# EDGAR Filing Document

**Accession Number:** 0000833040
**File Stem:** 0002071691-26-001204
**Filing Date:** 2026-1
**Character Count:** 353664
**Document Hash:** 3772413bbb27489967624c368ce6a0f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-001204.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0002071691-26-001204

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05569
- **FILM NUMBER:** 26562763

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $281115478.40

**Total Liabilities:** $61514368.57

**Net Assets:** $219601109.83

**Delayed Delivery Securities:** $960000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -11.88000000 | **1-Year:** -463.91000000 | **5-Year:** -1006.99000000 | **10-Year:** -101.24000000 | **30-Year:** 0.00000000

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

- **3-Month:** -8.07000000 | **1-Year:** -5166.97000000 | **5-Year:** -27862.85000000 | **10-Year:** -10766.77000000 | **30-Year:** -235.34000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.39%                | 0.61%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $178409.05               | $4259552.92                                |
| Month 2  | $-904628.48              | $1580481.76                                |
| Month 3  | $3646431.93              | $-807648.94                                |

**Designated Index Information**

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

- **Index Identifier:** HB10953

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ATS Corp.                                                                    | ATS Corp.                                                                    | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1262617.07   | 0.57%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                           | APLD ComputeCo LLC                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $990405.81    | 0.45%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                         | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                         | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116667 | PA      | $117017.03    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                        | Acrisure LLC / Acrisure Finance, Inc.                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415676.80    | 0.19%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                        | Acrisure LLC / Acrisure Finance, Inc.                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419801.20    | 0.19%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                  | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $315544.20    | 0.14%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                              | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510539.50    | 0.23%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                         | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238865.12    | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    215000 | PA      | $221606.09    | 0.10%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                    | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741793.68    | 0.34%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp.                                                         | Alliant Energy Corp.                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80000 | NS      | $5557600.00   | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $803264.00    | 0.37%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519962.50    | 0.24%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                   | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599519.52    | 0.27%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                   | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279998.10    | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                        | Allwyn Entertainment Financing UK plc                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $827908.38    | 0.38%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altice France Lux 3 / Altice Holdings 1                                      | Altice France Lux 3 / Altice Holdings 1                                      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    300000 | PA      | $286183.35    | 0.13%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                          | American Axle & Manufacturing, Inc.                                          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302068.20    | 0.14%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                            | American Electric Power Co., Inc.                                            | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     36000 | NS      | $4455720.00   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                       | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878032.61    | 0.40%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amplify Energy Corp.                                                         | Amplify Energy Corp.                                                         | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       245 | NS      | $1347.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                       | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169200.48    | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                       | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706943.30    | 0.32%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                  | Apollo Commercial Real Estate Finance, Inc.                                  | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458514.65   | 0.66%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                 | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294260.61    | 0.13%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105156.80    | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                              | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1137978.00   | 0.52%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                              | Ashton Woods USA LLC / Ashton Woods Finance Co.                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70421.05     | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                 | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306444.60    | 0.14%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260183.00    | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                    | Banijay Entertainment SAS                                                    | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $833552.80    | 0.38%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                          | Bausch + Lomb Corp.                                                          | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $417500.00    | 0.19%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    720000 | PA      | $780945.84    | 0.36%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                        | Beacon Mobility Corp.                                                        | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272313.60    | 0.12%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                                               | BHP Group Ltd.                                                               | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     25185 | NS      | $1378375.05   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                 | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      3694 | NS      | $20335.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                 | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     28796 | NS      | $158521.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                             | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3000 | NS      | $189660.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                             | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $89664.72     | 0.04%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                           | Braskem Idesa SAPI                                                           | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $179957.46    | 0.08%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $495533.80    | 0.23%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1594417.08   | 0.73%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                | CCO Holdings LLC / CCO Holdings Capital Corp.                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184423.30    | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300220.02    | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415961.40    | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540687.50    | 0.25%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     60000 | NS      | $4526400.00   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $166893.99    | 0.08%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $543564.42    | 0.25%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141108.22    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                    | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492751.55    | 0.22%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CACI International, Inc.                                                     | CACI International, Inc.                                                     | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $443595.45    | 0.20%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                       | Calderys Financing LLC                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $851392.80    | 0.39%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc             | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc             | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1501146.20   | 0.68%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        47 | NS      | $2245.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695289.77    | 0.32%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.               | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $897875.64    | 0.41%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.               | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $825000.00    | 0.38%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                           | Camelot Finance SA                                                           | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     42000 | PA      | $41697.47     | 0.02%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                               | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    835000 | PA      | $857013.11    | 0.39%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431406.25    | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                     | CenterPoint Energy, Inc.                                                     | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    122800 | NS      | $4909544.00   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerdia Finanz GmbH                                                           | Cerdia Finanz GmbH                                                           | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $518615.00    | 0.24%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 160809803.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $479.69       | 0.00%             | 2034-11-08      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1608617.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1182 | PA      | $1183.51      | 0.00%             | 2026-08-20      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1609277.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $2923.74      | 0.00%             | 2026-08-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1610327.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2326 | PA      | $2418.50      | 0.00%             | 2026-09-17      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1611746.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1979 | PA      | $2010.03      | 0.00%             | 2026-08-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1621428.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $2516.20      | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1627036.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3388 | PA      | $3429.66      | 0.00%             | 2026-09-25      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1634247.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $6154.28      | 0.00%             | 2026-10-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635735.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3718 | PA      | $3723.38      | 0.00%             | 2026-10-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1635897.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4636 | PA      | $4644.11      | 0.00%             | 2026-09-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637445.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2381 | PA      | $2415.59      | 0.00%             | 2026-09-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1644875.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1866 | PA      | $1888.43      | 0.00%             | 2026-10-26      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645337.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5646 | PA      | $5847.75      | 0.00%             | 2026-10-27      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1646123.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1752 | PA      | $1769.32      | 0.00%             | 2026-10-28      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1648324.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5030 | PA      | $5091.52      | 0.00%             | 2026-10-26      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1650328.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4108 | PA      | $4051.36      | 0.00%             | 2027-07-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                          | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             |  | CORP              | US        |       215 | NS      | $24011.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                          | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1985 | NS      | $242031.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651868.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3165 | PA      | $3159.46      | 0.00%             | 2026-11-08      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651871.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1643 | PA      | $1666.35      | 0.00%             | 2026-11-20      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651913.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2361 | PA      | $2436.85      | 0.00%             | 2026-11-22      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1653323.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3215 | PA      | $0.00         | 0.00%             | 2026-11-09      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1658185.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2192.30      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp., Escrow Account                                          | CUSIP: 165ESCAJ3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $5625.00      | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1660066.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8853 | PA      | $8849.10      | 0.00%             | 2026-11-10      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666359.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1851.19      | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666362.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $2002.34      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666890.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4527.53      | 0.00%             | 2026-11-10      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666911.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3177 | PA      | $3171.76      | 0.00%             | 2026-11-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672316.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3418 | PA      | $3414.14      | 0.00%             | 2026-12-14      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672718.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2501 | PA      | $2496.50      | 0.00%             | 2027-01-07      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672730.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9843 | PA      | $9904.74      | 0.00%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1675010.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2682.96      | 0.00%             | 2026-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167747801.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3460 | PA      | $0.00         | 0.00%             | 2035-03-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678354.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $2320.43      | 0.00%             | 2027-09-20      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678372.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $3680.32      | 0.00%             | 2026-12-14      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685634.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946 | PA      | $1275.36      | 0.00%             | 2027-11-14      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685637.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8808 | PA      | $8791.25      | 0.00%             | 2026-12-28      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1685997.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2481 | PA      | $2478.32      | 0.00%             | 2026-12-18      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689173.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8037 | PA      | $0.00         | 0.00%             | 2027-01-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689251.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1310 | PA      | $1332.46      | 0.00%             | 2027-01-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694491.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4382 | PA      | $4377.92      | 0.00%             | 2027-01-13      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694719.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5664 | PA      | $5688.56      | 0.00%             | 2027-01-17      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694725.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4759 | PA      | $4836.76      | 0.00%             | 2027-01-19      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695787.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $7188.50      | 0.00%             | 2027-01-14      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Chobani Holdco II LLC                                                        | Chobani Holdco II LLC                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    654870 | PA      | $697451.61    | 0.32%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700808.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2863 | PA      | $2860.14      | 0.00%             | 2027-01-12      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701108.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10762 | PA      | $10803.04     | 0.00%             | 2027-01-15      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701129.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $0.00         | 0.00%             | 2035-07-17      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701537.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4740 | PA      | $4823.72      | 0.00%             | 2027-01-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1702455.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4975 | PA      | $4965.41      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                    | Chobani LLC / Chobani Finance Corp., Inc.                                    | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $798848.15    | 0.36%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                    | Chobani LLC / Chobani Finance Corp., Inc.                                    | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208925.40    | 0.10%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1703169.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7777 | PA      | $2057.15      | 0.00%             | 2027-02-25      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1705005.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13573 | PA      | $13419.88     | 0.01%             | 2028-01-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707746.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2052 | PA      | $2048.00      | 0.00%             | 2027-02-14      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714627.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6437 | PA      | $6423.16      | 0.00%             | 2027-02-17      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714648.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2486 | PA      | $2503.08      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1720917.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3956 | PA      | $3984.56      | 0.00%             | 2027-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1721346.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6630 | PA      | $6766.39      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Cipher Compute LLC                                                           | Cipher Compute LLC                                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $391618.08    | 0.18%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1743776.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10943 | PA      | $0.00         | 0.00%             | 2035-04-06      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744328.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7333 | PA      | $7321.15      | 0.00%             | 2027-04-15      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1750735.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $0.00         | 0.00%             | 2027-05-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752624.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7506 | PA      | $7485.42      | 0.00%             | 2027-04-05      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752654.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5693 | PA      | $5651.51      | 0.00%             | 2027-04-30      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1753011.PS.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5201 | PA      | $5169.63      | 0.00%             | 2027-04-06      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co.                                   | Clarios Global LP / Clarios US Finance Co.                                   | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $319104.70    | 0.15%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300345.60    | 0.14%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495005.25    | 0.23%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                         | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737440.20    | 0.34%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184608676.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7438 | PA      | $0.00         | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184862697.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4968 | PA      | $4966.75      | 0.00%             | 2027-01-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185030629.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2206 | PA      | $2283.04      | 0.00%             | 2027-01-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185051135.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13773 | PA      | $11479.90     | 0.01%             | 2028-02-28      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185102499.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $242.70       | 0.00%             | 2027-01-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185203099.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3025 | PA      | $3077.11      | 0.00%             | 2027-01-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185208719.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $3331.93      | 0.00%             | 2027-01-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185215933.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10677 | PA      | $0.00         | 0.00%             | 2027-06-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185257156.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6088 | PA      | $571.64       | 0.00%             | 2027-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185284755.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7729 | PA      | $7886.89      | 0.00%             | 2027-01-21      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400154.34    | 0.18%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279724.89    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366464.96    | 0.17%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185440062.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10745 | PA      | $10678.88     | 0.00%             | 2027-09-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185465019.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8998 | PA      | $9292.05      | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185553869.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5798 | PA      | $1083.06      | 0.00%             | 2027-01-31      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185625736.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4126 | PA      | $4155.04      | 0.00%             | 2027-01-31      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185737435.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7265 | PA      | $0.00         | 0.00%             | 2027-02-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185785605.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8140 | PA      | $8176.19      | 0.00%             | 2027-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185788975.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14212 | PA      | $14420.66     | 0.01%             | 2027-02-15      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185801067.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4868 | PA      | $4873.34      | 0.00%             | 2027-02-04      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185806351.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2950 | PA      | $0.00         | 0.00%             | 2035-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348940.64    | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                       | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    565000 | PA      | $586749.68    | 0.27%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186004411.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8342 | PA      | $6909.07      | 0.00%             | 2028-02-28      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186037923.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2578 | PA      | $2651.12      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186055580.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11246 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186073191.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3366 | PA      | $3473.43      | 0.00%             | 2027-01-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186114907.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1582 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188652977.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1570.14      | 0.00%             | 2027-05-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188681928.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4211 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188684882.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2616 | PA      | $2670.01      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188729615.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11477 | PA      | $11788.76     | 0.01%             | 2027-04-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188806927.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6571 | PA      | $6740.64      | 0.00%             | 2027-04-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188818650.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2585.94      | 0.00%             | 2027-04-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188821742.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8612 | PA      | $8939.60      | 0.00%             | 2027-04-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188825826.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4284 | PA      | $4455.42      | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188877761.LC.FTS.B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2978 | PA      | $3097.15      | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009859.00   | 0.46%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                       | Cogent Communications Group LLC / Cogent Finance, Inc.                       | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $694838.20    | 0.32%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance, Inc.                       | Cogent Communications Group LLC / Cogent Finance, Inc.                       | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $889770.77    | 0.41%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $662817.54    | 0.30%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230232.12    | 0.10%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                        | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453587.68    | 0.21%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                    | Connect Finco SARL / Connect US Finco LLC                                    | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1382226.30   | 0.63%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                    | Consolidated Edison, Inc.                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     15000 | NS      | $1505400.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                                                   | Constellation Energy Corp.                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      5000 | NS      | $1821800.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $578346.48    | 0.26%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                               | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $412612.80    | 0.19%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                            | Cornerstone Building Brands, Inc.                                            | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $150776.26    | 0.07%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                   | Coronado Finance Pty. Ltd.                                                   | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $879428.49    | 0.40%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $617266.20    | 0.28%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                         | CrossCountry Intermediate HoldCo LLC                                         | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $435996.78    | 0.20%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                         | CrossCountry Intermediate HoldCo LLC                                         | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $632447.85    | 0.29%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                               | DTE Energy Co.                                                               | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     30000 | NS      | $4110900.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                           | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $1214600.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294615.53    | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                    | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203287.20    | 0.09%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                 | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1164927.24   | 0.53%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                 | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208278.60    | 0.09%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                   | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82088.15     | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                        | Directv Financing LLC                                                        | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148559.76    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                 | Diversified Healthcare Trust                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1211134.40   | 0.55%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     65000 | NS      | $4080050.00   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Donnelley & Sons Co.                                                      | RR Donnelley & Sons Co.                                                      | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1157445.00   | 0.53%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                | Dornoch Debt Merger Sub, Inc.                                                | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1306836.16   | 0.60%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                                    | Dream Finders Homes, Inc.                                                    | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512717.00    | 0.23%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     40000 | NS      | $4957600.00   | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298045.88    | 0.14%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                                         | Edison International                                                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     20000 | NS      | $1177800.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                               | Efesto Bidco SpA Efesto US LLC, Series XR                                    | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1070118.00   | 0.49%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                      | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196017.12    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                  | Emergent BioSolutions, Inc.                                                  | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $803925.09    | 0.37%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                  | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                  | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $933842.70    | 0.43%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     39360 | NS      | $1919980.80   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                   | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632265.31    | 0.29%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426044.80    | 0.19%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd.                                                                | Enerflex Ltd.                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $163998.24    | 0.07%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc.                                                     | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190528.02    | 0.09%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust                                                               | Endo GUC Trust, Escrow Account                                               | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51454 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                  | Endo Finance Holdings, Inc.                                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208305.20    | 0.09%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Endo, Inc.                                                                   | Endo, Inc., Escrow Account                                                   | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $0.00         | 0.00%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Entergy Corp.                                                                | Entergy Corp.                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60000 | NS      | $5851200.00   | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                     | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    655000 | PA      | $669348.43    | 0.30%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                     | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    745000 | PA      | $767134.70    | 0.35%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                   | ESAB Corp.                                                                   | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618867.00    | 0.28%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                 | Evergy, Inc.                                                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     72000 | NS      | $5590800.00   | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     40000 | NS      | $1884800.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                                    | FMC Corp.                                                                    | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233819.34    | 0.11%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $270345.81    | 0.12%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                    | Forvia SE                                                                    | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $361703.11    | 0.16%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1213401.41   | 0.55%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                       | First Student Bidco, Inc. / First Transit Parent, Inc.                       | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $879764.13    | 0.40%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                              | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1145147.31   | 0.52%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp.                                                            | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     50000 | NS      | $2386000.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                                         | Forestar Group, Inc.                                                         | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721117.60    | 0.33%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                | Fortress Intermediate 3, Inc.                                                | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626809.20    | 0.29%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314758.44    | 0.14%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $683371.00    | 0.31%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    325000 | PA      | $336161.48    | 0.15%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                       | Freeport-McMoRan, Inc.                                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     40380 | NS      | $1735532.40   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux FinCo SARL                                                       | Froneri Lux FinCo SARL                                                       | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $404178.80    | 0.18%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                            | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $742130.20    | 0.34%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                            | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204928.00    | 0.09%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GPD Cos., Inc.                                                               | GPD Cos., Inc.                                                               | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989666 | PA      | $542572.09    | 0.25%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                              | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664931.47    | 0.30%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                  | Gates Corp.                                                                  | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417347.20    | 0.19%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                              | Genmab A/S / Genmab Finance LLC                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $493874.90    | 0.22%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                              | Genmab A/S / Genmab Finance LLC                                              | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    480000 | PA      | $503016.96    | 0.23%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                        | Wrangler Holdco Corp.                                                        | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $736110.20    | 0.34%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | Magnera Corp.                                                                | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362158.92    | 0.16%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $650809.73    | 0.30%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Grand Canyon University                                                      | Grand Canyon University                                                      | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $793200.00    | 0.36%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225899.88    | 0.10%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $404550.90    | 0.18%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                             | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355891.05    | 0.16%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $587100.78    | 0.27%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hanesbrands, Inc.                                                            | Hanesbrands, Inc.                                                            | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $739881.80    | 0.34%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                 | Enviri Corp.                                                                 | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500923.00    | 0.23%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                          | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $934043.40    | 0.43%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                 | Hess Midstream Operations LP                                                 | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517734.50    | 0.24%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290374.46    | 0.13%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $718171.30    | 0.33%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                    | Hilcorp Energy I LP / Hilcorp Finance Co.                                    | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $190411.54    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                            | Hillenbrand, Inc.                                                            | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615130.20    | 0.28%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                         | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $418345.60    | 0.19%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                         | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $941227.20    | 0.43%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                            | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $812199.20    | 0.37%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                            | Iliad Holding SAS                                                            | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $438635.70    | 0.20%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                          | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                          | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $218129.64    | 0.10%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                  | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    295000 | PA      | $279774.13    | 0.13%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                  | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789552.00    | 0.36%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                     | Franklin Institutional U.S. Government Money Market Fund                     | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   9330019 | NS      | $9330019.03   | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp.                                                                | Insulet Corp.                                                                | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104813.90    | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                  | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    925000 | PA      | $968673.88    | 0.44%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                          | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298557.96    | 0.14%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719588.10    | 0.33%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                              | JH North America Holdings, Inc.                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76062.45     | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                                              | JH North America Holdings, Inc.                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128230.25    | 0.06%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                             | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501806.50    | 0.23%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $492552.55    | 0.22%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $509073.00    | 0.23%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                        | Jane Street Group / JSG Finance, Inc.                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $628022.40    | 0.29%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                               | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500022.77    | 0.23%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1483116.60   | 0.68%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                               | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154484.85    | 0.07%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                               | K. Hovnanian Enterprises, Inc.                                               | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231859.14    | 0.11%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                  | Kedrion SpA                                                                  | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1464344.75   | 0.67%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403464.40    | 0.18%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                                     | Advancion Sciences, Inc.                                                     | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255256 | PA      | $223668.07    | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730364.60    | 0.33%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229668.53    | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133658.98    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                                              | LGI Homes, Inc.                                                              | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    800000 | PA      | $833966.40    | 0.38%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                           | Vital Energy, Inc.                                                           | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363700.46    | 0.17%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                      | Leeward Renewable Energy Operations LLC                                      | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956736.70    | 0.44%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M/I Homes, Inc.                                                              | M/I Homes, Inc.                                                              | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $576337.08    | 0.26%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    775080 | PA      | $676970.37    | 0.31%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    141230 | PA      | $151689.85    | 0.07%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                 | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $79394.81     | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                             | MPT Operating Partnership LP / MPT Finance Corp.                             | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $793300.50    | 0.36%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                           | Macquarie Airfinance Holdings Ltd.                                           | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214567.86    | 0.10%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $560553.00    | 0.26%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    520000 | PA      | $504830.30    | 0.23%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                             | Maricopa County Industrial Development Authority, Series 2024                | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $452487.75    | 0.21%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                | Martin Midstream Partners LP / Martin Midstream Finance Corp.                | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1757409.03   | 0.80%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412812.50   | 0.64%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $698989.20    | 0.32%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc.                                                  | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830258.40    | 0.38%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                    | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1148493.38   | 0.52%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                    | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $379554.75    | 0.17%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                       | Mineral Resources Ltd.                                                       | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $306844.25    | 0.14%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                    | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511089.00    | 0.23%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC      | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $676440.70    | 0.31%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501618.00    | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Murray Energy Corp.                                                          | Murray Energy Corp.                                                          | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    757734 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $507787.50    | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                               | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    480000 | PA      | $474632.45    | 0.22%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                             | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807989.54    | 0.37%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                             | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    665000 | PA      | $675784.31    | 0.31%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                      | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314748.00    | 0.14%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                      | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977185.70    | 0.44%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47207.12     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72260.49     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                          | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313042.80    | 0.14%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                | Newmont Corp.                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26000 | NS      | $2358980.00   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                   | News Corp.                                                                   | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193119.45    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                         | NextEra Energy, Inc.                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    115000 | NS      | $9923350.00   | 4.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     60000 | NS      | $2647800.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                        | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $597566.04    | 0.27%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                              | Northriver Midstream Finance LP                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $611611.20    | 0.28%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                            | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257882.50    | 0.12%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91327.14     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311116.20    | 0.14%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686836.72    | 0.31%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                              | Oceaneering International, Inc.                                              | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304803.60    | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291641.40    | 0.13%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                            | OneSky Flight LLC                                                            | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265690.75    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                               | Opal Bidco SAS                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $980096.95    | 0.45%             | 2032-03-31      | Fixed         | 6.50%                 | 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      | $99929.21     | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                    | Outfront Media Capital LLC / Outfront Media Capital Corp.                    | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73074.89     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PPL Corp.                                                                    | PPL Corp.                                                                    | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24500 | NS      | $904050.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277669.35    | 0.13%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615232.80    | 0.28%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                              | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415180.00    | 0.19%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Endo, Inc.                                                                   | Endo, Inc., Escrow Account                                                   | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                     | Pebblebrook Hotel LP / PEB Finance Corp.                                     | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $717703.70    | 0.33%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp.                                        | PetSmart LLC / PetSmart Finance Corp.                                        | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $601044.01    | 0.27%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHH Escrow Issuer LLC                                                        | PHH Escrow Issuer LLC / PHH Corp.                                            | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534755.00   | 0.70%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                  | Pinnacle West Capital Corp.                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     20000 | NS      | $1817200.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390037.76    | 0.18%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                   | Prime Security Services Borrower LLC / Prime Finance, Inc.                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $234581.30    | 0.11%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                          | PROG Holdings, Inc.                                                          | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886432.50    | 0.40%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                        | Public Service Enterprise Group, Inc.                                        | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     25000 | NS      | $2088000.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                      | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246617.04    | 0.11%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                      | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145261.48    | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                                  | QXO Building Products, Inc.                                                  | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $732771.20    | 0.33%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311766.00    | 0.14%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                      | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156316.05    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309738.00    | 0.14%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $726121.90    | 0.33%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                  | RHP Hotel Properties LP / RHP Finance Corp.                                  | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $285974.70    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                            | Rain Carbon, Inc.                                                            | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1239763.20   | 0.56%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                | Rio Tinto plc                                                                | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     15000 | NS      | $1079250.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                     | RB Global Holdings, Inc.                                                     | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128133.13    | 0.06%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                                     | RB Global Holdings, Inc.                                                     | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    425000 | PA      | $445970.78    | 0.20%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp.                | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279355.73    | 0.13%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419367.20    | 0.19%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc.                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1072155.15   | 0.49%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $310508.69    | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SCE Trust II                                                                 | SCE Trust II                                                                 | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27500 | NS      | $479325.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                                         | EW Scripps Co. (The)                                                         | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756408.00    | 0.34%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                    | Seagate Data Storage Technology Pte. Ltd.                                    | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $567706.70    | 0.26%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sempra, Inc.                                                                 | Sempra, Inc.                                                                 | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     90000 | NS      | $8524800.00   | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $834088.00    | 0.38%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                     | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $704412.17    | 0.32%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1274662.80   | 0.58%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials, Inc.                                            | Solstice Advanced Materials, Inc.                                            | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628901.25    | 0.29%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     50000 | NS      | $4556000.00   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South32 Ltd.                                                                 | South32 Ltd.                                                                 | CUSIP: 84473L105<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     10074 | NS      | $106985.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                        | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499630.15    | 0.23%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619488.00    | 0.28%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                            | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508060.58    | 0.23%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                    | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499029.45    | 0.23%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                    | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97045.80     | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                | Starwood Property Trust, Inc.                                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    445000 | PA      | $452830.78    | 0.21%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                          | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396121.24    | 0.18%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                           | StoneX Group, Inc.                                                           | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530001.50    | 0.24%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                     | Stonex Escrow Issuer LLC                                                     | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295242.62    | 0.13%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528057.32    | 0.24%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                             | Sunoco LP / Sunoco Finance Corp.                                             | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501101.50    | 0.23%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                             | Sunoco LP / Sunoco Finance Corp.                                             | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196175.76    | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                                       | TTM Technologies, Inc.                                                       | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484792.15    | 0.22%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $601533.91    | 0.27%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                      | Talen Energy Supply LLC                                                      | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    590000 | PA      | $610361.07    | 0.28%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716373.70    | 0.33%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                       | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521331.00    | 0.24%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173706.51    | 0.08%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $600294.06    | 0.27%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC             | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $709075.88    | 0.32%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net LLC                                                       | Diamond Sports Net LLC, First Lien, Exit Term Loan                           | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     41000 | PA      | $27264.69     | 0.01%             | 2028-01-03      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                              | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173967.63    | 0.08%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1066419.81   | 0.49%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $93879.01     | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $537808.80    | 0.24%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $626010.60    | 0.29%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                | Transocean International Ltd.                                                | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101796.70    | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                              | Transocean Titan Financing Ltd.                                              | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     80952 | PA      | $83245.75     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                              | 24 Hour Fitness Worldwide, Inc.                                              | CUSIP: 90132BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $0.00         | 0.00%             | 2022-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                               | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724884.30    | 0.33%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                           | Under Armour, Inc.                                                           | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249580.95    | 0.11%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                        | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99950.42     | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                        | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298686.22    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $292166.05    | 0.13%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                                        | VM Consolidated, Inc.                                                        | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800260.32    | 0.36%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ Secured Financing BV                                                      | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    695000 | PA      | $709354.53    | 0.32%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218063.20    | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222956.80    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305312.61    | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $513913.20    | 0.23%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                            | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282305.27    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275072.79    | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614981.40    | 0.28%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501570.00    | 0.23%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527645.26    | 0.24%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416702.80    | 0.19%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                        | Veritiv Operating Co.                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $242096.18    | 0.11%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc.                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $498389.78    | 0.23%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                     | VICI Properties LP / VICI Note Co., Inc.                                     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $694593.17    | 0.32%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                          | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $603467.11    | 0.27%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                          | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    520000 | PA      | $528755.27    | 0.24%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                          | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503682.69    | 0.23%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1026596.78   | 0.47%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395170.76    | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106281.60    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420951.60    | 0.19%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                       | WEC Energy Group, Inc.                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     20000 | NS      | $2241400.00   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Pro USA, Inc.                                                          | Waste Pro USA, Inc.                                                          | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208521.00    | 0.09%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                         | Watco Cos. LLC / Watco Finance Corp.                                         | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $691804.74    | 0.32%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $729922.90    | 0.33%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                  | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $854620.80    | 0.39%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    184000 | PA      | $187822.23    | 0.09%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                               | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    590000 | PA      | $604238.47    | 0.28%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                    | Weekley Homes LLC / Weekley Finance Corp.                                    | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1282271.64   | 0.58%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                     | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413770.80    | 0.19%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                     | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472120.20    | 0.21%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                | White Cap Supply Holdings LLC                                                | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326611.97    | 0.15%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                   | Woodside Energy Group Ltd.                                                   | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      9101 | NS      | $148892.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF Compute LLC                                                             | WULF Compute LLC                                                             | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $579443.46    | 0.26%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $864852.00    | 0.39%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                       | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205249.40    | 0.09%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                            | Xcel Energy, Inc.                                                            | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     55000 | NS      | $4516050.00   | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                                                     | Zebra Technologies Corp.                                                     | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311298.00    | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238906.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $1653.43      | 0.00%             | 2028-11-03      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992291590.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301470.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $52.14        | 0.00%             | 2026-08-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992319935.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992351381.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-03      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992432730.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992433503.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460590.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                              | DSG Topco, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2027 | NS      | $14189.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                           | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |    500000 | PA      | $530820.00    | 0.24%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Par Health, Inc.                                                             | Par Health, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2929 | NS      | $32219.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-08710316.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11497 | PA      | $11645.19     | 0.01%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10111431.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       612 | PA      | $362.89       | 0.00%             | 2035-09-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10128827.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2402 | PA      | $2476.66      | 0.00%             | 2027-02-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10133595.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3806 | PA      | $3838.93      | 0.00%             | 2026-08-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10145662.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4892 | PA      | $5024.50      | 0.00%             | 2026-09-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10224478.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11912 | PA      | $2476.46      | 0.00%             | 2028-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10460831.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1867 | PA      | $1929.01      | 0.00%             | 2026-09-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10581131.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2539 | PA      | $2634.63      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10671079.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6563 | PA      | $6617.75      | 0.00%             | 2026-11-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10704368.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4638 | PA      | $4706.24      | 0.00%             | 2026-10-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10745909.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12708 | PA      | $12893.04     | 0.01%             | 2026-10-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10845328.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5758 | PA      | $5816.70      | 0.00%             | 2026-10-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10848002.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6424 | PA      | $6594.81      | 0.00%             | 2026-11-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10848317.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $7119.56      | 0.00%             | 2027-02-28      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10868780.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2589 | PA      | $2626.94      | 0.00%             | 2026-02-27      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11007668.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5446 | PA      | $5645.90      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11021456.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11079 | PA      | $11540.99     | 0.01%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11036570.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1344 | PA      | $1341.35      | 0.00%             | 2027-01-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11094577.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3608 | PA      | $3741.99      | 0.00%             | 2026-12-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11111264.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3396 | PA      | $3455.35      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11119432.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5488 | PA      | $5538.48      | 0.00%             | 2026-11-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11187454.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       610 | PA      | $606.71       | 0.00%             | 2026-11-10      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11674918.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8948 | PA      | $9308.05      | 0.00%             | 2027-02-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11677084.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12577 | PA      | $12745.81     | 0.01%             | 2026-12-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11743079.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14640 | PA      | $5008.55      | 0.00%             | 2027-02-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11744634.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8054 | PA      | $8335.64      | 0.00%             | 2027-05-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11752200.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3488 | PA      | $1629.88      | 0.00%             | 2027-02-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799488.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2385 | PA      | $2421.26      | 0.00%             | 2026-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11801830.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8034 | PA      | $5734.44      | 0.00%             | 2027-05-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11838245.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $2154.13      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11843242.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       285 | PA      | $285.87       | 0.00%             | 2035-12-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11844341.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11170 | PA      | $11431.16     | 0.01%             | 2027-02-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11845152.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7020 | PA      | $7074.05      | 0.00%             | 2027-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12106158.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5306 | PA      | $5364.66      | 0.00%             | 2027-03-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12270734.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6457 | PA      | $6585.28      | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12270812.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1769 | PA      | $1791.38      | 0.00%             | 2027-04-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12281543.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3020 | PA      | $3051.02      | 0.00%             | 2026-03-08      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12304720.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12350 | PA      | $12514.93     | 0.01%             | 2027-07-06      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12341500.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6075 | PA      | $6342.44      | 0.00%             | 2027-03-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12378685.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1088.85      | 0.00%             | 2026-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12396943.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5596 | PA      | $5684.77      | 0.00%             | 2027-03-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12397051.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4015 | PA      | $4117.97      | 0.00%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12407302.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4301 | PA      | $1469.13      | 0.00%             | 2027-03-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13047632.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2251 | PA      | $2265.95      | 0.00%             | 2027-05-05      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13227905.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4184 | PA      | $4354.39      | 0.00%             | 2027-05-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13256383.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8419 | PA      | $8504.84      | 0.00%             | 2026-09-18      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13302186.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6835 | PA      | $7148.75      | 0.00%             | 2027-07-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13453359.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9990 | PA      | $7897.17      | 0.00%             | 2027-05-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13477482.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5203 | PA      | $5238.36      | 0.00%             | 2026-05-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13485605.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5338 | PA      | $5489.56      | 0.00%             | 2027-05-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13498730.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7000 | PA      | $7095.93      | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13507352.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3588 | PA      | $3703.12      | 0.00%             | 2027-05-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13511680.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1962.29      | 0.00%             | 2026-05-05      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13513406.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17845 | PA      | $18070.83     | 0.01%             | 2027-04-01      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13527002.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1463 | PA      | $1475.43      | 0.00%             | 2026-05-19      | Fixed         | 15.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13531026.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9446 | PA      | $1975.48      | 0.00%             | 2027-03-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14860724.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5175 | PA      | $5412.50      | 0.00%             | 2026-09-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14906773.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14850 | PA      | $15053.27     | 0.01%             | 2027-07-15      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14943761.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3701 | PA      | $3732.11      | 0.00%             | 2026-06-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14956830.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6348 | PA      | $6548.96      | 0.00%             | 2026-07-28      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15039962.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22218 | PA      | $22546.88     | 0.01%             | 2027-08-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15048744.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10105 | PA      | $10391.88     | 0.00%             | 2027-07-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053141.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3968 | PA      | $4076.39      | 0.00%             | 2026-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053719.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4999.43      | 0.00%             | 2027-07-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15053776.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5105 | PA      | $5307.45      | 0.00%             | 2027-07-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15054013.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3287 | PA      | $3359.53      | 0.00%             | 2026-07-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15057995.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4267 | PA      | $4358.45      | 0.00%             | 2027-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15058449.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4709 | PA      | $4783.81      | 0.00%             | 2027-07-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15064429.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10761 | PA      | $10930.29     | 0.00%             | 2027-07-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15070181.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8511 | PA      | $8811.23      | 0.00%             | 2027-09-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15070551.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10046 | PA      | $10610.15     | 0.00%             | 2028-04-27      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15073340.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $1992.21      | 0.00%             | 2026-07-25      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15078317.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8373 | PA      | $8525.81      | 0.00%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15109634.FP.FTS.B                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2061 | PA      | $2107.14      | 0.00%             | 2026-07-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Anagram Holdings LLC / Anagram International, Inc.                           | Anagram Holdings LLC / Anagram International, Inc.                           | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257209 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $345526.20    | 0.16%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1728926.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $676.59       | 0.00%             | 2026-09-17      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729187.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2944 | PA      | $2905.16      | 0.00%             | 2027-07-17      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729390.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       679 | PA      | $670.99       | 0.00%             | 2026-09-17      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729641.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1547 | PA      | $1526.87      | 0.00%             | 2027-02-17      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729657.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1407 | PA      | $1380.02      | 0.00%             | 2026-09-17      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729970.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11113 | PA      | $7954.28      | 0.00%             | 2027-02-17      | Fixed         | 18.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1730150.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $85.61        | 0.00%             | 2026-09-17      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1900628.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $306.59       | 0.00%             | 2026-10-22      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901195.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $637.53       | 0.00%             | 2026-10-28      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901303.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1191 | PA      | $1178.87      | 0.00%             | 2026-10-22      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901571.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3146 | PA      | $3116.47      | 0.00%             | 2026-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902199.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1222 | PA      | $1208.31      | 0.00%             | 2026-10-22      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902299.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2599 | PA      | $2570.75      | 0.00%             | 2026-10-27      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902353.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $2805.77      | 0.00%             | 2026-10-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902401.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1360 | PA      | $1344.56      | 0.00%             | 2026-10-22      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902681.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2233 | PA      | $2209.68      | 0.00%             | 2026-10-22      | Fixed         | 31.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902836.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12968 | PA      | $12814.87     | 0.01%             | 2026-10-22      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031174.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2916 | PA      | $2869.82      | 0.00%             | 2026-11-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031644.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       601 | PA      | $592.47       | 0.00%             | 2026-11-12      | Fixed         | 30.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031715.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1616 | PA      | $1592.09      | 0.00%             | 2026-11-12      | Fixed         | 31.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031845.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5198 | PA      | $5128.58      | 0.00%             | 2027-04-12      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032325.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $396.97       | 0.00%             | 2026-11-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032722.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $539.38       | 0.00%             | 2026-11-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032727.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $873.74       | 0.00%             | 2026-11-12      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032753.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       441 | PA      | $434.39       | 0.00%             | 2026-11-12      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032799.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $643.16       | 0.00%             | 2026-11-12      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032946.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7937 | PA      | $7816.01      | 0.00%             | 2026-11-12      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032947.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7174 | PA      | $7057.18      | 0.00%             | 2026-11-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2101678.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1260 | PA      | $406.89       | 0.00%             | 2026-11-23      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2101751.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7912 | PA      | $7832.89      | 0.00%             | 2027-09-23      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102410.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2004 | PA      | $1976.11      | 0.00%             | 2027-05-07      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102727.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1230 | PA      | $1216.22      | 0.00%             | 2026-11-23      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102941.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5738 | PA      | $5668.39      | 0.00%             | 2026-11-23      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103284.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1155.62      | 0.00%             | 2026-11-23      | Fixed         | 27.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103786.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $399.12       | 0.00%             | 2026-11-23      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248314.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1108 | PA      | $1089.47      | 0.00%             | 2026-12-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248500.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $1245.15      | 0.00%             | 2027-05-14      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248936.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1887 | PA      | $1859.16      | 0.00%             | 2026-12-15      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249041.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       399 | PA      | $393.35       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249049.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2608 | PA      | $775.28       | 0.00%             | 2026-12-14      | Fixed         | 30.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249158.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5631 | PA      | $5509.85      | 0.00%             | 2027-10-28      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249414.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2889.63      | 0.00%             | 2027-05-14      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249976.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       390 | PA      | $384.10       | 0.00%             | 2026-12-14      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249983.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       784 | PA      | $230.82       | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2250974.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1243 | PA      | $937.44       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251249.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4985 | PA      | $4895.17      | 0.00%             | 2026-12-14      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251410.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2087 | PA      | $623.59       | 0.00%             | 2026-12-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251546.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4603 | PA      | $4534.25      | 0.00%             | 2026-12-15      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252023.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1581.15      | 0.00%             | 2026-12-15      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252233.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       889 | PA      | $877.01       | 0.00%             | 2026-12-15      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252591.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5160 | PA      | $363.62       | 0.00%             | 2027-05-15      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252687.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6902 | PA      | $487.28       | 0.00%             | 2026-12-15      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253234.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4405 | PA      | $4332.14      | 0.00%             | 2027-05-15      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253392.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2641 | PA      | $1942.04      | 0.00%             | 2026-12-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253542.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       686 | PA      | $676.91       | 0.00%             | 2026-12-15      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253701.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3404 | PA      | $3344.39      | 0.00%             | 2026-12-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2494038.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1357 | PA      | $1341.16      | 0.00%             | 2027-01-24      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497520.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3106 | PA      | $3079.00      | 0.00%             | 2027-06-24      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497553.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5803 | PA      | $5734.28      | 0.00%             | 2027-01-24      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2497574.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12762 | PA      | $12506.88     | 0.01%             | 2027-11-24      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498378.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8639 | PA      | $8494.72      | 0.00%             | 2027-01-25      | Fixed         | 11.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498422.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       409 | PA      | $404.86       | 0.00%             | 2027-02-01      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498744.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3610 | PA      | $3570.63      | 0.00%             | 2027-01-24      | Fixed         | 26.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499235.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1987 | PA      | $1951.61      | 0.00%             | 2027-01-24      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499403.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1065 | PA      | $1054.31      | 0.00%             | 2027-01-24      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499482.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6464 | PA      | $6392.35      | 0.00%             | 2027-01-28      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500654.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       365 | PA      | $361.57       | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500797.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $690.90       | 0.00%             | 2027-01-25      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500961.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1689 | PA      | $1668.90      | 0.00%             | 2027-01-25      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501125.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $469.87       | 0.00%             | 2027-01-25      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501148.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       633 | PA      | $627.36       | 0.00%             | 2027-01-25      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501295.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       328 | PA      | $324.48       | 0.00%             | 2027-01-25      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501330.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1988 | PA      | $1966.42      | 0.00%             | 2027-01-25      | Fixed         | 26.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501430.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $250.82       | 0.00%             | 2027-01-25      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501561.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1826 | PA      | $1803.63      | 0.00%             | 2027-01-25      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502179.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       585 | PA      | $575.74       | 0.00%             | 2027-01-25      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502187.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1800 | PA      | $1781.11      | 0.00%             | 2027-01-25      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502276.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1991 | PA      | $1973.12      | 0.00%             | 2027-01-25      | Fixed         | 33.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502639.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3433 | PA      | $3336.97      | 0.00%             | 2027-01-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502647.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5856 | PA      | $416.45       | 0.00%             | 2027-06-25      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502652.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1772.24      | 0.00%             | 2027-01-25      | Fixed         | 27.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502849.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $70.74        | 0.00%             | 2027-01-25      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503169.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $356.09       | 0.00%             | 2027-01-25      | Fixed         | 27.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503209.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2392 | PA      | $2366.40      | 0.00%             | 2027-01-25      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503375.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1100 | PA      | $1087.58      | 0.00%             | 2027-01-25      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972075.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16617 | PA      | $3779.14      | 0.00%             | 2027-09-19      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972190.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16236 | PA      | $15778.25     | 0.01%             | 2027-04-28      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972220.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1638.89      | 0.00%             | 2027-04-19      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972305.UP.FTS.B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $2551.86      | 0.00%             | 2027-04-19      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729627.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2597 | PA      | $2561.15      | 0.00%             | 2026-09-17      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729743.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10450 | PA      | $10285.36     | 0.00%             | 2026-09-17      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729858.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12041 | PA      | $1105.43      | 0.00%             | 2027-02-17      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1730112.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677 | PA      | $669.79       | 0.00%             | 2026-09-17      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1730290.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $1905.46      | 0.00%             | 2026-09-17      | Fixed         | 23.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901067.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $931.70       | 0.00%             | 2026-10-22      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901212.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1603 | PA      | $1582.13      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901951.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       689 | PA      | $681.07       | 0.00%             | 2026-10-22      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902657.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $59.59        | 0.00%             | 2026-10-22      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902683.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $3401.06      | 0.00%             | 2026-10-22      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902855.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       979 | PA      | $168.29       | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2030768.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1359.65      | 0.00%             | 2026-11-12      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2030806.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1134 | PA      | $1116.48      | 0.00%             | 2026-11-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2030886.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13859 | PA      | $1005.65      | 0.00%             | 2027-04-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031108.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17762 | PA      | $4741.91      | 0.00%             | 2027-04-12      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031479.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4359 | PA      | $4308.68      | 0.00%             | 2026-11-12      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031580.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $101.89       | 0.00%             | 2026-11-12      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031623.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8291 | PA      | $8119.61      | 0.00%             | 2026-11-16      | Fixed         | 9.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032006.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1017 | PA      | $1001.79      | 0.00%             | 2026-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032060.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $1692.58      | 0.00%             | 2026-11-12      | Fixed         | 20.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032147.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $1954.61      | 0.00%             | 2026-11-12      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032183.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3040 | PA      | $2990.92      | 0.00%             | 2026-11-12      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032226.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6191 | PA      | $6086.59      | 0.00%             | 2026-11-12      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032266.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2364 | PA      | $1664.52      | 0.00%             | 2027-04-12      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032284.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1392 | PA      | $1369.47      | 0.00%             | 2026-11-12      | Fixed         | 17.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032337.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4151 | PA      | $4072.84      | 0.00%             | 2027-04-12      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032373.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2882 | PA      | $2110.29      | 0.00%             | 2026-11-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032456.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       431 | PA      | $423.95       | 0.00%             | 2026-11-12      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032561.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3786 | PA      | $3721.42      | 0.00%             | 2026-11-12      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032600.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1914 | PA      | $1427.85      | 0.00%             | 2026-11-12      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032849.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3377 | PA      | $3338.88      | 0.00%             | 2026-11-12      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032896.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1685 | PA      | $1650.21      | 0.00%             | 2026-11-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2033008.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1746 | PA      | $1726.27      | 0.00%             | 2026-11-12      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2050778.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2488 | PA      | $2466.87      | 0.00%             | 2026-11-23      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2068146.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       589 | PA      | $583.60       | 0.00%             | 2026-11-23      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2076017.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       791 | PA      | $779.35       | 0.00%             | 2026-11-23      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101522.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8427 | PA      | $8294.53      | 0.00%             | 2026-11-23      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101750.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2194 | PA      | $2169.03      | 0.00%             | 2026-11-23      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101880.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       992 | PA      | $981.25       | 0.00%             | 2026-11-23      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102028.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1871 | PA      | $1851.07      | 0.00%             | 2026-11-23      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102051.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1602 | PA      | $1582.19      | 0.00%             | 2026-11-23      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102059.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7004 | PA      | $509.58       | 0.00%             | 2026-11-23      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102313.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       416 | PA      | $411.36       | 0.00%             | 2026-11-23      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102400.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1712 | PA      | $1692.24      | 0.00%             | 2026-11-23      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102751.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1079 | PA      | $1069.32      | 0.00%             | 2026-11-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102939.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $881.67       | 0.00%             | 2026-11-23      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2103822.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1268 | PA      | $1248.43      | 0.00%             | 2026-11-23      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2103842.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1234 | PA      | $1220.24      | 0.00%             | 2026-11-23      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2141755.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11894 | PA      | $11648.50     | 0.01%             | 2026-12-15      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247235.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1081.57      | 0.00%             | 2026-12-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247268.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19319 | PA      | $19079.69     | 0.01%             | 2027-05-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247794.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1367 | PA      | $1342.26      | 0.00%             | 2027-10-15      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248144.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1526.17      | 0.00%             | 2026-12-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248805.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3195 | PA      | $546.97       | 0.00%             | 2026-12-14      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2248975.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2005 | PA      | $1981.90      | 0.00%             | 2026-12-14      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249149.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3163 | PA      | $3114.08      | 0.00%             | 2026-12-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249248.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3398 | PA      | $3358.91      | 0.00%             | 2026-12-14      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249257.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3140 | PA      | $3092.27      | 0.00%             | 2026-12-14      | Fixed         | 26.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249279.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289 | PA      | $1261.66      | 0.00%             | 2026-12-14      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249412.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       597 | PA      | $590.39       | 0.00%             | 2026-12-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249629.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1819 | PA      | $1788.50      | 0.00%             | 2026-12-14      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249765.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1278.50      | 0.00%             | 2026-12-14      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249780.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2460.92      | 0.00%             | 2026-12-14      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249782.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1390 | PA      | $1368.46      | 0.00%             | 2026-12-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249823.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1189 | PA      | $1176.73      | 0.00%             | 2026-12-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249856.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       398 | PA      | $391.78       | 0.00%             | 2026-12-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249903.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       796 | PA      | $781.69       | 0.00%             | 2026-12-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250070.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1477 | PA      | $1453.21      | 0.00%             | 2026-12-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250314.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1150.83      | 0.00%             | 2026-12-14      | Fixed         | 24.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250334.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2857 | PA      | $2815.17      | 0.00%             | 2026-12-14      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250541.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       996 | PA      | $981.01       | 0.00%             | 2026-12-15      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250558.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $2483.46      | 0.00%             | 2026-12-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250559.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2640 | PA      | $2585.17      | 0.00%             | 2027-05-14      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250662.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2813 | PA      | $2752.28      | 0.00%             | 2026-12-14      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250707.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1949 | PA      | $1441.15      | 0.00%             | 2026-12-14      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250820.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022 | PA      | $1002.72      | 0.00%             | 2027-05-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251037.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       769 | PA      | $760.59       | 0.00%             | 2027-05-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251043.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9314 | PA      | $9143.47      | 0.00%             | 2026-12-28      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251333.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4742 | PA      | $4663.69      | 0.00%             | 2026-12-14      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251393.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1449.77      | 0.00%             | 2026-12-14      | Fixed         | 20.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251398.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2060 | PA      | $2015.82      | 0.00%             | 2026-12-14      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251409.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3732 | PA      | $3674.50      | 0.00%             | 2026-12-14      | Fixed         | 20.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251727.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       782 | PA      | $770.54       | 0.00%             | 2026-12-15      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251912.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       977 | PA      | $960.51       | 0.00%             | 2026-12-19      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252135.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $944.26       | 0.00%             | 2026-12-15      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252209.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       439 | PA      | $374.42       | 0.00%             | 2027-05-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252234.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $552.82       | 0.00%             | 2027-05-15      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252296.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3695.55      | 0.00%             | 2026-12-26      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252318.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       928 | PA      | $914.50       | 0.00%             | 2026-12-15      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252339.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8202 | PA      | $579.53       | 0.00%             | 2026-12-15      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252447.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       400 | PA      | $393.96       | 0.00%             | 2026-12-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252476.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2886 | PA      | $2820.08      | 0.00%             | 2027-05-15      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252566.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2495.31      | 0.00%             | 2027-05-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252737.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5353 | PA      | $5238.91      | 0.00%             | 2026-12-15      | Fixed         | 8.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252976.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1812 | PA      | $1792.69      | 0.00%             | 2026-12-15      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2253164.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       313 | PA      | $308.68       | 0.00%             | 2026-12-15      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2253738.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7999 | PA      | $7857.76      | 0.00%             | 2026-12-15      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2443263.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2241 | PA      | $2179.44      | 0.00%             | 2027-01-25      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2494019.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1844.56      | 0.00%             | 2027-01-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497350.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4228 | PA      | $1058.81      | 0.00%             | 2027-06-24      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497353.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2768 | PA      | $2714.73      | 0.00%             | 2027-01-24      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497377.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1709 | PA      | $1693.87      | 0.00%             | 2027-01-24      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497458.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9412 | PA      | $9208.57      | 0.00%             | 2027-01-24      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497527.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1650.01      | 0.00%             | 2027-01-24      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497528.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1637 | PA      | $1616.54      | 0.00%             | 2027-01-24      | Fixed         | 19.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497705.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1510 | PA      | $1491.79      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497754.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1003 | PA      | $990.92       | 0.00%             | 2027-01-24      | Fixed         | 19.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497797.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2012.38      | 0.00%             | 2027-01-24      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2498668.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18762 | PA      | $18347.45     | 0.01%             | 2027-11-25      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2498730.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2045 | PA      | $580.74       | 0.00%             | 2027-01-24      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499090.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1969 | PA      | $1945.11      | 0.00%             | 2027-01-24      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499095.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       939 | PA      | $930.69       | 0.00%             | 2027-01-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499407.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12887 | PA      | $12529.45     | 0.01%             | 2027-01-24      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499766.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1520 | PA      | $1478.44      | 0.00%             | 2027-01-24      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500086.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2477 | PA      | $2430.66      | 0.00%             | 2027-01-24      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500098.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2407 | PA      | $2386.19      | 0.00%             | 2027-01-24      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500130.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2230 | PA      | $2202.13      | 0.00%             | 2027-01-24      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500224.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2775.20      | 0.00%             | 2027-06-24      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500230.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1842 | PA      | $1821.18      | 0.00%             | 2027-01-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500298.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $558.59       | 0.00%             | 2027-01-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500305.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $280.92       | 0.00%             | 2027-01-24      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500341.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $847.38       | 0.00%             | 2027-01-28      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500426.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       488 | PA      | $482.44       | 0.00%             | 2027-01-24      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500467.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       705 | PA      | $215.54       | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500727.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2717 | PA      | $2683.36      | 0.00%             | 2027-01-25      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500808.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2220 | PA      | $2183.62      | 0.00%             | 2027-01-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500860.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       471 | PA      | $465.67       | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501198.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3556.32      | 0.00%             | 2027-01-25      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501547.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1700.38      | 0.00%             | 2027-01-25      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501608.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $5220.15      | 0.00%             | 2027-01-25      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501796.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5605 | PA      | $5464.03      | 0.00%             | 2027-06-25      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501876.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1212 | PA      | $1192.75      | 0.00%             | 2027-01-25      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501977.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11481 | PA      | $11292.80     | 0.01%             | 2027-01-25      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501997.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1584 | PA      | $1570.86      | 0.00%             | 2027-01-25      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502058.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3602 | PA      | $3555.17      | 0.00%             | 2027-01-25      | Fixed         | 21.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502134.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8659 | PA      | $8474.15      | 0.00%             | 2027-01-25      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502247.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1183 | PA      | $1163.44      | 0.00%             | 2027-01-25      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502319.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11736 | PA      | $11467.62     | 0.01%             | 2027-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502439.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2292 | PA      | $2262.94      | 0.00%             | 2027-01-25      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2503424.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3283 | PA      | $3243.76      | 0.00%             | 2027-01-25      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2503471.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1497 | PA      | $1472.37      | 0.00%             | 2027-01-25      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2967243.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $6000.79      | 0.00%             | 2027-04-19      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971286.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8044 | PA      | $7823.39      | 0.00%             | 2027-04-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971527.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4096 | PA      | $1067.41      | 0.00%             | 2027-04-19      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971657.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       870 | PA      | $232.85       | 0.00%             | 2027-04-19      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971662.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $422.10       | 0.00%             | 2027-04-19      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971759.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2781 | PA      | $2761.30      | 0.00%             | 2027-04-19      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971776.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2566 | PA      | $2547.97      | 0.00%             | 2027-04-19      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971841.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       343 | PA      | $338.45       | 0.00%             | 2027-04-19      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971880.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22165 | PA      | $14496.32     | 0.01%             | 2027-09-19      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2972008.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2139 | PA      | $2111.19      | 0.00%             | 2027-04-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2972334.UP.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15766 | PA      | $15328.92     | 0.01%             | 2027-04-19      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Keenova Therapeutics plc                                                     | Keenova Therapeutics plc                                                     | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |      2929 | NS      | $263366.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                  | Digicel Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     26671 | PA      | $843.96       | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                           | Zegona Finance plc                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    901000 | PA      | $957245.17    | 0.44%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                 | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $308977.45    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp.                                                  | Great Canadian Gaming Corp. / Raptor LLC                                     | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $908116.20    | 0.41%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | EC               | CORP              | FR        |     13172 | NS      | $240824.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | Altice France SA                                                             | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             |  | CORP              | FR        |      1254 | NS      | $17460.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Franklin Universal Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer