 0.20%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239914.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         42 | PA      | $41.59        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992246266.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.47        | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992442455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2011 | PA      | $2023.72      | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | 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        |     700000 | PA      | $580000.67    | 0.19%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $606416.08    | 0.20%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675191.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4589 | PA      | $679.28       | 0.00%             | 2027-07-22      | Fixed         | 31.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3627 | PA      | $1046.17      | 0.00%             | 2026-12-13      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992253878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        573 | PA      | $566.36       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992346705.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        827 | PA      | $838.78       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28001.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     500000 | PA      | $-5977.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1234 | PA      | $1279.44      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982427.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      22306 | PA      | $22142.99     | 0.01%             | 2027-04-20      | Fixed         | 20.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992402117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        174 | PA      | $45.04        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992409294.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.41        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992256649.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        146 | PA      | $18.99        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1681375.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1024 | PA      | $993.15       | 0.00%             | 2024-12-20      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465110.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10296 | PA      | $715.20       | 0.00%             | 2027-01-19      | Fixed         | 31.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242580.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        991 | PA      | $983.12       | 0.00%             | 2026-12-13      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA                                                                               | CUSIP: 31406AGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27792 | PA      | $27542.65     | 0.01%             | 2034-12-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                       | Commercial Mortgage Trust, Series 2006-GG7, Class AJ                               | CUSIP: 20173MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186216 | PA      | $123144.94    | 0.04%             | 2038-07-10      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675392.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1930 | PA      | $1915.66      | 0.00%             | 2027-07-22      | Fixed         | 28.93%                | No            |                  3 | On Loan: No      |
| Sanchez Energy Corp.                                                            | Mesquite Energy, Inc., Escrow Account                                              | CUSIP: 799ESCAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243000 | PA      | $3948.75      | 0.00%             | 2023-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300539.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $34.18        | 0.00%             | 2024-04-05      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8195 | PA      | $8142.04      | 0.00%             | 2027-02-22      | Fixed         | 32.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1705047.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12918 | PA      | $12330.09     | 0.00%             | 2027-01-19      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464664.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6824 | PA      | $6763.47      | 0.00%             | 2027-01-19      | Fixed         | 10.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992309531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $20.14        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676206.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4209 | PA      | $4157.71      | 0.00%             | 2027-07-22      | Fixed         | 25.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675884.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5177 | PA      | $4974.10      | 0.00%             | 2027-12-22      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688537.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9066 | PA      | $8635.40      | 0.00%             | 2027-01-13      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992239897.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         34 | PA      | $33.63        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14058204.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12241 | PA      | $12390.35     | 0.00%             | 2027-06-05      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992270154.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        520 | PA      | $535.82       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465572.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3266 | PA      | $3101.99      | 0.00%             | 2027-01-19      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 168221172.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        802 | PA      | $792.42       | 0.00%             | 2023-03-15      | Fixed         | 8.81%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675911.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2713 | PA      | $2695.85      | 0.00%             | 2027-02-22      | Fixed         | 24.61%                | No            |                  3 | On Loan: No      |
| Elevance Health, Inc.                                                           | Elevance Health, Inc.                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114629.58    | 0.04%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992317837.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $11.15        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464890.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4331 | PA      | $4265.98      | 0.00%             | 2027-01-19      | Fixed         | 16.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992273417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $54.66        | 0.00%             | 2024-04-05      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982709.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2779 | PA      | $192.97       | 0.00%             | 2027-04-20      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Teledyne FLIR LLC                                                               | Teledyne FLIR LLC                                                                  | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     200000 | PA      | $161873.17    | 0.05%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657248.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20637 | PA      | $20121.44     | 0.01%             | 2026-10-29      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     600000 | PA      | $508575.00    | 0.17%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675325.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8082 | PA      | $558.76       | 0.00%             | 2027-02-22      | Fixed         | 31.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992243923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2892 | PA      | $2946.78      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8739 | PA      | $8670.50      | 0.00%             | 2027-04-20      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167701933.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1243 | PA      | $1237.21      | 0.00%             | 2023-03-03      | Fixed         | 10.33%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109765 | PA      | $103643.20    | 0.03%             | 2045-01-15      | Variable      | 15.30%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1103 | PA      | $1096.39      | 0.00%             | 2027-02-22      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2674902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1860 | PA      | $531.45       | 0.00%             | 2027-02-22      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12139734.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14034 | PA      | $14252.34     | 0.00%             | 2027-03-14      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3300000 | PA      | $3283628.90   | 1.09%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                              | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1180608.74   | 0.39%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992237772.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         49 | PA      | $48.57        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1738904.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5945 | PA      | $5871.49      | 0.00%             | 2026-09-20      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| Gates Global LLC / Gates Corp.                                                  | Gates Global LLC / Gates Corp.                                                     | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $386620.00    | 0.13%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 31384WLN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        310 | PA      | $318.32       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                               | Wells Fargo & Co.                                                                  | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490477.28    | 0.16%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627811.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13131 | PA      | $12729.79     | 0.00%             | 2024-09-28      | Fixed         | 13.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992383581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        219 | PA      | $221.66       | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11766036.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19120 | PA      | $18998.44     | 0.01%             | 2024-12-18      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992379207.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        137 | PA      | $135.60       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5728 | PA      | $5681.41      | 0.00%             | 2027-04-20      | Fixed         | 11.15%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83813.50     | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                                                   | K2016470219 South Africa Ltd.                                                      | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |    1036360 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1657122.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4729 | PA      | $4629.62      | 0.00%             | 2024-10-29      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $282128.91    | 0.09%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992263028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         21 | PA      | $21.08        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                                 | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $278755.15    | 0.09%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31297DCY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18623 | PA      | $18942.36     | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992244373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         85 | PA      | $85.38        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2015-C02, Class 1M2                     | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     452013 | PA      | $454627.68    | 0.15%             | 2025-05-25      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992318841.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1046 | PA      | $1037.86      | 0.00%             | 2025-04-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242651.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12659 | PA      | $12530.57     | 0.00%             | 2026-12-13      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992306296.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $73.05        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Galaxy XXVIII CLO Ltd.                                                          | Galaxy XXVIII CLO Ltd., Series 2018-28A, Class C                                   | CUSIP: 36321JAJ3<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $233803.02    | 0.08%             | 2031-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676275.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19104 | PA      | $18878.20     | 0.01%             | 2027-02-22      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992315245.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $66.86        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992279719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $81.62        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2080 | PA      | $2068.51      | 0.00%             | 2027-01-19      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.                                             | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class BR                      | CUSIP: 67591EAU7<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $242906.75    | 0.08%             | 2030-10-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 171077226.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        763 | PA      | $738.03       | 0.00%             | 2023-10-13      | Fixed         | 10.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992329601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $70.93        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202EBF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33774 | PA      | $35689.87     | 0.01%             | 2034-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056184.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10292 | PA      | $2650.24      | 0.00%             | 2026-11-16      | Fixed         | 17.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992395369.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $277.40       | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1937 | PA      | $1923.29      | 0.00%             | 2027-04-20      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4341 | PA      | $653.44       | 0.00%             | 2026-10-25      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676135.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      38741 | PA      | $38285.14     | 0.01%             | 2027-02-22      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     200000 | PA      | $150917.66    | 0.05%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                            | Mitsubishi UFJ Financial Group, Inc.                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $894179.84    | 0.30%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675315.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25286 | PA      | $25049.55     | 0.01%             | 2027-02-22      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242383.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7972 | PA      | $7844.40      | 0.00%             | 2026-12-13      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2054947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1277 | PA      | $1259.08      | 0.00%             | 2024-11-16      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992345838.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        171 | PA      | $-8.48        | -0.00%            | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674302.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      16212 | PA      | $15461.43     | 0.01%             | 2026-12-17      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1722672.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4515 | PA      | $4359.17      | 0.00%             | 2025-02-16      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1664763.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2295 | PA      | $2216.96      | 0.00%             | 2026-11-08      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4563 | PA      | $4291.69      | 0.00%             | 2027-02-22      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14167090.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36554 | PA      | $37110.21     | 0.01%             | 2027-06-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                                           | Tencent Holdings Ltd.                                                              | CUSIP: 88032WAU0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1700000 | PA      | $1386072.97   | 0.46%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702129.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6022 | PA      | $5819.48      | 0.00%             | 2027-01-25      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Dryden 75 CLO Ltd.                                                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR2                                     | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2322590.20   | 0.77%             | 2034-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5191 | PA      | $4879.51      | 0.00%             | 2027-01-19      | Fixed         | 8.90%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        707 | PA      | $735.85       | 0.00%             | 2032-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739140.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2531 | PA      | $2519.77      | 0.00%             | 2026-09-20      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350254.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $104.63       | 0.00%             | 2025-04-05      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Kimberly-Clark de Mexico SAB de CV                                              | Kimberly-Clark de Mexico SAB de CV                                                 | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $240355.50    | 0.08%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 170676409.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8023 | PA      | $7724.50      | 0.00%             | 2025-10-13      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165954765.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7390 | PA      | $7081.30      | 0.00%             | 2025-03-20      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1714696.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8732 | PA      | $8426.59      | 0.00%             | 2027-02-15      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1759809.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28349 | PA      | $27510.12     | 0.01%             | 2027-04-15      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992275640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        152 | PA      | $153.54       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12629 | PA      | $12562.50     | 0.00%             | 2027-01-19      | Fixed         | 7.08%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12232118.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4907 | PA      | $4954.15      | 0.00%             | 2024-03-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055803.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1345 | PA      | $389.75       | 0.00%             | 2026-11-16      | Fixed         | 24.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679839.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2839 | PA      | $2751.25      | 0.00%             | 2024-12-16      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     700000 | PA      | $582066.78    | 0.19%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1738971.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3957 | PA      | $3944.55      | 0.00%             | 2026-09-20      | Fixed         | 27.63%                | No            |                  3 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $603100.88    | 0.20%             | 2027-06-09      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915220.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3087 | PA      | $3070.15      | 0.00%             | 2024-10-25      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $220843.50    | 0.07%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1605968.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5989 | PA      | $5726.99      | 0.00%             | 2026-08-17      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1692122.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23416 | PA      | $22618.09     | 0.01%             | 2025-02-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Glatfelter Corp.                                                                | Glatfelter Corp.                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     400000 | PA      | $241040.20    | 0.08%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992334224.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $67.86        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1915199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10911 | PA      | $10798.06     | 0.00%             | 2024-10-25      | Fixed         | 6.41%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11442537.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3968 | PA      | $4006.61      | 0.00%             | 2023-12-17      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701345.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8524 | PA      | $0.00         | 0.00%             | 2025-01-13      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                          | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     800000 | PA      | $763644.00    | 0.25%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                           | Rocket Software, Inc.                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $868588.82    | 0.29%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992256966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        632 | PA      | $622.34       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| AbbVie, Inc.                                                                    | AbbVie, Inc.                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     700000 | PA      | $632625.95    | 0.21%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465216.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1041 | PA      | $1033.23      | 0.00%             | 2027-01-19      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465718.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5617 | PA      | $5562.18      | 0.00%             | 2025-01-19      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242162.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1508 | PA      | $1494.02      | 0.00%             | 2026-12-13      | Fixed         | 25.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12016647.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17258 | PA      | $17349.62     | 0.01%             | 2027-01-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464545.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19566 | PA      | $19321.95     | 0.01%             | 2027-06-19      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654273.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12428 | PA      | $11939.44     | 0.00%             | 2026-11-05      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1638657.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1334 | PA      | $1293.02      | 0.00%             | 2024-09-28      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992328907.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $175.69       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056403.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2046 | PA      | $2026.51      | 0.00%             | 2026-11-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13695562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18374 | PA      | $18264.48     | 0.01%             | 2027-05-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1701774.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7054 | PA      | $6698.10      | 0.00%             | 2027-01-16      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992262040.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        177 | PA      | $182.03       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992260733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        298 | PA      | $306.48       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688540.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7325 | PA      | $7069.05      | 0.00%             | 2025-01-20      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13916851.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24875 | PA      | $25228.17     | 0.01%             | 2025-06-18      | Fixed         | 9.34%                 | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                         | Leeward Renewable Energy Operations LLC                                            | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $855667.87    | 0.28%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC Holdings plc                                                                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $229869.76    | 0.08%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992267222.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        275 | PA      | $283.15       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1850000 | PA      | $1684945.31   | 0.56%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1739404.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2617 | PA      | $2602.77      | 0.00%             | 2026-09-20      | Fixed         | 26.55%                | No            |                  3 | On Loan: No      |
| General Mills, Inc.                                                             | General Mills, Inc.                                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150426.52    | 0.05%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2973701.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12828 | PA      | $12187.74     | 0.00%             | 2027-04-20      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C03, Class 1M2                     | CUSIP: 30711XAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     971684 | PA      | $990417.17    | 0.33%             | 2024-07-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2787 | PA      | $2768.04      | 0.00%             | 2027-04-20      | Fixed         | 25.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992284082.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        213 | PA      | $219.90       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13668745.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14506 | PA      | $14474.89     | 0.00%             | 2027-05-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1059187.50   | 0.35%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992385119.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        167 | PA      | $-4.30        | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676100.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1642 | PA      | $1618.35      | 0.00%             | 2027-02-22      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992380190.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          7 | PA      | $6.89         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992247689.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        624 | PA      | $618.10       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11746986.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9089 | PA      | $9041.81      | 0.00%             | 2024-12-19      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992333704.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $13.29        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14975701.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18528 | PA      | $18804.93     | 0.01%             | 2027-07-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165393871.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        519 | PA      | $519.61       | 0.00%             | 2033-01-24      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        736 | PA      | $725.25       | 0.00%             | 2024-12-13      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992336856.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         67 | PA      | $68.22        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679833.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5782 | PA      | $5592.56      | 0.00%             | 2024-12-16      | Fixed         | 17.54%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11818700.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15814 | PA      | $15577.28     | 0.01%             | 2025-02-08      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992262634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $17.31        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686771.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4586 | PA      | $4425.57      | 0.00%             | 2024-12-16      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1750201.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9168 | PA      | $8669.21      | 0.00%             | 2027-04-06      | Fixed         | 19.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992444794.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5065 | PA      | $5095.87      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992413295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        133 | PA      | $133.75       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1660956.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5968 | PA      | $5686.68      | 0.00%             | 2026-11-05      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992398519.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         58 | PA      | $58.38        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.         | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $447337.50    | 0.15%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611667.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5144 | PA      | $4957.84      | 0.00%             | 2026-08-20      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1606280.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1612 | PA      | $0.00         | 0.00%             | 2025-07-17      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992267982.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        286 | PA      | $289.73       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465741.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1606 | PA      | $477.25       | 0.00%             | 2027-01-19      | Fixed         | 30.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242239.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        744 | PA      | $733.14       | 0.00%             | 2024-12-13      | Fixed         | 24.53%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992296532.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         17 | PA      | $17.24        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36200NJ69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7423 | PA      | $7541.70      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 5 Year Notes                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         22 | NC      | $-9974.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676387.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1476 | PA      | $1462.92      | 0.00%             | 2025-02-22      | Fixed         | 19.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992308582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $11.57        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13701830.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      27675 | PA      | $27627.93     | 0.01%             | 2027-05-21      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3151 | PA      | $3133.37      | 0.00%             | 2027-01-19      | Fixed         | 5.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3525 | PA      | $256.01       | 0.00%             | 2026-12-13      | Fixed         | 13.76%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                        | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT  | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122864 | PA      | $116419.39    | 0.04%             | 2045-03-15      | Variable      | 14.76%                | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36208CJE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8950 | PA      | $8943.43      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | 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      | $90179.64     | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5040 | PA      | $5012.72      | 0.00%             | 2027-01-19      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673693.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13115 | PA      | $12649.97     | 0.00%             | 2026-12-16      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2239771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      23129 | PA      | $22799.57     | 0.01%             | 2026-12-13      | Fixed         | 15.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2352 | PA      | $361.23       | 0.00%             | 2027-02-22      | Fixed         | 28.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992280377.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        232 | PA      | $239.06       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675455.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1911 | PA      | $1893.33      | 0.00%             | 2025-02-22      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992262764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $15.96        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1305 | PA      | $1289.36      | 0.00%             | 2027-01-19      | Fixed         | 15.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465861.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21778 | PA      | $21660.09     | 0.01%             | 2027-01-19      | Fixed         | 5.83%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992360785.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        186 | PA      | $-9.01        | -0.00%            | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2239073.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7406 | PA      | $107.00       | 0.00%             | 2026-12-13      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9019 | PA      | $8961.05      | 0.00%             | 2027-02-22      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12972 | PA      | $12853.11     | 0.00%             | 2027-02-22      | Fixed         | 12.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675655.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        780 | PA      | $773.04       | 0.00%             | 2025-02-22      | Fixed         | 20.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300944.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        147 | PA      | $149.36       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675263.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14277 | PA      | $14185.36     | 0.00%             | 2027-02-22      | Fixed         | 21.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992243934.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         36 | PA      | $13.51        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992302310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        209 | PA      | $215.45       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                                   | Gartner, Inc.                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     700000 | PA      | $653870.00    | 0.22%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $785100.67    | 0.26%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11822469.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10410 | PA      | $1354.83      | 0.00%             | 2026-12-30      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | Forward Foreign Currency Contract                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-245197.31   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2053269.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1406 | PA      | $1392.18      | 0.00%             | 2024-11-16      | Fixed         | 18.64%                | No            |                  3 | On Loan: No      |
| Yara International ASA                                                          | Yara International ASA                                                             | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     100000 | PA      | $80357.49     | 0.03%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992254243.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        347 | PA      | $348.80       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1759842.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3748 | PA      | $3598.48      | 0.00%             | 2025-04-15      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7448 | PA      | $7393.98      | 0.00%             | 2027-01-19      | Fixed         | 9.21%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296JYE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9984 | PA      | $10207.86     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1897015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10300 | PA      | $10260.66     | 0.00%             | 2026-10-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992348729.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $54.50        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674944.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8104 | PA      | $8051.93      | 0.00%             | 2027-02-22      | Fixed         | 22.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45322 | PA      | $42625.33     | 0.01%             | 2027-02-22      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992378552.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        127 | PA      | $128.22       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8722 | PA      | $8641.72      | 0.00%             | 2025-02-22      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12106231.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37695 | PA      | $38287.52     | 0.01%             | 2027-03-13      | Fixed         | 11.74%                | No            |                  3 | 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        |     400000 | PA      | $331366.71    | 0.11%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992340414.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        175 | PA      | $180.29       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1486866.38   | 0.49%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992288356.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        458 | PA      | $466.26       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242202.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14139 | PA      | $13997.45     | 0.00%             | 2026-12-13      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676394.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5319 | PA      | $5277.31      | 0.00%             | 2027-02-22      | Fixed         | 26.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992302092.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        112 | PA      | $109.44       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2019975.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1740 | PA      | $1728.87      | 0.00%             | 2026-11-16      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| WRKCo, Inc.                                                                     | WRKCo, Inc.                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $318805.35    | 0.11%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055364.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7119 | PA      | $7073.46      | 0.00%             | 2026-11-16      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9010 | PA      | $8921.10      | 0.00%             | 2027-04-20      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992378711.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        568 | PA      | $571.16       | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1476562.50   | 0.49%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650962.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7200 | PA      | $7020.86      | 0.00%             | 2024-11-29      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241828.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9064 | PA      | $8986.29      | 0.00%             | 2026-12-13      | Fixed         | 29.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676277.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3793 | PA      | $3736.64      | 0.00%             | 2025-07-22      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676048.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32089 | PA      | $31635.72     | 0.01%             | 2027-02-22      | Fixed         | 19.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676065.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8833 | PA      | $8776.13      | 0.00%             | 2027-02-22      | Fixed         | 31.64%                | No            |                  3 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                       | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.                          | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $324578.00    | 0.11%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3076 | PA      | $3034.30      | 0.00%             | 2025-02-22      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9609 | PA      | $678.26       | 0.00%             | 2027-03-25      | Fixed         | 26.25%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992455893.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        109 | PA      | $108.81       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992267548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         35 | PA      | $30.47        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                  | Upgrade Master Pass-Thru Trust, Series 2019-PT2, Class A                           | CUSIP: 91531XAB0<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |      60161 | PA      | $59093.11     | 0.02%             | 2026-02-15      | Variable      | 17.04%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465642.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4341 | PA      | $4310.75      | 0.00%             | 2027-01-19      | Fixed         | 25.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992273722.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        217 | PA      | $220.05       | 0.00%             | 2024-04-05      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466031.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12879 | PA      | $12783.23     | 0.00%             | 2027-01-19      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241803.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13940 | PA      | $13790.35     | 0.00%             | 2024-12-13      | Fixed         | 9.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915175.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2535 | PA      | $2527.59      | 0.00%             | 2026-10-25      | Fixed         | 23.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981459.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8831 | PA      | $8777.09      | 0.00%             | 2027-04-20      | Fixed         | 31.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1679851.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15136 | PA      | $14584.96     | 0.00%             | 2026-12-16      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1628909.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5047 | PA      | $4975.85      | 0.00%             | 2024-09-29      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2456627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8008 | PA      | $7857.57      | 0.00%             | 2027-01-19      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992288429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        134 | PA      | $137.90       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992414707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        248 | PA      | $17.31        | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992264392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        522 | PA      | $36.12        | 0.00%             | 2025-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675434.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2173 | PA      | $2159.15      | 0.00%             | 2027-02-22      | Fixed         | 25.07%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $3371876.59   | 1.12%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1656696.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8821 | PA      | $8642.42      | 0.00%             | 2024-10-29      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1647191.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10314 | PA      | $9876.69      | 0.00%             | 2026-11-12      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Strata CLO I Ltd.                                                               | Strata CLO I Ltd., Series 2018-1A, Class B                                         | CUSIP: 86268HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1286409.78   | 0.43%             | 2031-01-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992267371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1055 | PA      | $1086.94      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| APX Group, Inc.                                                                 | APX Group, Inc.                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $331794.73    | 0.11%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2149 | PA      | $2128.63      | 0.00%             | 2025-01-19      | Fixed         | 7.07%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13699606.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2661 | PA      | $2640.99      | 0.00%             | 2027-05-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465458.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2996 | PA      | $2971.45      | 0.00%             | 2027-01-19      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                    | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     800000 | PA      | $645233.35    | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242493.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1773 | PA      | $1758.33      | 0.00%             | 2026-12-13      | Fixed         | 26.46%                | No            |                  3 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     900000 | PA      | $644142.10    | 0.21%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992304263.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $161.21       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust, Series 2019-2, Class A3                           | CUSIP: 10568LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     376723 | PA      | $350411.39    | 0.12%             | 2044-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674790.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1017 | PA      | $1009.34      | 0.00%             | 2027-02-22      | Fixed         | 31.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992307508.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        515 | PA      | $510.36       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992416498.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        712 | PA      | $709.13       | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1754061.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5721 | PA      | $5474.80      | 0.00%             | 2025-04-07      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992378373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        666 | PA      | $674.57       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992451365.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         14 | PA      | $14.35        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992458720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.54        | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140Q83Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1289597 | PA      | $1266257.45   | 0.42%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                                  | Home Partners of America Trust, Series 2021-2, Class B                             | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1234731 | PA      | $1057127.04   | 0.35%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                 | Camelot Return Merger Sub, Inc.                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $459462.50    | 0.15%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506314.05    | 0.17%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                  | Consolidated Energy Finance SA                                                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $595683.74    | 0.20%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992321945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3322 | PA      | $2243.54      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Imperial Brands Finance plc                                                     | Imperial Brands Finance plc                                                        | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $286786.67    | 0.10%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992458807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         55 | PA      | $55.58        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| ICTSI Treasury BV                                                               | ICTSI Treasury BV                                                                  | CUSIP: N/A<br>LEI: 724500OT4U4QE3XWJH54       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1197846.00   | 0.40%             | 2023-01-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676113.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18062 | PA      | $17945.78     | 0.01%             | 2027-02-22      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM Midstream Partners LP                                                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98058.50     | 0.03%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992442881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         57 | PA      | $55.98        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2981618.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11507 | PA      | $11461.62     | 0.00%             | 2027-04-20      | Fixed         | 6.67%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981291.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5439 | PA      | $842.14       | 0.00%             | 2027-04-20      | Fixed         | 31.84%                | No            |                  3 | On Loan: No      |
| Altice France SA                                                                | Altice France SA                                                                   | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $157054.00    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241825.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      25525 | PA      | $25258.81     | 0.01%             | 2026-12-13      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| ATS Corp.                                                                       | ATS Corp.                                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $345576.00    | 0.11%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992263660.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        478 | PA      | $476.11       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992349368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $29.58        | 0.00%             | 2024-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674184.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5900 | PA      | $-368.84      | -0.00%            | 2027-07-22      | Fixed         | 30.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982505.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4793 | PA      | $4754.42      | 0.00%             | 2027-04-20      | Fixed         | 26.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2233888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4157 | PA      | $4116.10      | 0.00%             | 2024-12-13      | Fixed         | 7.98%                 | No            |                  3 | On Loan: No      |
| CVS Health Corp.                                                                | CVS Health Corp.                                                                   | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $316149.30    | 0.11%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                                  | Univision Communications, Inc.                                                     | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $381768.08    | 0.13%             | 2025-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                            | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $292521.73    | 0.10%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675064.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2758 | PA      | $2740.01      | 0.00%             | 2027-02-22      | Fixed         | 31.47%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                  | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $472320.00    | 0.16%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                   | Martin Midstream Partners LP / Martin Midstream Finance Corp.                      | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1394630 | PA      | $1397028.76   | 0.46%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992248833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         74 | PA      | $75.47        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      37646 | PA      | $37440.68     | 0.01%             | 2027-01-19      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992256558.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $119.29       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| InterGen NV                                                                     | InterGen NV                                                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1361022.40   | 0.45%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14479194.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13684 | PA      | $13847.99     | 0.00%             | 2024-07-11      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2278 | PA      | $2263.02      | 0.00%             | 2027-02-22      | Fixed         | 27.58%                | No            |                  3 | On Loan: No      |
| Spectrum Brands, Inc.                                                           | Spectrum Brands, Inc.                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $311613.94    | 0.10%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3527 | PA      | $3485.38      | 0.00%             | 2024-11-16      | Fixed         | 20.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17914 | PA      | $16838.24     | 0.01%             | 2027-12-22      | Fixed         | 9.95%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1690251.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6397 | PA      | $6182.35      | 0.00%             | 2024-12-22      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1372 | PA      | $1358.41      | 0.00%             | 2024-11-16      | Fixed         | 13.89%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3400000 | PA      | $3266125.00   | 1.09%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                        | Studio City Finance Ltd.                                                           | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    1200000 | PA      | $887694.00    | 0.30%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675553.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        920 | PA      | $259.73       | 0.00%             | 2027-02-22      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283HSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1973 | PA      | $2046.28      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675214.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3975 | PA      | $3949.49      | 0.00%             | 2027-02-22      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675953.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      18689 | PA      | $18527.16     | 0.01%             | 2027-02-22      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11765697.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7328 | PA      | $7336.00      | 0.00%             | 2024-12-24      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1654279.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6141 | PA      | $5910.93      | 0.00%             | 2024-11-11      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                      | J.P. Morgan Mortgage Trust, Series 2021-15, Class A4                               | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     429066 | PA      | $369852.35    | 0.12%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12232816.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20906 | PA      | $21095.78     | 0.01%             | 2026-03-09      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    1200000 | PA      | $1133124.00   | 0.38%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465191.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3688 | PA      | $3658.32      | 0.00%             | 2027-06-19      | Fixed         | 22.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14178116.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      46947 | PA      | $47273.96     | 0.02%             | 2027-07-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992444865.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         72 | PA      | $73.58        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                     | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $379194.19    | 0.13%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4759 | PA      | $4702.59      | 0.00%             | 2027-02-22      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13668983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29417 | PA      | $29741.47     | 0.01%             | 2025-05-13      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992344980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         78 | PA      | $10.36        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466130.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2259 | PA      | $2246.53      | 0.00%             | 2027-01-19      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1627820.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3267 | PA      | $3167.57      | 0.00%             | 2024-09-28      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1699192.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29830 | PA      | $28483.51     | 0.01%             | 2027-01-20      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202DRH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6486 | PA      | $6686.58      | 0.00%             | 2032-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2458881.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4099 | PA      | $3890.44      | 0.00%             | 2027-01-19      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464484.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3684 | PA      | $3661.74      | 0.00%             | 2027-01-19      | Fixed         | 6.65%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1650965.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6879 | PA      | $6587.17      | 0.00%             | 2024-11-05      | Fixed         | 18.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992300496.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         98 | PA      | $99.20        | 0.00%             | 2025-04-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Carlyle GMS Finance MM CLO LLC                                                  | Carlyle GMS Finance MM CLO LLC, Series 2015-1A, Class A2R                          | CUSIP: 14310QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1213000 | PA      | $1144909.78   | 0.38%             | 2031-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992316890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        884 | PA      | $907.40       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1750603.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4521 | PA      | $4318.21      | 0.00%             | 2027-04-07      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4297 | PA      | $4258.16      | 0.00%             | 2026-12-13      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992268373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        507 | PA      | $503.38       | 0.00%             | 2025-04-05      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992416332.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        953 | PA      | $962.17       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                          | Institutional Fiduciary Trust - Money Market Portfolio                             | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   18175054 | NS      | $18175054.12  | 6.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12238134.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      24397 | PA      | $24075.21     | 0.01%             | 2027-03-03      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4655 | PA      | $330.79       | 0.00%             | 2026-10-25      | Fixed         | 27.43%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 158759739.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11110 | PA      | $10744.91     | 0.00%             | 2024-11-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992357631.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |          2 | PA      | $2.08         | 0.00%             | 2024-04-03      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                       | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $949995.09    | 0.32%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6125 | PA      | $6070.10      | 0.00%             | 2027-02-22      | Fixed         | 15.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675099.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3437 | PA      | $3414.25      | 0.00%             | 2027-02-22      | Fixed         | 26.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241096.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4740 | PA      | $4652.87      | 0.00%             | 2026-12-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992384442.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         16 | PA      | $16.33        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464615.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7812 | PA      | $1167.36      | 0.00%             | 2027-06-19      | Fixed         | 30.21%                | No            |                  3 | On Loan: No      |
| AutoNation, Inc.                                                                | AutoNation, Inc.                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178894.01    | 0.06%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International plc                                                   | Weatherford International plc                                                      | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      13794 | NS      | $702390.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2014-C03, Class 2M2                     | CUSIP: 30711XAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      23136 | PA      | $23145.70     | 0.01%             | 2024-07-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      21581 | PA      | $21386.09     | 0.01%             | 2025-01-19      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1714699.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8830 | PA      | $8417.72      | 0.00%             | 2027-02-15      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| COLT Mortgage Loan Trust                                                        | COLT Mortgage Loan Trust, Series 2022-4, Class A1                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402548 | PA      | $386127.43    | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1689971.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6855 | PA      | $6613.26      | 0.00%             | 2027-01-18      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        880 | PA      | $862.34       | 0.00%             | 2026-12-13      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1673696.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5369 | PA      | $4543.15      | 0.00%             | 2024-12-16      | Fixed         | 24.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1719 | PA      | $1712.25      | 0.00%             | 2026-10-25      | Fixed         | 23.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11251 | PA      | $11148.94     | 0.00%             | 2025-02-22      | Fixed         | 9.63%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     800000 | PA      | $-22368.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5414 | PA      | $5370.23      | 0.00%             | 2027-01-19      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $289654.61    | 0.10%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2052 | PA      | $2031.77      | 0.00%             | 2025-01-19      | Fixed         | 5.02%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992244955.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        122 | PA      | $123.08       | 0.00%             | 2025-04-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686732.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4234 | PA      | $4079.95      | 0.00%             | 2026-12-16      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Bonds                                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $614031.25    | 0.20%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        753 | PA      | $204.77       | 0.00%             | 2024-12-13      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1688531.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10490 | PA      | $10081.67     | 0.00%             | 2025-01-26      | Fixed         | 16.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2053478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2323 | PA      | $674.08       | 0.00%             | 2026-11-16      | Fixed         | 24.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992238211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        657 | PA      | $662.79       | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992249317.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        698 | PA      | $709.88       | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CrownRock LP / CrownRock Finance, Inc.                                          | CrownRock LP / CrownRock Finance, Inc.                                             | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $271153.73    | 0.09%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31288HBR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10432 | PA      | $10772.79     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                     | Toronto-Dominion Bank (The)                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $990293.54    | 0.33%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676004.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8807 | PA      | $624.35       | 0.00%             | 2027-02-22      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2676015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        900 | PA      | $886.55       | 0.00%             | 2027-02-22      | Fixed         | 26.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466211.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      45924 | PA      | $13457.68     | 0.00%             | 2027-01-19      | Fixed         | 26.21%                | No            |                  3 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                            | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     800000 | PA      | $642546.86    | 0.21%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2052051.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3798 | PA      | $3750.59      | 0.00%             | 2026-11-16      | Fixed         | 15.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992401201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         28 | PA      | $27.59        | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                       | Standard Industries, Inc.                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     500000 | PA      | $450675.00    | 0.15%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDIT                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     800000 | PA      | $-170145.31   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2230478.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6600 | PA      | $6490.52      | 0.00%             | 2026-12-13      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675827.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3838 | PA      | $3792.93      | 0.00%             | 2027-02-22      | Fixed         | 19.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1285 | PA      | $1267.35      | 0.00%             | 2027-02-22      | Fixed         | 30.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992261673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         97 | PA      | $94.64        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 167225770.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1118 | PA      | $13.62        | 0.00%             | 2023-02-28      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5370 | PA      | $5305.32      | 0.00%             | 2027-02-22      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675109.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5749 | PA      | $5706.03      | 0.00%             | 2027-07-22      | Fixed         | 27.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2670166.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2292 | PA      | $2277.17      | 0.00%             | 2027-02-22      | Fixed         | 31.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992328175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         54 | PA      | $3.54         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992419308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         32 | PA      | $2.28         | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4736 | PA      | $2498.36      | 0.00%             | 2026-12-13      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA II, Single-family, 30 Year                                                    | CUSIP: 36202D2D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15886 | PA      | $16227.64     | 0.01%             | 2033-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                     | Vibrantz Technologies, Inc.                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     800000 | PA      | $604768.50    | 0.20%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $802662.43    | 0.27%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                     | Amgen, Inc.                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $371302.48    | 0.12%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1915262.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6939 | PA      | $6875.36      | 0.00%             | 2026-10-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1622940.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9721 | PA      | $9323.06      | 0.00%             | 2026-08-30      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Republic of Peru                                                                | Peru Government Bond                                                               | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     800000 | PA      | $845818.74    | 0.28%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2981690.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14286 | PA      | $13564.81     | 0.00%             | 2027-04-20      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1910370.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3044 | PA      | $3013.40      | 0.00%             | 2026-10-25      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992378488.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        158 | PA      | $11.23        | 0.00%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992259876.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        106 | PA      | $109.03       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2056373.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7642 | PA      | $7546.05      | 0.00%             | 2026-11-16      | Fixed         | 17.20%                | No            |                  3 | On Loan: No      |
| Dominican Republic                                                              | Dominican Republic Government Bond                                                 | CUSIP: 25714PDX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   81500000 | PA      | $1446154.53   | 0.48%             | 2023-02-15      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992308269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        116 | PA      | $119.70       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242322.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        852 | PA      | $843.91       | 0.00%             | 2026-12-13      | Fixed         | 25.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2466269.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4206 | PA      | $4183.89      | 0.00%             | 2027-01-19      | Fixed         | 6.87%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1576 | PA      | $1554.97      | 0.00%             | 2025-02-22      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465958.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3199 | PA      | $3167.43      | 0.00%             | 2025-01-19      | Fixed         | 5.34%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992250417.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        176 | PA      | $173.72       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992324210.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         60 | PA      | $59.72        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992296652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         11 | PA      | $10.92        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14967059.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15214 | PA      | $15377.99     | 0.01%             | 2027-06-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242451.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        701 | PA      | $693.82       | 0.00%             | 2024-12-13      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1702155.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3703 | PA      | $3549.59      | 0.00%             | 2025-01-14      | Fixed         | 15.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2043903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14981 | PA      | $14860.59     | 0.00%             | 2026-11-16      | Fixed         | 9.82%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241897.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3889 | PA      | $3836.32      | 0.00%             | 2026-12-13      | Fixed         | 17.92%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1644821.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11660 | PA      | $11162.58     | 0.00%             | 2026-10-26      | Fixed         | 16.18%                | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     809000 | PA      | $743328.87    | 0.25%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992318568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        105 | PA      | $108.36       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Chart Industries, Inc.                                                          | Chart Industries, Inc.                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402616.00    | 0.13%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992266844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         89 | PA      | $89.00        | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241988.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1986 | PA      | $1967.63      | 0.00%             | 2026-12-13      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                      | Warnermedia Holdings, Inc.                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     300000 | PA      | $260112.08    | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2466210.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11808 | PA      | $11713.50     | 0.00%             | 2025-01-19      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2674729.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4237 | PA      | $4199.42      | 0.00%             | 2027-02-22      | Fixed         | 15.98%                | No            |                  3 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | Santander UK Group Holdings plc                                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $681156.73    | 0.23%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                      | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $376916.58    | 0.13%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14865971.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      26014 | PA      | $26472.28     | 0.01%             | 2026-07-24      | Fixed         | 8.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465696.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2741 | PA      | $2722.80      | 0.00%             | 2027-01-19      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992305574.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        408 | PA      | $405.53       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242361.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      20830 | PA      | $20662.50     | 0.01%             | 2026-12-13      | Fixed         | 9.11%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11795510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15486 | PA      | $15718.20     | 0.01%             | 2026-02-11      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| FNMA                                                                            | FNMA Connecticut Avenue Securities, Series 2013-C01, Class M2                      | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      87238 | PA      | $88715.36     | 0.03%             | 2023-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2057081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1645 | PA      | $1626.23      | 0.00%             | 2024-11-16      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242379.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4448 | PA      | $4410.38      | 0.00%             | 2026-12-13      | Fixed         | 28.85%                | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                 | Goldman Sachs Group, Inc. (The)                                                    | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     900000 | PA      | $890368.58    | 0.30%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992296038.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        388 | PA      | $394.07       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                       | Carlyle Global Market Strategies CLO Ltd., Series 2014-4RA, Class C                | CUSIP: 14316CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $258875.86    | 0.09%             | 2030-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992453910.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         30 | PA      | $30.39        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1695034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3699 | PA      | $3543.75      | 0.00%             | 2025-01-13      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Rutas 2 and 7 Finance Ltd.                                                      | Rutas 2 and 7 Finance Ltd.                                                         | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     186667 | PA      | $117978.92    | 0.04%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1708016.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17465 | PA      | $16854.32     | 0.01%             | 2027-02-15      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992357555.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        161 | PA      | $164.61       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2242705.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1429 | PA      | $1415.93      | 0.00%             | 2027-05-13      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14959147.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      14174 | PA      | $14224.17     | 0.00%             | 2025-07-21      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-13646258.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      13363 | PA      | $13348.97     | 0.00%             | 2026-05-14      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31288JZD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29117 | PA      | $29254.03     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2676337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10335 | PA      | $10261.92     | 0.00%             | 2027-02-22      | Fixed         | 8.57%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992379445.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        212 | PA      | $213.39       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                      | LendingClub Corp. - LCX PM, 173276655.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1976 | PA      | $1945.12      | 0.00%             | 2023-12-24      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2232043.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4849 | PA      | $4803.59      | 0.00%             | 2026-12-13      | Fixed         | 23.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241640.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2633 | PA      | $2612.16      | 0.00%             | 2026-12-13      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992294096.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        381 | PA      | $381.10       | 0.00%             | 2025-04-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914760.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1406 | PA      | $1392.88      | 0.00%             | 2024-10-25      | Fixed         | 27.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1751788.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       9075 | PA      | $8670.79      | 0.00%             | 2027-04-08      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242159.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1073 | PA      | $1062.82      | 0.00%             | 2024-12-13      | Fixed         | 16.13%                | No            |                  3 | On Loan: No      |
| Westlake Corp.                                                                  | Westlake Corp.                                                                     | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171597.18    | 0.06%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465871.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7873 | PA      | $7400.28      | 0.00%             | 2027-01-19      | Fixed         | 12.64%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 3128FUTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2557 | PA      | $2625.32      | 0.00%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6474 | PA      | $6415.55      | 0.00%             | 2025-02-22      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Everi Holdings, Inc.                                                            | Everi Holdings, Inc.                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     500000 | PA      | $430133.28    | 0.14%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1611508.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3058 | PA      | $2962.36      | 0.00%             | 2024-08-20      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1686756.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       6531 | PA      | $6239.90      | 0.00%             | 2026-12-16      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd.                                | American Airlines Inc/AAdvantage Loyalty IP Ltd.                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $549456.50    | 0.18%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675769.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      29534 | PA      | $29270.31     | 0.01%             | 2027-02-22      | Fixed         | 11.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2982570.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8799 | PA      | $8701.43      | 0.00%             | 2027-04-20      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                                   | Calpine Corp.                                                                      | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     600000 | PA      | $504305.34    | 0.17%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                   | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S8, Class PT | CUSIP: 21057BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66636 | PA      | $62121.63     | 0.02%             | 2045-01-15      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992350011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         79 | PA      | $78.57        | 0.00%             | 2025-04-05      | Fixed         | 23.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        745 | PA      | $739.04       | 0.00%             | 2025-01-19      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2464786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1250 | PA      | $1233.14      | 0.00%             | 2027-01-19      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2982581.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15535 | PA      | $15402.08     | 0.01%             | 2025-04-20      | Fixed         | 11.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992324031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        665 | PA      | $685.09       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| GNMA                                                                            | GNMA I, Single-family, 30 Year                                                     | CUSIP: 36290SR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35275 | PA      | $36139.57     | 0.01%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914714.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3449 | PA      | $3436.36      | 0.00%             | 2026-10-25      | Fixed         | 24.73%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                   | Netflix, Inc.                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1016030.00   | 0.34%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                            | FNMA, 30 Year                                                                      | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     590082 | PA      | $526780.74    | 0.18%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11479 | PA      | $11872.56     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14791332.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      28256 | PA      | $28494.35     | 0.01%             | 2027-07-22      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW1914310.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      34284 | PA      | $34102.46     | 0.01%             | 2026-10-25      | Fixed         | 30.01%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | U.S. Treasury 10 Year Ultra Bonds                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         19 | NC      | $-19619.78    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                          | UGCard, 992269403.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $10.02        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1674281.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2592 | PA      | $2514.37      | 0.00%             | 2026-12-17      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2057162.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8313 | PA      | $8259.94      | 0.00%             | 2026-11-16      | Fixed         | 32.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2464667.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7251 | PA      | $1100.05      | 0.00%             | 2027-01-19      | Fixed         | 31.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-14163864.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      36608 | PA      | $37209.36     | 0.01%             | 2027-06-19      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465923.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      35492 | PA      | $35004.27     | 0.01%             | 2027-01-19      | Fixed         | 24.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242489.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      19033 | PA      | $18879.35     | 0.01%             | 2026-12-13      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                               | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                  | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $260290.58    | 0.09%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2241857.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10141 | PA      | $10034.83     | 0.00%             | 2026-12-13      | Fixed         | 11.98%                | No            |                  3 | On Loan: No      |
| United States of America                                                        | U.S. Treasury Notes                                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1303148.43   | 0.43%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2675377.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1636 | PA      | $1625.05      | 0.00%             | 2027-02-22      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2057201.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       3516 | PA      | $959.43       | 0.00%             | 2026-11-16      | Fixed         | 22.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992289546.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         27 | PA      | $24.04        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1618044.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       7923 | PA      | $7625.99      | 0.00%             | 2026-08-19      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992289947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        125 | PA      | $122.14       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651234.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2630 | PA      | $2515.34      | 0.00%             | 2024-11-01      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739562.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5989 | PA      | $5696.42      | 0.00%             | 2026-09-20      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2055669.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2222 | PA      | $643.86       | 0.00%             | 2026-11-16      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-11878312.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      17920 | PA      | $18174.14     | 0.01%             | 2027-03-14      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4122 | PA      | $4087.04      | 0.00%             | 2026-12-13      | Fixed         | 31.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                          | Freedom Financial Asset Management LLC, APP-12933568.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       5273 | PA      | $5326.67      | 0.00%             | 2024-04-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675653.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       4018 | PA      | $3987.17      | 0.00%             | 2027-02-22      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                                     | CDW LLC / CDW Finance Corp.                                                        | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $768118.50    | 0.26%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992449697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         12 | PA      | $1.92         | 0.00%             | 2028-01-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465688.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2506 | PA      | $2491.76      | 0.00%             | 2027-01-19      | Fixed         | 5.13%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDI                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    2270000 | PA      | $6792.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2465121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      10919 | PA      | $10811.22     | 0.00%             | 2025-01-19      | Fixed         | 6.53%                 | No            |                  3 | On Loan: No      |
| Centene Corp.                                                                   | Centene Corp.                                                                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183218.16    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Garden Spinco Corp.                                                             | Garden Spinco Corp.                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $212289.00    | 0.07%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1651610.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8676 | PA      | $8341.06      | 0.00%             | 2026-11-08      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                       | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178302.32    | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992458860.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        239 | PA      | $14.49        | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31296JYU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1712 | PA      | $1721.03      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                           | FHLMC Gold Pool, 30 Year                                                           | CUSIP: 31292HLZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1579 | PA      | $1629.71      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                          | UGCard, 992280735.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        132 | PA      | $130.29       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.                | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $283480.00    | 0.09%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165690410.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        172 | PA      | $172.43       | 0.00%             | 2033-01-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                         | LendingClub Corp. - LCX, 165313131.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15984 | PA      | $15296.30     | 0.01%             | 2025-02-03      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC                                                        | Diamond Sports Group LLC, Second Lien Term Loan                                    | CUSIP: 25277BAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-08-24      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2242430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      15576 | PA      | $15312.00     | 0.01%             | 2026-12-13      | Fixed         | 18.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992296969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         66 | PA      | $4.45         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1739131.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12352 | PA      | $12197.54     | 0.00%             | 2026-09-20      | Fixed         | 17.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L2675909.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1876 | PA      | $1858.80      | 0.00%             | 2025-02-22      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                            | JPMorgan Chase & Co.                                                               | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684799.62    | 0.23%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465882.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1357 | PA      | $1338.84      | 0.00%             | 2027-01-19      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                             | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                      | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $492355.17    | 0.16%             | 2031-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2055789.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      12643 | PA      | $12516.50     | 0.00%             | 2026-11-16      | Fixed         | 15.22%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992290075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         10 | PA      | $5.81         | 0.00%             | 2025-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., L1914761.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        858 | PA      | $854.45       | 0.00%             | 2026-10-25      | Fixed         | 23.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2056543.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1026 | PA      | $1014.35      | 0.00%             | 2024-11-16      | Fixed         | 29.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1750364.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8231 | PA      | $7902.36      | 0.00%             | 2025-04-15      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2877 | PA      | $1706.79      | 0.00%             | 2027-05-13      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                             | Prosper Funding LLC, 1653314.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       2049 | PA      | $1974.75      | 0.00%             | 2024-11-09      | Fixed         | 13.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992279419.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         20 | PA      | $19.48        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992299146.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        567 | PA      | $564.09       | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2241711.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      11371 | PA      | $11263.23     | 0.00%             | 2026-12-13      | Fixed         | 21.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992278455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        217 | PA      | $222.86       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992336548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       1274 | PA      | $1289.54      | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                          | UGCard, 992461968.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         83 | PA      | $81.56        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                           | Upstart Network, Inc., FW2465118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       8403 | PA      | $1271.20      | 0.00%             | 2027-01-19      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Franklin Templeton Variable Insurance Products Trust

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer