# EDGAR Filing Document

**Accession Number:** 0000833040
**File Stem:** 0002071691-25-003388
**Filing Date:** 2025-10
**Character Count:** 376298
**Document Hash:** 89460928c66bf05f3337d1102f948112
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-003388.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0002071691-25-003388

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20250831

**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:** 251418382

**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:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $273266757.35

**Total Liabilities:** $60666249.31

**Net Assets:** $212600508.04

**Cash Not Reported:** $2115073.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10.62000000 | **1-Year:** -270.26000000 | **5-Year:** -994.05000000 | **10-Year:** -140.71000000 | **30-Year:** 0.00000000

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

- **3-Month:** -4.24000000 | **1-Year:** -5467.36000000 | **5-Year:** -27561.90000000 | **10-Year:** -8622.16000000 | **30-Year:** -52.74000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.13%                | 2.45%                | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $482545.34               | $1504416.39                                |
| Month 2  | $-376219.40              | $4480797.20                                |
| Month 3  | $-223215.90              | $1139427.02                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11799609.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10930 | PA      | $11054.97     | 0.01%             | 2027-01-01      | Fixed         | 10.99%                | 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        |      7611 | PA      | $7567.02      | 0.00%             | 2027-02-17      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       458 | PA      | $452.45       | 0.00%             | 2027-01-25      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Energizer Holdings, Inc.                                                     | Energizer Holdings, Inc.                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191669.50    | 0.09%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1637445.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2975 | PA      | $2976.15      | 0.00%             | 2026-09-27      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 186105140.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5095 | PA      | $0.00         | 0.00%             | 2027-02-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297935.91    | 0.14%             | 2032-07-15      | Fixed         | 5.62%                 | 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      | $833745.00    | 0.39%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | 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        |     11347 | PA      | $11689.56     | 0.01%             | 2027-07-31      | Fixed         | 16.49%                | 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        |      1114 | PA      | $1096.44      | 0.00%             | 2026-12-15      | Fixed         | 20.43%                | 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        |      1507 | PA      | $1488.07      | 0.00%             | 2026-10-22      | Fixed         | 26.04%                | 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        |       729 | PA      | $720.76       | 0.00%             | 2026-12-14      | Fixed         | 19.96%                | 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        |       932 | PA      | $265.78       | 0.00%             | 2027-01-25      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95891.02     | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1634247.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7518 | PA      | $7567.66      | 0.00%             | 2026-10-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420643.09    | 0.20%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | 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        |      8095 | PA      | $8219.04      | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250389.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11173 | PA      | $810.75       | 0.00%             | 2027-05-28      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $154656.60    | 0.07%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | 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      | $2087.24      | 0.00%             | 2027-04-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529740.50    | 0.25%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                                | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506737.50    | 0.24%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651868.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3859 | PA      | $3840.89      | 0.00%             | 2026-11-08      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                          | Bausch + Lomb Corp.                                                                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $417160.00    | 0.20%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249903.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       966 | PA      | $946.92       | 0.00%             | 2026-12-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                    | Cablevision Lightpath LLC                                                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493725.85    | 0.23%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102939.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1102 | PA      | $1082.17      | 0.00%             | 2026-11-23      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                            | Hanesbrands, Inc.                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $744883.30    | 0.35%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183572.66    | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GPD Cos., Inc.                                                               | GPD Cos., Inc.                                                                     | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989666 | PA      | $833543.38    | 0.39%             | 2029-12-31      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3356 | PA      | $3292.05      | 0.00%             | 2027-05-14      | Fixed         | 19.50%                | 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        |       202 | PA      | $199.00       | 0.00%             | 2026-09-17      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                  | McGraw-Hill Education, Inc.                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $840538.40    | 0.40%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971527.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4288 | PA      | $4209.32      | 0.00%             | 2027-04-19      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1703169.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9121 | PA      | $1386.32      | 0.00%             | 2027-02-25      | Fixed         | 25.60%                | No            |                  3 | 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      | $1799535.00   | 0.85%             | 2028-02-15      | Fixed         | 11.50%                | 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      | $126951.88    | 0.06%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2536.37      | 0.00%             | 2027-04-12      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.               | Calumet Specialty Products Partners LP / Calumet Finance Corp.                     | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $820000.00    | 0.39%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2918 | PA      | $2885.97      | 0.00%             | 2026-10-22      | Fixed         | 31.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188844587.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4531 | PA      | $4619.23      | 0.00%             | 2027-04-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Under Armour, Inc.                                                           | Under Armour, Inc.                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250236.73    | 0.12%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | 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        |     14300 | PA      | $14511.37     | 0.01%             | 2027-07-06      | Fixed         | 18.74%                | 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        |       742 | PA      | $732.28       | 0.00%             | 2026-10-28      | Fixed         | 18.66%                | 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      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435801.60    | 0.20%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | 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        |     12237 | PA      | $12446.34     | 0.01%             | 2027-07-15      | Fixed         | 14.49%                | 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        |      2743 | PA      | $2710.56      | 0.00%             | 2026-12-14      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812400.00    | 0.38%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                      | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670844.04    | 0.32%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                       | Global Net Lease, Inc.                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $875474.28    | 0.41%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1644875.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2157 | PA      | $2155.88      | 0.00%             | 2026-10-26      | Fixed         | 11.60%                | 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        |     13470 | PA      | $13664.49     | 0.01%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12397373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $2371.21      | 0.00%             | 2026-03-15      | Fixed         | 15.99%                | 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        |      4670 | PA      | $4677.54      | 0.00%             | 2027-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Wrangler Holdco Corp.                                                        | Wrangler Holdco Corp.                                                              | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $730196.60    | 0.34%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277067.82    | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | 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        |      7691 | PA      | $7782.28      | 0.00%             | 2026-10-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                             | NRG Energy, Inc.                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803689.52    | 0.38%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $557.38       | 0.00%             | 2027-01-25      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927632.70    | 0.44%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248550.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.66         | 0.00%             | 2026-12-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992301470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $70.26        | 0.00%             | 2025-12-02      | Fixed         | 28.98%                | 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        |      1605 | PA      | $1583.28      | 0.00%             | 2027-01-24      | Fixed         | 22.37%                | 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        |      2963 | PA      | $3006.71      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | 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        |      1259 | PA      | $1239.62      | 0.00%             | 2026-11-12      | Fixed         | 14.98%                | 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        |      1984 | PA      | $1954.70      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 167747801.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3930 | PA      | $0.00         | 0.00%             | 2035-03-15      | Fixed         | 16.12%                | 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        |      8871 | PA      | $0.00         | 0.00%             | 2027-01-14      | Fixed         | 11.20%                | 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        |      3216 | PA      | $3189.71      | 0.00%             | 2027-04-19      | Fixed         | 16.29%                | 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        |      4828 | PA      | $4938.36      | 0.00%             | 2027-07-23      | Fixed         | 18.99%                | 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        |      2796 | PA      | $2756.37      | 0.00%             | 2026-11-23      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                                  | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205297.60    | 0.10%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCE Trust II                                                                 | SCE Trust II                                                                       | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27500 | NS      | $465025.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501330.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2338 | PA      | $2308.20      | 0.00%             | 2027-01-25      | Fixed         | 26.47%                | 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        |      1952 | PA      | $1925.29      | 0.00%             | 2026-11-23      | Fixed         | 19.71%                | 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        |      8294 | PA      | $0.00         | 0.00%             | 2027-02-16      | Fixed         | 19.74%                | 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        |      4548 | PA      | $4670.18      | 0.00%             | 2026-07-20      | Fixed         | 17.99%                | 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        |      1750 | PA      | $1724.38      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174557.05    | 0.08%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | 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        |     12123 | PA      | $9498.98      | 0.00%             | 2027-05-15      | Fixed         | 18.24%                | No            |                  3 | 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      | $719900.30    | 0.34%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307638.00    | 0.14%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2250974.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1462 | PA      | $1055.39      | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | 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        |      4664 | PA      | $4573.78      | 0.00%             | 2026-11-12      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188770586.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8208 | PA      | $8316.76      | 0.00%             | 2027-04-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                               | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $940475.70    | 0.44%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1595 | PA      | $1568.50      | 0.00%             | 2026-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       295 | PA      | $290.86       | 0.00%             | 2026-12-15      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       714 | PA      | $375.97       | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                        | Chobani Holdco II LLC                                                              | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625175 | PA      | $676368.08    | 0.32%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972075.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17303 | PA      | $16894.08     | 0.01%             | 2027-09-19      | Fixed         | 9.42%                 | 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        |     10020 | PA      | $10330.73     | 0.00%             | 2027-01-27      | Fixed         | 21.99%                | 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        |     11337 | PA      | $11058.47     | 0.01%             | 2027-01-24      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                     | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $408647.20    | 0.19%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                            | Gen Digital, Inc.                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257700.50    | 0.12%             | 2033-04-01      | Fixed         | 6.25%                 | 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      | $500715.00    | 0.24%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | 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        |      3013 | PA      | $3089.79      | 0.00%             | 2027-02-12      | Fixed         | 23.49%                | 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        |      5809 | PA      | $5806.85      | 0.00%             | 2026-10-26      | Fixed         | 12.20%                | 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        |      7800 | PA      | $7953.56      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                   | Prime Security Services Borrower LLC / Prime Finance, Inc.                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $581794.80    | 0.27%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249629.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2211 | PA      | $2169.61      | 0.00%             | 2026-12-14      | Fixed         | 17.80%                | 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        |      1843 | PA      | $1785.90      | 0.00%             | 2027-01-24      | Fixed         | 6.26%                 | 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        |      6877 | PA      | $7001.05      | 0.00%             | 2027-03-21      | Fixed         | 13.49%                | 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        |      1286 | PA      | $1269.03      | 0.00%             | 2027-01-25      | Fixed         | 24.71%                | 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        |      4594 | PA      | $4481.53      | 0.00%             | 2027-06-24      | Fixed         | 13.11%                | 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        |      4479 | PA      | $4401.70      | 0.00%             | 2026-12-14      | Fixed         | 20.71%                | 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        |       975 | PA      | $973.64       | 0.00%             | 2026-11-10      | Fixed         | 22.49%                | 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        |      4135 | PA      | $4053.41      | 0.00%             | 2026-12-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                  | Crescent Energy Finance LLC                                                        | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288422.53    | 0.14%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1117 | PA      | $1106.35      | 0.00%             | 2027-01-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1985 | NS      | $192108.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309592.80    | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                 | Jones Deslauriers Insurance Management, Inc.                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $318787.20    | 0.15%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249782.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1661 | PA      | $1632.47      | 0.00%             | 2026-12-14      | Fixed         | 24.98%                | 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        |      1978 | PA      | $1949.84      | 0.00%             | 2027-01-24      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                                         | NextEra Energy, Inc.                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    115000 | NS      | $8285750.00   | 3.90%             |  |  |  | No            |                  1 | 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        |      4185 | PA      | $4330.80      | 0.00%             | 2027-05-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74154.68     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Advancion Sciences, Inc.                                                     | Advancion Sciences, Inc.                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243101 | PA      | $216663.77    | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | 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        |      2900 | PA      | $2955.31      | 0.00%             | 2027-04-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                | Dornoch Debt Merger Sub, Inc.                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1347145.92   | 0.63%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | 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        |     16164 | PA      | $9668.42      | 0.00%             | 2027-02-07      | Fixed         | 16.24%                | 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        |     10540 | PA      | $10330.80     | 0.00%             | 2026-12-28      | Fixed         | 12.11%                | 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        |      5508 | PA      | $5618.47      | 0.00%             | 2027-07-28      | Fixed         | 16.99%                | 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        |      1174 | PA      | $1154.82      | 0.00%             | 2026-12-15      | Fixed         | 24.85%                | 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        |      1322 | PA      | $1309.65      | 0.00%             | 2026-11-23      | Fixed         | 16.50%                | 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        |       914 | PA      | $690.01       | 0.00%             | 2026-09-17      | Fixed         | 32.18%                | 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        |       487 | PA      | $480.10       | 0.00%             | 2027-04-19      | Fixed         | 26.49%                | 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        |      8889 | PA      | $9122.36      | 0.00%             | 2026-07-28      | Fixed         | 15.74%                | 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        |      4713 | PA      | $4865.03      | 0.00%             | 2027-03-15      | Fixed         | 18.99%                | 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        |       423 | PA      | $418.02       | 0.00%             | 2026-10-22      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467028.45    | 0.22%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102400.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2103 | PA      | $2075.91      | 0.00%             | 2026-11-23      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 184905245.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5143 | PA      | $0.00         | 0.00%             | 2035-01-19      | Fixed         | 15.99%                | 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        |     13889 | PA      | $13535.98     | 0.01%             | 2027-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                 | McAfee Corp.                                                                       | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $739700.48    | 0.35%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | 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        |      9488 | PA      | $9674.94      | 0.00%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | 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      |
| M/I Homes, Inc.                                                              | M/I Homes, Inc.                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564794.58    | 0.27%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6229 | PA      | $4520.80      | 0.00%             | 2026-12-14      | Fixed         | 22.77%                | 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        |      3983 | PA      | $4052.85      | 0.00%             | 2027-01-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                                     | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1488410.00   | 0.70%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3029 | PA      | $2971.17      | 0.00%             | 2026-12-14      | Fixed         | 20.67%                | 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        |      6725 | PA      | $6717.83      | 0.00%             | 2027-01-17      | Fixed         | 16.93%                | 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        |      3331 | PA      | $3283.23      | 0.00%             | 2027-07-17      | Fixed         | 30.30%                | 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        |      2858 | PA      | $2831.42      | 0.00%             | 2027-01-24      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992460328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         8 | PA      | $1.88         | 0.00%             | 2030-08-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Edison International                                                         | Edison International                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     36000 | NS      | $2020680.00   | 0.95%             |  |  |  | No            |                  1 | 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      | $704132.00    | 0.33%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                      | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724489.50    | 0.34%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2502134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10437 | PA      | $10183.39     | 0.00%             | 2027-01-25      | Fixed         | 9.38%                 | 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      | $5994.61      | 0.00%             | 2027-01-28      | Fixed         | 17.49%                | 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      |
| 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        |      5802 | PA      | $5895.97      | 0.00%             | 2026-10-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287794.74    | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                               | DTE Energy Co.                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     30000 | NS      | $4099500.00   | 1.93%             |  |  |  | No            |                  1 | 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        |      3872 | PA      | $3993.56      | 0.00%             | 2027-01-19      | Fixed         | 27.99%                | 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        |      3946 | PA      | $3973.97      | 0.00%             | 2026-09-25      | Fixed         | 16.33%                | No            |                  3 | 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      | $750138.75    | 0.35%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2335 | PA      | $2302.00      | 0.00%             | 2027-01-24      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                       | UGCard, 992238906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $1705.24      | 0.00%             | 2028-04-03      | Fixed         | 22.97%                | 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        |       938 | PA      | $922.08       | 0.00%             | 2026-12-15      | Fixed         | 20.77%                | 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        |      6510 | PA      | $6432.26      | 0.00%             | 2027-04-30      | Fixed         | 12.76%                | 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        |      2269 | PA      | $2242.49      | 0.00%             | 2026-11-23      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                                  | QXO Building Products, Inc.                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $724713.33    | 0.34%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2506 | PA      | $2445.34      | 0.00%             | 2026-12-14      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                   | Snap, Inc.                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75859.05     | 0.04%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                           | Vertiv Group Corp.                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    800000 | PA      | $781535.27    | 0.37%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2102410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2314 | PA      | $2276.25      | 0.00%             | 2027-05-07      | Fixed         | 22.44%                | No            |                  3 | 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      | $70190.97     | 0.03%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1695787.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8610 | PA      | $8576.76      | 0.00%             | 2027-01-14      | Fixed         | 11.70%                | 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        |      2216 | PA      | $2194.21      | 0.00%             | 2027-01-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                             | Sunoco LP / Sunoco Finance Corp.                                                   | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195073.62    | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1902840.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4760 | PA      | $4694.72      | 0.00%             | 2026-11-06      | Fixed         | 22.56%                | No            |                  3 | 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        |     11730 | PA      | $11619.56     | 0.01%             | 2027-09-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1752241.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11875 | PA      | $11721.61     | 0.01%             | 2035-05-10      | Fixed         | 14.70%                | 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        |      1446 | PA      | $1426.84      | 0.00%             | 2026-11-23      | Fixed         | 26.50%                | 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        |      7002 | PA      | $6906.43      | 0.00%             | 2026-11-23      | Fixed         | 20.37%                | 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        |      6119 | PA      | $5952.51      | 0.00%             | 2027-06-25      | Fixed         | 9.36%                 | 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      | $6871.01      | 0.00%             | 2026-11-23      | Fixed         | 12.22%                | No            |                  3 | 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      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666362.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2444.81      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                            | Rain Carbon, Inc.                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1289832.00   | 0.61%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4230 | PA      | $3027.19      | 0.00%             | 2026-12-14      | Fixed         | 25.92%                | No            |                  3 | 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      | $184607.92    | 0.09%             | 2031-02-01      | Fixed         | 4.25%                 | 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        |     39486 | PA      | $34673.56     | 0.02%             | 2028-01-03      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Maya SAS                                                                     | Maya SAS                                                                           | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $814680.80    | 0.38%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                     | Altice France Holding SA                                                           | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $541057.50    | 0.25%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2967243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7049 | PA      | $6921.01      | 0.00%             | 2027-04-19      | Fixed         | 14.24%                | 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        |      6324 | PA      | $6513.73      | 0.00%             | 2026-09-17      | Fixed         | 18.99%                | 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        |      2650 | PA      | $2611.70      | 0.00%             | 2027-01-24      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP / TVI, Inc.                                             | Evergreen Acqco 1 LP / TVI, Inc.                                                   | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $609045.42    | 0.29%             | 2028-04-26      | Fixed         | 9.75%                 | 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      | $451641.17    | 0.21%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503169.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $419.47       | 0.00%             | 2027-01-25      | Fixed         | 27.77%                | No            |                  3 | On Loan: No      |
| South32 Ltd.                                                                 | South32 Ltd.                                                                       | CUSIP: 84473L105<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |     10074 | NS      | $88953.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694491.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5239 | PA      | $5217.76      | 0.00%             | 2027-01-13      | Fixed         | 12.62%                | 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        |       547 | PA      | $197.82       | 0.00%             | 2026-11-23      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                      | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311475.90    | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                      | RR Donnelley & Sons Co.                                                            | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1142398.97   | 0.54%             | 2029-08-01      | Fixed         | 9.50%                 | 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      | $1443293.10   | 0.68%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-14958373.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9121 | PA      | $9302.87      | 0.00%             | 2027-09-16      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715490.30    | 0.34%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2443263.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2699 | PA      | $2613.97      | 0.00%             | 2027-01-25      | Fixed         | 6.66%                 | 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        |      3886 | PA      | $3833.36      | 0.00%             | 2027-01-25      | Fixed         | 21.51%                | No            |                  3 | 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        |      8605 | PA      | $1694.18      | 0.00%             | 2027-11-28      | Fixed         | 21.99%                | 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        |      3068 | PA      | $3093.98      | 0.00%             | 2026-05-05      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185280664.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7351 | PA      | $7513.10      | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $359808.70    | 0.17%             | 2030-04-01      | Fixed         | 6.12%                 | 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      |
| 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      | $786906.75    | 0.37%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1730290.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2406.40      | 0.00%             | 2026-09-17      | Fixed         | 23.01%                | 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        |      2219 | PA      | $2176.37      | 0.00%             | 2027-01-24      | Fixed         | 11.45%                | 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        |      1034 | PA      | $1017.37      | 0.00%             | 2026-11-23      | Fixed         | 13.49%                | 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        |      7436 | PA      | $7585.98      | 0.00%             | 2027-04-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $192104.60    | 0.09%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                      | Element Solutions, Inc.                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194002.38    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-13478834.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8800 | PA      | $9077.78      | 0.00%             | 2027-05-03      | Fixed         | 16.99%                | 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        |      1413 | PA      | $1386.67      | 0.00%             | 2027-01-25      | Fixed         | 13.43%                | 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        |      8646 | PA      | $8577.32      | 0.00%             | 2027-04-05      | Fixed         | 17.23%                | 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        |      3381 | PA      | $0.00         | 0.00%             | 2035-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500427.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4179 | PA      | $4143.57      | 0.00%             | 2027-01-24      | Fixed         | 23.85%                | 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        |      9162 | PA      | $9321.35      | 0.00%             | 2027-01-21      | Fixed         | 20.24%                | 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        |       957 | PA      | $941.41       | 0.00%             | 2026-11-12      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| LGI Homes, Inc.                                                              | LGI Homes, Inc.                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    800000 | PA      | $838482.40    | 0.39%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | 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        |      1139 | PA      | $987.05       | 0.00%             | 2025-09-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                          | Kinetik Holdings LP                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403676.00    | 0.19%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | 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        |      4574 | PA      | $513.56       | 0.00%             | 2026-06-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Newmont Corp.                                                                | Newmont Corp.                                                                      | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26000 | NS      | $1934400.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3390 | PA      | $3331.78      | 0.00%             | 2026-11-27      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249898.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8277 | PA      | $8184.90      | 0.00%             | 2026-12-14      | Fixed         | 22.33%                | 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        |     18722 | PA      | $11837.43     | 0.01%             | 2027-04-19      | Fixed         | 7.92%                 | 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      |
| Teva Pharmaceutical Finance Netherlands III BV                               | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $596976.78    | 0.28%             | 2027-05-09      | Fixed         | 4.75%                 | 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      | $898449.39    | 0.42%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1694725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5663 | PA      | $5771.19      | 0.00%             | 2027-01-19      | Fixed         | 18.40%                | 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        |     11032 | PA      | $11167.77     | 0.01%             | 2026-09-18      | Fixed         | 7.99%                 | 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        |      1394 | PA      | $1369.68      | 0.00%             | 2026-12-14      | Fixed         | 24.91%                | 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        |      4606 | PA      | $4493.81      | 0.00%             | 2026-12-26      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                              | Sinclair Television Group, Inc.                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820300.00    | 0.39%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                           | Cerdia Finanz GmbH                                                                 | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $530390.00    | 0.25%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295420.11    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | 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      | $5534.53      | 0.00%             | 2026-12-15      | Fixed         | 8.65%                 | 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        |      4007 | PA      | $3949.92      | 0.00%             | 2027-01-25      | Fixed         | 21.83%                | 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        |       342 | PA      | $335.60       | 0.00%             | 2027-01-24      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219499.60    | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                      | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330670.06    | 0.16%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2842 | PA      | $2805.72      | 0.00%             | 2027-01-25      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104974.60    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672316.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4152 | PA      | $4134.63      | 0.00%             | 2026-12-14      | Fixed         | 10.44%                | 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        |      2364 | PA      | $2416.89      | 0.00%             | 2026-10-28      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                   | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $472477.26    | 0.22%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3416 | PA      | $3360.48      | 0.00%             | 2026-12-14      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                           | Zegona Finance plc                                                                 | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    901000 | PA      | $959826.29    | 0.45%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16427 | PA      | $16213.94     | 0.01%             | 2026-10-22      | Fixed         | 25.41%                | 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        |      4249 | PA      | $4195.55      | 0.00%             | 2026-10-22      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106310.60    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                 | Avient Corp.                                                                       | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305787.90    | 0.14%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      3694 | NS      | $18808.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2947 | PA      | $2923.37      | 0.00%             | 2027-04-19      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| TransDigm, Inc.                                                              | TransDigm, Inc.                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1053651.51   | 0.50%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                  | Allied Universal Holdco LLC                                                        | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1261986.00   | 0.59%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714642.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4005 | PA      | $4083.41      | 0.00%             | 2027-02-15      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| Advanced Drainage Systems, Inc.                                              | Advanced Drainage Systems, Inc.                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511538.00    | 0.24%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5480 | PA      | $4035.12      | 0.00%             | 2026-10-22      | Fixed         | 23.17%                | 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        |     13373 | PA      | $1196.86      | 0.00%             | 2027-02-17      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                             | CSC Holdings LLC                                                                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700224.76    | 0.33%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502187.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2119 | PA      | $2093.60      | 0.00%             | 2027-01-25      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                       | Mauser Packaging Solutions Holding Co.                                             | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494586.20   | 0.70%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678354.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4863 | PA      | $4842.18      | 0.00%             | 2026-12-20      | Fixed         | 11.07%                | 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        |      2159 | PA      | $2118.25      | 0.00%             | 2027-01-24      | Fixed         | 14.35%                | 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        |      8259 | PA      | $8341.80      | 0.00%             | 2026-11-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188832786.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2465 | PA      | $2564.76      | 0.00%             | 2027-04-27      | Fixed         | 27.99%                | 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        |      4120 | PA      | $4199.29      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | 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        |      1555 | PA      | $1527.59      | 0.00%             | 2026-12-14      | Fixed         | 23.67%                | 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        |      5654 | PA      | $5750.70      | 0.00%             | 2027-01-13      | Fixed         | 19.30%                | 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        |      6765 | PA      | $6837.00      | 0.00%             | 2026-11-03      | Fixed         | 11.99%                | 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        |      6281 | PA      | $6359.21      | 0.00%             | 2027-03-07      | Fixed         | 11.24%                | 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        |      3941 | PA      | $3956.18      | 0.00%             | 2026-11-09      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                  | Kedrion SpA                                                                        | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1474267.97   | 0.69%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | 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        |      2229 | PA      | $2255.32      | 0.00%             | 2026-05-19      | Fixed         | 15.59%                | 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        |      3027 | PA      | $2955.91      | 0.00%             | 2027-05-14      | Fixed         | 14.84%                | 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        |     12272 | PA      | $12057.87     | 0.01%             | 2027-02-17      | Fixed         | 18.27%                | 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        |     16612 | PA      | $16782.23     | 0.01%             | 2027-02-15      | Fixed         | 20.44%                | No            |                  3 | 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      | $209053.80    | 0.10%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | 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        |      2612 | PA      | $2698.69      | 0.00%             | 2027-01-13      | Fixed         | 28.99%                | 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        |     18406 | PA      | $17842.19     | 0.01%             | 2027-04-19      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395793.20    | 0.19%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252234.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2318 | PA      | $578.43       | 0.00%             | 2027-05-15      | Fixed         | 21.66%                | 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        |     20049 | PA      | $19570.52     | 0.01%             | 2027-11-25      | Fixed         | 13.66%                | 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        |      2963 | PA      | $2946.35      | 0.00%             | 2027-01-07      | Fixed         | 14.38%                | 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        |       807 | PA      | $229.94       | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                             | Virgin Media Secured Finance plc                                                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1033359.91   | 0.49%             | 2030-08-15      | Fixed         | 4.50%                 | 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      | $712965.48    | 0.34%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1678372.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4247 | PA      | $4407.61      | 0.00%             | 2026-12-14      | Fixed         | 22.80%                | 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        |       486 | PA      | $478.31       | 0.00%             | 2026-11-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                            | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281864.49    | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                    | Consolidated Edison, Inc.                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     20000 | NS      | $1964600.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102313.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       512 | PA      | $505.08       | 0.00%             | 2026-11-23      | Fixed         | 20.50%                | 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        |      4621 | PA      | $4615.87      | 0.00%             | 2026-10-22      | Fixed         | 14.68%                | 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        |      3117 | PA      | $3068.53      | 0.00%             | 2027-06-24      | Fixed         | 25.04%                | 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        |      5557 | PA      | $5547.71      | 0.00%             | 2027-01-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                       | Freeport-McMoRan, Inc.                                                             | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     40380 | NS      | $1792872.00   | 0.84%             |  |  |  | No            |                  1 | 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        |      4743 | PA      | $4757.15      | 0.00%             | 2027-01-31      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                           | Southern Co. (The)                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     50000 | NS      | $4615000.00   | 2.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                               | Enbridge, Inc.                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     39360 | NS      | $1902662.40   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                                                         | EW Scripps Co. (The)                                                               | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705755.97    | 0.33%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3424 | PA      | $3340.00      | 0.00%             | 2026-12-14      | Fixed         | 8.88%                 | 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        |      2934 | PA      | $2886.10      | 0.00%             | 2026-12-15      | Fixed         | 25.50%                | 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        |      2649 | PA      | $2599.97      | 0.00%             | 2027-01-25      | Fixed         | 14.30%                | 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        |      1191 | PA      | $1173.87      | 0.00%             | 2027-01-24      | Fixed         | 19.19%                | 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        |      7598 | PA      | $7954.59      | 0.00%             | 2027-07-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                        | VM Consolidated, Inc.                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793542.40    | 0.37%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031174.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3555 | PA      | $3494.74      | 0.00%             | 2026-11-12      | Fixed         | 25.25%                | 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        |      3491 | PA      | $1931.01      | 0.00%             | 2026-11-12      | Fixed         | 14.92%                | 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        |      2066 | PA      | $2013.90      | 0.00%             | 2027-01-25      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp.                                                     | Zebra Technologies Corp.                                                           | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308294.10    | 0.15%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502276.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2424 | PA      | $2395.67      | 0.00%             | 2027-01-25      | Fixed         | 33.54%                | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                  | Terex Corp.                                                                        | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303887.10    | 0.14%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                               | Opal Bidco SAS                                                                     | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $967336.55    | 0.46%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500357.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5013 | PA      | $361.13       | 0.00%             | 2027-01-24      | Fixed         | 26.30%                | 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        |       474 | PA      | $467.85       | 0.00%             | 2027-02-01      | Fixed         | 31.20%                | 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        |      3178 | PA      | $3139.91      | 0.00%             | 2027-06-24      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $308154.64    | 0.14%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2101522.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10377 | PA      | $10191.47     | 0.00%             | 2026-11-23      | Fixed         | 12.34%                | No            |                  3 | 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      | $420894.40    | 0.20%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032456.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       526 | PA      | $517.25       | 0.00%             | 2026-11-12      | Fixed         | 20.93%                | 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        |      1941 | PA      | $1913.40      | 0.00%             | 2027-01-24      | Fixed         | 19.93%                | 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      | $697.31       | 0.00%             | 2026-12-14      | Fixed         | 12.50%                | 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        |       478 | PA      | $469.85       | 0.00%             | 2026-12-15      | Fixed         | 25.40%                | 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        |      5902 | PA      | $6089.74      | 0.00%             | 2027-07-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144896.20    | 0.07%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | 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      | $509505.02    | 0.24%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6464 | PA      | $6261.78      | 0.00%             | 2027-01-25      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| IQVIA, Inc.                                                                  | IQVIA, Inc.                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    925000 | PA      | $954661.98    | 0.45%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032849.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4127 | PA      | $4077.63      | 0.00%             | 2026-11-12      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC                                                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313758.16    | 0.15%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1707746.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2516 | PA      | $2504.79      | 0.00%             | 2027-02-14      | Fixed         | 9.45%                 | 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        |      5916 | PA      | $6029.25      | 0.00%             | 2026-03-08      | Fixed         | 16.74%                | 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        |     14640 | PA      | $14294.15     | 0.01%             | 2026-12-15      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499205.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2467.20      | 0.00%             | 2027-01-24      | Fixed         | 20.72%                | 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        |      2750 | PA      | $2706.74      | 0.00%             | 2026-12-14      | Fixed         | 30.95%                | 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        |      9673 | PA      | $9516.18      | 0.00%             | 2026-11-12      | Fixed         | 27.87%                | 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      | $4338.00      | 0.00%             | 2026-12-15      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                 | Fortescue Treasury Pty. Ltd.                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $475758.10    | 0.22%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1689251.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1551 | PA      | $1576.38      | 0.00%             | 2027-01-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                        | Commercial Metals Co.                                                              | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652646.61    | 0.31%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | 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        |      2370 | PA      | $2455.66      | 0.00%             | 2026-09-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                               | Univision Communications, Inc.                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289772.18    | 0.14%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1687344.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1793 | PA      | $1828.81      | 0.00%             | 2026-12-17      | Fixed         | 19.00%                | 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        |      7165 | PA      | $7080.23      | 0.00%             | 2027-01-28      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp.                                                                | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             |  | CORP              | US        |       215 | NS      | $19079.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2050778.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $3016.17      | 0.00%             | 2026-11-23      | Fixed         | 18.01%                | No            |                  3 | 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      | $620391.60    | 0.29%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       561 | PA      | $554.03       | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308976.30    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                          | Station Casinos LLC                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394514.24    | 0.19%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                         | IHO Verwaltungs GmbH                                                               | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $416214.40    | 0.20%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031715.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1918.19      | 0.00%             | 2026-11-12      | Fixed         | 31.33%                | 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        |       546 | PA      | $537.26       | 0.00%             | 2026-12-14      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Froneri Lux FinCo. SARL                                                      | Froneri Lux FinCo SARL                                                             | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201260.11    | 0.09%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                   | Coronado Finance Pty. Ltd.                                                         | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $784239.25    | 0.37%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2503468.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1388 | PA      | $1370.71      | 0.00%             | 2027-01-25      | Fixed         | 24.60%                | 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      | $12409.87     | 0.01%             | 2028-02-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                           | CHS/Community Health Systems, Inc.                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289519.20    | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1702455.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5908 | PA      | $5875.10      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                  | Wayfair LLC                                                                        | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828523.20    | 0.39%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2971643.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12052 | PA      | $867.92       | 0.00%             | 2027-04-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Grifols SA                                                                   | Grifols SA                                                                         | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $581935.74    | 0.27%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                             | Jaguar Land Rover Automotive plc                                                   | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $699788.81    | 0.33%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | 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      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2336 | PA      | $653.55       | 0.00%             | 2026-12-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    490000 | PA      | $514536.75    | 0.24%             | 2036-01-15      | Fixed         | 6.75%                 | 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        |    200000 | PA      | $199153.85    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | 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        |     11396 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                       | TTM Technologies, Inc.                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478814.15    | 0.23%             | 2029-03-01      | Fixed         | 4.00%                 | 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        |     10896 | PA      | $10863.78     | 0.01%             | 2026-11-10      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282158.25    | 0.13%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2501295.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $383.96       | 0.00%             | 2027-01-25      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                            | Cornerstone Building Brands, Inc.                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231976.50    | 0.11%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1621428.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2866 | PA      | $2926.85      | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | 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        |      1549 | PA      | $1547.97      | 0.00%             | 2026-08-20      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                  | Beach Acquisition Bidco LLC                                                        | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    720000 | PA      | $766047.60    | 0.36%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | 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        |      4350 | PA      | $4522.25      | 0.00%             | 2026-12-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Darling Ingredients, Inc.                                                    | Darling Ingredients, Inc.                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202335.60    | 0.10%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                              | Northriver Midstream Finance LP                                                    | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $617456.40    | 0.29%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                       | Calderys Financing LLC                                                             | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $847684.00    | 0.40%             | 2028-06-01      | Fixed         | 11.25%                | 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        |    175000 | PA      | $175457.46    | 0.08%             | 2026-04-20      | Fixed         | 5.50%                 | 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      | $672161.75    | 0.32%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10578403.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1265 | PA      | $1271.23      | 0.00%             | 2025-10-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                      | Grand Canyon University                                                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $787950.41    | 0.37%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                          | Viking Cruises Ltd.                                                                | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $604466.40    | 0.28%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                    | Banijay Entertainment SAS                                                          | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $832840.80    | 0.39%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2251249.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6057 | PA      | $5932.20      | 0.00%             | 2026-12-14      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                     | RB Global Holdings, Inc.                                                           | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    425000 | PA      | $446523.70    | 0.21%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                   | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221407.11    | 0.10%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7225 | PA      | $7090.67      | 0.00%             | 2027-01-24      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1728926.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $889.40       | 0.00%             | 2026-09-17      | Fixed         | 32.35%                | 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        |      1129 | PA      | $1105.63      | 0.00%             | 2027-05-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                                          | Post Holdings, Inc.                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386107.28    | 0.18%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619690.20    | 0.29%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | 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        |      2838 | PA      | $2916.11      | 0.00%             | 2026-07-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Xcel Energy, Inc.                                                            | Xcel Energy, Inc.                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     55000 | NS      | $3981450.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1747163.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10657 | PA      | $10599.53     | 0.00%             | 2027-04-12      | Fixed         | 16.20%                | 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        |      1488 | PA      | $1458.75      | 0.00%             | 2026-12-15      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp. / Raptor LLC                                     | Great Canadian Gaming Corp. / Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $859667.76    | 0.40%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | 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        |      6160 | PA      | $6186.89      | 0.00%             | 2027-01-31      | Fixed         | 17.44%                | 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        |      2078 | PA      | $2049.07      | 0.00%             | 2027-01-25      | Fixed         | 21.33%                | No            |                  3 | 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      | $1356002.70   | 0.64%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2247235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1333 | PA      | $1306.95      | 0.00%             | 2026-12-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                | Smyrna Ready Mix Concrete LLC                                                      | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1280936.40   | 0.60%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                    | Millrose Properties, Inc.                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1135884.38   | 0.53%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1496 | PA      | $1479.38      | 0.00%             | 2026-12-14      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Public Service Enterprise Group, Inc.                                        | Public Service Enterprise Group, Inc.                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     45000 | NS      | $3704850.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                   | News Corp.                                                                         | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193254.62    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                      | Qnity Electronics, Inc.                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244279.04    | 0.11%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2209 | PA      | $2183.72      | 0.00%             | 2026-12-14      | Fixed         | 21.52%                | 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        |      1461 | PA      | $1444.25      | 0.00%             | 2026-10-22      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $78826.29     | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | 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      | $143.00       | 0.00%             | 2026-10-22      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Gap, Inc. (The)                                                              | Gap, Inc. (The)                                                                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657107.85    | 0.31%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT  | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       165 | PA      | $25.26        | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501876.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1446 | PA      | $1419.01      | 0.00%             | 2027-01-25      | Fixed         | 14.91%                | 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        |      5529 | PA      | $5436.22      | 0.00%             | 2026-12-15      | Fixed         | 19.76%                | 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        |      7944 | PA      | $8173.27      | 0.00%             | 2026-11-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| PPL Corp.                                                                    | PPL Corp.                                                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24500 | NS      | $893515.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2032753.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       536 | PA      | $526.94       | 0.00%             | 2026-11-12      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                               | Jefferson Capital Holdings LLC                                                     | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500605.00    | 0.24%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1672730.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11827 | PA      | $11838.60     | 0.01%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317467.50    | 0.15%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enviri Corp.                                                                 | Enviri Corp.                                                                       | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494751.55    | 0.23%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                 | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     28796 | NS      | $146614.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252566.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2674 | PA      | $1719.68      | 0.00%             | 2027-05-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                   | Allison Transmission, Inc.                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595248.60    | 0.28%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | 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        |      5361 | PA      | $5453.92      | 0.00%             | 2027-07-25      | Fixed         | 11.99%                | 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        |      8641 | PA      | $8540.30      | 0.00%             | 2027-09-23      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $156294.90    | 0.07%             | 2033-02-15      | 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        |      8063 | PA      | $0.00         | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Stonex Escrow Issuer LLC                                                     | Stonex Escrow Issuer LLC                                                           | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $293144.73    | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252135.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1149 | PA      | $1129.54      | 0.00%             | 2026-12-15      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104396.30    | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252591.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $823.79       | 0.00%             | 2027-05-15      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| FirstEnergy Corp.                                                            | FirstEnergy Corp.                                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     50000 | NS      | $2181000.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                          | Iron Mountain, Inc.                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721492.80    | 0.34%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499153.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       428 | PA      | $421.85       | 0.00%             | 2027-01-24      | Fixed         | 21.13%                | 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        |      1498 | PA      | $1479.29      | 0.00%             | 2026-11-23      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                       | XHR LP                                                                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205534.80    | 0.10%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13786 | PA      | $13526.08     | 0.01%             | 2027-01-25      | Fixed         | 12.89%                | 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        |      1493 | PA      | $1474.57      | 0.00%             | 2026-11-23      | Fixed         | 24.84%                | 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        |      2081 | PA      | $2032.29      | 0.00%             | 2026-11-12      | Fixed         | 9.90%                 | No            |                  3 | 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      | $1505964.00   | 0.71%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2503471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1786 | PA      | $1752.08      | 0.00%             | 2027-01-25      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| NiSource, Inc.                                                               | NiSource, Inc.                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     60000 | NS      | $2536200.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $1866.62      | 0.00%             | 2027-04-19      | Fixed         | 26.42%                | No            |                  3 | 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      | $614254.80    | 0.29%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | 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        |     10442 | PA      | $10890.31     | 0.01%             | 2027-02-25      | Fixed         | 20.49%                | No            |                  3 | 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      | $1151366.48   | 0.54%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1675010.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3362 | PA      | $3353.55      | 0.00%             | 2026-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| FMC Corp.                                                                    | FMC Corp.                                                                          | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314185.50    | 0.15%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105 | PA      | $2080.64      | 0.00%             | 2027-01-25      | Fixed         | 27.68%                | 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        |      2098 | PA      | $2062.55      | 0.00%             | 2026-11-12      | Fixed         | 20.25%                | 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        |      1182 | PA      | $1159.28      | 0.00%             | 2026-12-19      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $96828.07     | 0.05%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2103284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1425.95      | 0.00%             | 2026-11-23      | Fixed         | 27.10%                | 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        |      5522 | PA      | $5706.65      | 0.00%             | 2026-07-15      | Fixed         | 18.99%                | 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        |      2171 | PA      | $2142.98      | 0.00%             | 2027-01-24      | Fixed         | 25.40%                | 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        |      1683 | PA      | $1662.99      | 0.00%             | 2026-11-12      | Fixed         | 17.71%                | 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        |      1094 | PA      | $1072.93      | 0.00%             | 2026-11-12      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| Constellation Energy Corp.                                                   | Constellation Energy Corp.                                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     10000 | NS      | $3079800.00   | 1.45%             |  |  |  | No            |                  1 | 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        |      4008 | PA      | $4128.27      | 0.00%             | 2027-01-26      | Fixed         | 23.99%                | 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        |      6904 | PA      | $6808.20      | 0.00%             | 2027-01-24      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                               | Weatherford International Ltd.                                                     | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $512766.50    | 0.24%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651871.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1989 | PA      | $2016.00      | 0.00%             | 2026-11-20      | Fixed         | 20.66%                | 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        |      9394 | PA      | $9727.22      | 0.00%             | 2027-04-27      | Fixed         | 23.99%                | 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        |       223 | PA      | $220.29       | 0.00%             | 2027-01-25      | Fixed         | 29.19%                | 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        |      6028 | PA      | $5965.24      | 0.00%             | 2027-04-06      | Fixed         | 12.00%                | 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        |      3257 | PA      | $3185.78      | 0.00%             | 2027-01-24      | Fixed         | 7.95%                 | 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        |      1732 | PA      | $1769.99      | 0.00%             | 2027-05-24      | Fixed         | 23.99%                | 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        |      1839 | PA      | $1806.41      | 0.00%             | 2026-12-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $291750.90    | 0.14%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                 | Arcosa, Inc.                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291507.90    | 0.14%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                             | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169421.26    | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | 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      | $71627.55     | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | 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      |
| 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        |     13083 | PA      | $13424.64     | 0.01%             | 2027-02-01      | Fixed         | 16.74%                | 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        |      6564 | PA      | $6821.40      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Endo, Inc., Escrow Account                                                   | 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      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1902299.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2923.04      | 0.00%             | 2026-10-27      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                         | Amplify Energy Corp.                                                               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       245 | NS      | $997.15       | 0.00%             |  |  |  | No            |                  1 | 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      | $697453.40    | 0.33%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                  | Endo Finance Holdings, Inc.                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $213171.40    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | 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      | $517531.00    | 0.24%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    141230 | PA      | $144293.28    | 0.07%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2972008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2443.81      | 0.00%             | 2027-04-19      | Fixed         | 20.74%                | 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        |      6518 | PA      | $6359.55      | 0.00%             | 2026-12-15      | Fixed         | 8.71%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                 | Exelon Corp.                                                                       | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     65000 | NS      | $2839200.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mallinckrodt ARD LLC                                                         | Mallinckrodt ARD LLC                                                               | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $287042.00    | 0.14%             |  |  |  | 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        |       830 | PA      | $820.49       | 0.00%             | 2027-01-25      | Fixed         | 28.58%                | No            |                  3 | 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      | $1270158.11   | 0.60%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2501198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4327 | PA      | $4244.39      | 0.00%             | 2027-01-25      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1700808.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3428 | PA      | $3413.65      | 0.00%             | 2027-01-12      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                        | Nissan Motor Co. Ltd.                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    565000 | PA      | $598973.86    | 0.28%             | 2035-07-17      | Fixed         | 8.12%                 | 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      | $496429.50    | 0.23%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524901.50    | 0.25%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                        | Axon Enterprise, Inc.                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259052.50    | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3694 | PA      | $3629.31      | 0.00%             | 2026-11-12      | Fixed         | 24.12%                | No            |                  3 | 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      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2253738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9708 | PA      | $9516.04      | 0.00%             | 2026-12-15      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                         | Forestar Group, Inc.                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714068.60    | 0.34%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | 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      | $6260.41      | 0.00%             | 2027-09-15      | Fixed         | 19.99%                | No            |                  3 | 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      | $925448.40    | 0.44%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1901951.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       851 | PA      | $839.73       | 0.00%             | 2026-10-22      | Fixed         | 25.24%                | 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        |      4645 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 22.99%                | 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        |      8678 | PA      | $8995.75      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                  | Adient Global Holdings Ltd.                                                        | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $316115.10    | 0.15%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                        | United Airlines, Inc.                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99734.90     | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1754293.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $204.49       | 0.00%             | 2027-04-12      | Fixed         | 13.40%                | No            |                  3 | 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      | $1610317.83   | 0.76%             | 2030-08-15      | Fixed         | 4.50%                 | 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      | $195282.06    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                              | Oceaneering International, Inc.                                                    | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303294.30    | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | 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      | $3996720.00   | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1451 | PA      | $1423.10      | 0.00%             | 2027-05-14      | Fixed         | 23.60%                | 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        |      8190 | PA      | $8257.53      | 0.00%             | 2027-05-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                          | Herc Holdings, Inc.                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156212.85    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1714648.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2925 | PA      | $2928.49      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | 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        |      4675 | PA      | $4833.40      | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                   | Warnermedia Holdings, Inc.                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    520000 | PA      | $494408.20    | 0.23%             | 2029-03-15      | Fixed         | 4.05%                 | 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        |     12743 | PA      | $0.00         | 0.00%             | 2035-04-06      | Fixed         | 20.40%                | No            |                  3 | 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      | $284232.58    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2033008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2138 | PA      | $2112.07      | 0.00%             | 2026-11-12      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Rio Tinto plc                                                                | Rio Tinto plc                                                                      | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     15000 | NS      | $940800.00    | 0.44%             |  |  |  | No            |                  1 | 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        |     15262 | PA      | $15487.68     | 0.01%             | 2026-12-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                               | Constellium SE                                                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $569237.64    | 0.27%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252209.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $166.31       | 0.00%             | 2026-12-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11824892.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6337 | PA      | $6435.50      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349989.03    | 0.16%             | 2033-08-15      | 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      | $1404567.45   | 0.66%             |  |  |  | No            |                  1 | 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      | $341209.20    | 0.16%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                   | California Resources Corp.                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        47 | NS      | $2334.96      | 0.00%             |  |  |  | No            |                  1 | 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      | $446.97       | 0.00%             | 2027-05-15      | Fixed         | 16.00%                | 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        |      3279 | PA      | $3229.70      | 0.00%             | 2026-09-17      | Fixed         | 24.42%                | No            |                  3 | 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      | $1522317.00   | 0.72%             | 2032-02-15      | Fixed         | 6.38%                 | 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      | $854568.81    | 0.40%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | 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        |      3855 | PA      | $3938.49      | 0.00%             | 2026-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1626046.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3076 | PA      | $3069.37      | 0.00%             | 2026-10-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                      | Quikrete Holdings, Inc.                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155594.55    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | 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      | $2034.02      | 0.00%             | 2026-12-15      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                           | Macquarie Airfinance Holdings Ltd.                                                 | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $214409.80    | 0.10%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                             | CMS Energy Corp.                                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     60000 | NS      | $4294200.00   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions, Inc.                                            | Standard Building Solutions, Inc.                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505568.63    | 0.24%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1744328.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8454 | PA      | $8396.11      | 0.00%             | 2027-04-15      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                               | Carnival Corp.                                                                     | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    835000 | PA      | $849821.25    | 0.40%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634283.62    | 0.30%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | 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        |      7060 | PA      | $7389.98      | 0.00%             | 2027-03-20      | Fixed         | 20.49%                | 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      | $1163.68      | 0.00%             | 2027-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249951.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       827 | PA      | $814.31       | 0.00%             | 2026-12-14      | Fixed         | 30.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-12421465.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $872.89       | 0.00%             | 2026-03-23      | Fixed         | 17.99%                | 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        |      1833 | PA      | $1842.01      | 0.00%             | 2025-12-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Camelot Finance SA                                                           | Camelot Finance SA                                                                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     86000 | PA      | $85041.13     | 0.04%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                          | PROG Holdings, Inc.                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $874827.00    | 0.41%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1651913.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2814 | PA      | $2907.46      | 0.00%             | 2026-11-22      | Fixed         | 25.67%                | 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        |      1561 | PA      | $1532.91      | 0.00%             | 2026-11-23      | Fixed         | 12.78%                | 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        |      1703 | PA      | $1679.99      | 0.00%             | 2027-02-17      | Fixed         | 30.22%                | 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        |      9144 | PA      | $9311.12      | 0.00%             | 2027-04-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Insulet Corp.                                                                | Insulet Corp.                                                                      | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103758.90    | 0.05%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2499062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $65.76        | 0.00%             | 2027-12-08      | Fixed         | 17.84%                | 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        |      6140 | PA      | $6330.10      | 0.00%             | 2027-05-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                  | Emergent BioSolutions, Inc.                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $754425.81    | 0.35%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2251393.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1790 | PA      | $1757.14      | 0.00%             | 2026-12-14      | Fixed         | 20.81%                | 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        |     22369 | PA      | $22223.94     | 0.01%             | 2027-09-19      | Fixed         | 24.00%                | 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        |      1920 | PA      | $1921.91      | 0.00%             | 2027-01-20      | Fixed         | 22.99%                | 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        |      3919 | PA      | $3907.58      | 0.00%             | 2026-11-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                | Fortress Intermediate 3, Inc.                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631787.40    | 0.30%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                      | Aris Water Holdings LLC                                                            | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $633525.00    | 0.30%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                           | Nationstar Mortgage Holdings, Inc.                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $648071.04    | 0.30%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                     | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412330.80    | 0.19%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3002 | PA      | $2947.35      | 0.00%             | 2026-12-14      | Fixed         | 21.14%                | 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        |      2707 | PA      | $2698.32      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | 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        |   1000000 | PA      | $1002498.00   | 0.47%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP / Five Point Capital Corp.                       | Five Point Operating Co. LP / Five Point Capital Corp.                             | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335834 | PA      | $338910.24    | 0.16%             | 2028-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2447 | PA      | $2400.15      | 0.00%             | 2027-01-24      | Fixed         | 12.70%                | 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        |      5679 | PA      | $5814.24      | 0.00%             | 2026-02-27      | Fixed         | 14.49%                | 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        |      5273 | PA      | $5334.85      | 0.00%             | 2026-06-01      | Fixed         | 15.99%                | 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        |      1385 | PA      | $1361.38      | 0.00%             | 2026-11-12      | Fixed         | 19.55%                | No            |                  3 | 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      | $557975.00    | 0.26%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | 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        |      3206 | PA      | $3337.54      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218014.09    | 0.10%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                        | Clydesdale Acquisition Holdings, Inc.                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028150.13   | 0.48%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                    | ATI, Inc.                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737917.60    | 0.35%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500654.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       432 | PA      | $427.35       | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | 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        |      1232 | PA      | $368.28       | 0.00%             | 2026-11-23      | Fixed         | 25.39%                | 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        |      7654 | PA      | $7509.53      | 0.00%             | 2026-11-12      | Fixed         | 14.31%                | No            |                  3 | 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      | $297083.76    | 0.14%             | 2030-04-15      | Fixed         | 6.00%                 | 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      | $222814.80    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2497353.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3981 | PA      | $3887.94      | 0.00%             | 2027-01-24      | Fixed         | 9.69%                 | 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        |      1328 | PA      | $1304.15      | 0.00%             | 2026-12-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                   | ESAB Corp.                                                                         | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617678.40    | 0.29%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 185962334.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16237 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| EQT Corp.                                                                    | EQT Corp.                                                                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296568.41    | 0.14%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276129.39    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1901571.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3920 | PA      | $3880.71      | 0.00%             | 2026-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465251.40    | 0.22%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1606127.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2428 | PA      | $2446.71      | 0.00%             | 2026-08-17      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                 | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    775080 | PA      | $623462.73    | 0.29%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                | Magnera Corp.                                                                      | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353552.68    | 0.17%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                              | FirstCash, Inc.                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1142828.50   | 0.54%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | 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      |
| Rocket Software, Inc.                                                        | Rocket Software, Inc.                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1059302.20   | 0.50%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | 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        |      2845 | PA      | $2902.26      | 0.00%             | 2027-02-11      | Fixed         | 19.99%                | 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        |      2880 | PA      | $3005.08      | 0.00%             | 2026-09-17      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                      | Leeward Renewable Energy Operations LLC                                            | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943466.10    | 0.44%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                             | Transocean, Inc.                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $635586.60    | 0.30%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | 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        |      5618 | PA      | $5885.88      | 0.00%             | 2026-07-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Evergy, Inc.                                                                 | Evergy, Inc.                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     72000 | NS      | $5130720.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2451 | PA      | $2403.32      | 0.00%             | 2026-11-12      | Fixed         | 11.65%                | 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        |      9543 | PA      | $9540.23      | 0.00%             | 2027-02-04      | Fixed         | 16.99%                | 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        |     13939 | PA      | $13629.83     | 0.01%             | 2027-11-24      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Gray Media, Inc.                                                             | Gray Media, Inc.                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392298.16    | 0.18%             | 2032-07-15      | Fixed         | 9.62%                 | 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      | $692016.82    | 0.33%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2502179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       700 | PA      | $686.63       | 0.00%             | 2027-01-25      | Fixed         | 12.78%                | 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        |      1678 | PA      | $1656.60      | 0.00%             | 2026-10-22      | Fixed         | 25.71%                | 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        |      1947 | PA      | $1910.90      | 0.00%             | 2026-12-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                   | LendingClub Corp. - LCX PM, 188698368.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15061 | PA      | $1975.21      | 0.00%             | 2028-04-27      | Fixed         | 20.99%                | 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        |      2180 | PA      | $2255.33      | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9223 | PA      | $672.61       | 0.00%             | 2027-04-12      | Fixed         | 15.84%                | 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        |     10503 | PA      | $10566.97     | 0.00%             | 2026-12-28      | Fixed         | 11.70%                | 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        |      2196 | PA      | $2169.91      | 0.00%             | 2026-12-15      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207058.40    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                | Centene Corp.                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426366.30    | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | 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      | $308981.40    | 0.15%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | 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        |      7532 | PA      | $7695.75      | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | 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        |      1567 | PA      | $1528.43      | 0.00%             | 2026-12-14      | Fixed         | 9.09%                 | 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        |       725 | PA      | $714.05       | 0.00%             | 2026-11-12      | Fixed         | 30.67%                | 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        |      9377 | PA      | $9093.01      | 0.00%             | 2027-04-19      | Fixed         | 7.38%                 | No            |                  3 | 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      | $502671.00    | 0.24%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L1729743.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13396 | PA      | $13152.94     | 0.01%             | 2026-09-17      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11872928.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7312 | PA      | $1445.49      | 0.00%             | 2027-04-15      | Fixed         | 11.24%                | 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        |      1700 | PA      | $1669.87      | 0.00%             | 2026-11-12      | Fixed         | 17.94%                | 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        |      2205 | PA      | $2222.31      | 0.00%             | 2026-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                     | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT  | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       515 | PA      | $391.53       | 0.00%             | 2045-03-15      | Variable      | 16.26%                | 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      | $99258.68     | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2249856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       476 | PA      | $467.51       | 0.00%             | 2026-12-14      | Fixed         | 25.32%                | No            |                  3 | 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      | $515744.00    | 0.24%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $550019.50    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                            | OneSky Flight LLC                                                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262895.75    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                      | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $687494.95    | 0.32%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                     | Pebblebrook Hotel LP / PEB Finance Corp.                                           | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $709685.90    | 0.33%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $309811.50    | 0.15%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Maya SAS                                                                     | Maya SAS                                                                           | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $437639.08    | 0.21%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252023.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $1879.29      | 0.00%             | 2026-12-15      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                             | Boeing Co. (The)                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3000 | NS      | $223260.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                                                  | Pinnacle West Capital Corp.                                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     20000 | NS      | $1787200.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                | Gartner, Inc.                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197765.06    | 0.09%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248932.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $68.20        | 0.00%             | 2026-12-14      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $647015.40    | 0.30%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | 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        |      8080 | PA      | $8157.65      | 0.00%             | 2026-05-18      | Fixed         | 10.34%                | 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        |      1822 | PA      | $1323.60      | 0.00%             | 2026-09-17      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| Alliant Energy Corp.                                                         | Alliant Energy Corp.                                                               | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80000 | NS      | $5205600.00   | 2.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2032337.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4426 | PA      | $4347.31      | 0.00%             | 2027-04-12      | Fixed         | 26.62%                | 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        |      3745 | PA      | $600.20       | 0.00%             | 2026-12-14      | Fixed         | 10.51%                | 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        |       745 | PA      | $734.21       | 0.00%             | 2026-12-15      | Fixed         | 17.76%                | 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        |      4121 | PA      | $4070.19      | 0.00%             | 2026-12-14      | Fixed         | 16.43%                | No            |                  3 | 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        |    475000 | PA      | $452770.00    | 0.21%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                            | GGAM Finance Ltd.                                                                  | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $743206.80    | 0.35%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2499403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1248 | PA      | $1234.20      | 0.00%             | 2027-01-24      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP           | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $776513.92    | 0.37%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                     | Venture Global LNG, Inc.                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622096.80    | 0.29%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                           | StoneX Group, Inc.                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528893.50    | 0.25%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2253542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       814 | PA      | $802.28       | 0.00%             | 2026-12-15      | Fixed         | 31.19%                | 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        |     10237 | PA      | $9995.78      | 0.00%             | 2026-11-16      | Fixed         | 9.89%                 | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $515969.00    | 0.24%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500341.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       959 | PA      | $945.25       | 0.00%             | 2027-01-28      | Fixed         | 18.83%                | 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        |      3791 | PA      | $3728.38      | 0.00%             | 2026-12-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| WEC Energy Group, Inc.                                                       | WEC Energy Group, Inc.                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     20000 | NS      | $2130200.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                               | US Foods, Inc.                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722089.90    | 0.34%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2500298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $657.46       | 0.00%             | 2027-01-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2971973.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $59.20        | 0.00%             | 2035-09-19      | Fixed         | 20.05%                | 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        |      8057 | PA      | $8183.56      | 0.00%             | 2027-02-28      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-11021456.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13374 | PA      | $13969.31     | 0.01%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                                      | Nabors Industries, Inc.                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901426.80    | 0.42%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | 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        |      3723 | PA      | $3761.37      | 0.00%             | 2027-05-05      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                       | Cleveland-Cliffs, Inc.                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338434.98    | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                 | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1156169.28   | 0.54%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                           | Braskem Idesa SAPI                                                                 | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $207631.92    | 0.10%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031108.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20178 | PA      | $5029.89      | 0.00%             | 2027-04-12      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Sempra, Inc.                                                                 | Sempra, Inc.                                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     90000 | NS      | $7430400.00   | 3.50%             |  |  |  | No            |                  1 | 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        |      4721 | PA      | $4852.15      | 0.00%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                              | DSG Topco, Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2027 | NS      | $27871.25     | 0.01%             |  |  |  | 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        |      3703 | PA      | $3639.58      | 0.00%             | 2026-12-14      | Fixed         | 26.38%                | 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        |      2232 | PA      | $2189.32      | 0.00%             | 2026-11-12      | Fixed         | 12.19%                | 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        |      2722 | PA      | $2680.58      | 0.00%             | 2027-01-25      | Fixed         | 18.98%                | 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        |      3438 | PA      | $3566.47      | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | 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        |       236 | PA      | $232.52       | 0.00%             | 2026-11-12      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| CommScope LLC                                                                | CommScope LLC                                                                      | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1606400.00   | 0.76%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                    | ATS Corp.                                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1244595.56   | 0.59%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249983.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       825 | PA      | $811.68       | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                            | Duke Energy Corp.                                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     40000 | NS      | $4899600.00   | 2.30%             |  |  |  | No            |                  1 | 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      | $789393.68    | 0.37%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | 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        |     12473 | PA      | $12935.10     | 0.01%             | 2027-04-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                         | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292067.79    | 0.14%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                               | NCL Corp. Ltd.                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $46224.11     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2031479.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5276 | PA      | $5210.57      | 0.00%             | 2026-11-12      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711589.90    | 0.33%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2500185.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6139 | PA      | $431.63       | 0.00%             | 2027-11-24      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Viasat, Inc.                                                                 | Viasat, Inc.                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    525000 | PA      | $493491.23    | 0.23%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                 | Jones Deslauriers Insurance Management, Inc.                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $956361.60    | 0.45%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                       | Antero Resources Corp.                                                             | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705588.10    | 0.33%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2100737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $907.23       | 0.00%             | 2027-04-23      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2102006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17550 | PA      | $1466.60      | 0.00%             | 2026-11-23      | Fixed         | 8.84%                 | 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        |      5001 | PA      | $5052.45      | 0.00%             | 2026-08-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Beacon Mobility Corp.                                                        | Beacon Mobility Corp.                                                              | CUSIP: 073644AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $269676.42    | 0.13%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2031845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5531 | PA      | $3084.27      | 0.00%             | 2026-11-12      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360339.32    | 0.17%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | 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        |      3107 | PA      | $3218.08      | 0.00%             | 2027-02-24      | Fixed         | 25.49%                | 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        |      3633 | PA      | $3529.23      | 0.00%             | 2026-10-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                             | Bombardier, Inc.                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $705660.53    | 0.33%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                        | OneMain Finance Corp.                                                              | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494695.50    | 0.23%             | 2029-11-15      | Fixed         | 5.38%                 | 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      | $861633.60    | 0.41%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1705005.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14847 | PA      | $14601.50     | 0.01%             | 2028-01-15      | Fixed         | 15.00%                | 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        |      2940 | PA      | $2903.65      | 0.00%             | 2027-04-19      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                 | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $307978.80    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2248936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2287 | PA      | $2250.51      | 0.00%             | 2026-12-15      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                              | PRA Group, Inc.                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618474.00    | 0.29%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | 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        |     16984 | PA      | $17239.50     | 0.01%             | 2027-07-15      | Fixed         | 9.74%                 | 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        |       863 | PA      | $853.38       | 0.00%             | 2026-09-17      | Fixed         | 15.91%                | 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        |     15845 | PA      | $16100.82     | 0.01%             | 2026-10-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                       | Institutional Fiduciary Trust - Money Market Portfolio                             | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   5782291 | NS      | $5782291.45   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2252233.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1056 | PA      | $1040.87      | 0.00%             | 2026-12-15      | Fixed         | 30.05%                | No            |                  3 | 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      | $1223663.74   | 0.58%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                            | Rocket Cos., Inc.                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $415590.02    | 0.20%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391212.96    | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1645337.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6849 | PA      | $7003.00      | 0.00%             | 2026-10-27      | Fixed         | 18.48%                | 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        |     15545 | PA      | $15048.85     | 0.01%             | 2027-01-24      | Fixed         | 5.37%                 | 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        |      2721 | PA      | $2758.30      | 0.00%             | 2026-07-25      | Fixed         | 15.99%                | 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        |      4608 | PA      | $4519.08      | 0.00%             | 2027-07-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                       | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520019.50    | 0.24%             | 2031-05-15      | Fixed         | 6.75%                 | 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      | $517305.00    | 0.24%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                           | DT Midstream, Inc.                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $1041800.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings, Inc.                                                         | Osaic Holdings, Inc.                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234533.76    | 0.11%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10341 | PA      | $10142.72     | 0.00%             | 2027-01-25      | Fixed         | 11.81%                | 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      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10561192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $926.98       | 0.00%             | 2025-11-03      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                | Novelis Corp.                                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90753.64     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | 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      | $83234.27     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2249041.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       473 | PA      | $465.45       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | 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        |      3190 | PA      | $3143.53      | 0.00%             | 2027-01-25      | Fixed         | 19.88%                | 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        |      2147 | PA      | $2116.87      | 0.00%             | 2027-01-25      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Encore Capital Group, Inc.                                                   | Encore Capital Group, Inc.                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423001.60    | 0.20%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                          | Newell Brands, Inc.                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48931.96     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1666890.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5433 | PA      | $5514.69      | 0.00%             | 2026-11-10      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Enerflex Ltd.                                                                | Enerflex Ltd.                                                                      | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $164789.92    | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                        | Dominion Energy, Inc.                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     65000 | NS      | $3893500.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2971841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       415 | PA      | $409.02       | 0.00%             | 2027-04-19      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-10572421.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       771 | PA      | $771.46       | 0.00%             | 2026-09-20      | Fixed         | 10.49%                | 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        |     22268 | PA      | $21951.81     | 0.01%             | 2027-05-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                          | Expand Energy Corp., Escrow Account                                                | CUSIP: 165ESCAJ3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $5700.00      | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | 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      | $414802.80    | 0.20%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                    | Standard Industries, Inc.                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495655.25    | 0.23%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2252476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3129 | PA      | $3053.01      | 0.00%             | 2026-12-15      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1661010.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8081 | PA      | $8048.53      | 0.00%             | 2026-11-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                  | Vibrantz Technologies, Inc.                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $531015.00    | 0.25%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                | Entergy Corp.                                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60000 | NS      | $5285400.00   | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2498546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $233.44       | 0.00%             | 2027-01-24      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                            | LendingClub Corp., 160809803.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1592 | PA      | $1587.84      | 0.00%             | 2034-11-08      | Fixed         | 13.08%                | 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        |       787 | PA      | $219.62       | 0.00%             | 2035-07-17      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2003411.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3841 | PA      | $3771.26      | 0.00%             | 2027-04-12      | Fixed         | 27.50%                | 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        |       752 | PA      | $745.32       | 0.00%             | 2027-01-25      | Fixed         | 17.78%                | No            |                  3 | 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      | $802419.20    | 0.38%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1609277.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3761 | PA      | $3796.33      | 0.00%             | 2026-08-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                     | CACI International, Inc.                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438894.23    | 0.21%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                          | Prosper Funding LLC, 1701108.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12804 | PA      | $12823.64     | 0.01%             | 2027-01-12      | Fixed         | 15.70%                | No            |                  3 | 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        |    500000 | PA      | $523161.00    | 0.25%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                | Calpine Corp.                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692100.15    | 0.33%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2498744.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4249 | PA      | $4195.74      | 0.00%             | 2027-01-24      | Fixed         | 26.78%                | 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        |      5736 | PA      | $5712.79      | 0.00%             | 2027-02-04      | Fixed         | 15.19%                | 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        |      3002 | PA      | $2989.18      | 0.00%             | 2026-12-18      | Fixed         | 12.87%                | 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        |       543 | PA      | $535.71       | 0.00%             | 2027-01-24      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| JH North America Holdings, Inc.                                              | JH North America Holdings, Inc.                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75874.88     | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | 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        |      2512 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | 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        |      9899 | PA      | $10076.95     | 0.00%             | 2027-03-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Dream Finders Homes, Inc.                                                    | Dream Finders Homes, Inc.                                                          | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519602.50    | 0.24%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                    | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420052.80    | 0.20%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                     | CenterPoint Energy, Inc.                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    122800 | NS      | $4630788.00   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings, Inc.                                                     | RB Global Holdings, Inc.                                                           | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128097.38    | 0.06%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                          | Medline Borrower LP                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495471.45    | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                        | Veritiv Operating Co.                                                              | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243836.55    | 0.11%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                                     | EquipmentShare.com, Inc.                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    800000 | PA      | $848276.80    | 0.40%             | 2028-05-15      | Fixed         | 9.00%                 | 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      | $731490.12    | 0.34%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | 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        |      4759 | PA      | $4964.06      | 0.00%             | 2027-05-18      | Fixed         | 21.99%                | 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        |      2034 | PA      | $2014.47      | 0.00%             | 2027-01-24      | Fixed         | 16.51%                | 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      | $3515.87      | 0.00%             | 2027-02-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                       | Freedom Financial Asset Management LLC, APP-15107872.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3033 | PA      | $923.07       | 0.00%             | 2026-11-15      | Fixed         | 20.49%                | 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        |      2527 | PA      | $2529.38      | 0.00%             | 2026-08-27      | Fixed         | 14.29%                | 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        |       912 | PA      | $904.04       | 0.00%             | 2027-04-19      | Fixed         | 16.32%                | 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        |      1883 | PA      | $1865.66      | 0.00%             | 2027-01-25      | Fixed         | 17.77%                | 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        |       879 | PA      | $868.43       | 0.00%             | 2027-05-14      | Fixed         | 19.70%                | 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        |      5937 | PA      | $5942.82      | 0.00%             | 2026-09-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Neogen Food Safety Corp.                                                     | Neogen Food Safety Corp.                                                           | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419357.20    | 0.20%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | 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        |     10934 | PA      | $11527.22     | 0.01%             | 2028-04-27      | Fixed         | 24.74%                | 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        |     24800 | PA      | $25196.02     | 0.01%             | 2027-08-28      | Fixed         | 12.49%                | 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      | $965.03       | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1730043.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1469 | PA      | $1445.56      | 0.00%             | 2026-09-17      | Fixed         | 21.14%                | 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        |      1277 | PA      | $1264.66      | 0.00%             | 2026-11-23      | Fixed         | 16.06%                | 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        |      8738 | PA      | $8578.99      | 0.00%             | 2026-11-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW2972102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $139.09       | 0.00%             | 2027-04-19      | Fixed         | 26.72%                | 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        |      4146 | PA      | $4013.67      | 0.00%             | 2027-01-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., L2250010.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1941 | PA      | $1907.11      | 0.00%             | 2026-12-14      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Waste Pro USA, Inc.                                                          | Waste Pro USA, Inc.                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209626.20    | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | 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      | $942.64       | 0.00%             | 2027-06-25      | Fixed         | 31.05%                | 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        |     20649 | PA      | $20948.18     | 0.01%             | 2027-04-01      | Fixed         | 14.34%                | 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        |      6214 | PA      | $6065.87      | 0.00%             | 2027-10-28      | Fixed         | 11.80%                | No            |                  3 | 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      | $1073436.00   | 0.50%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP                                                                          | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529252.00    | 0.25%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | 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        |     14097 | PA      | $11633.24     | 0.01%             | 2027-12-28      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                        | Upstart Network, Inc., FW1729684.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1457 | PA      | $1436.81      | 0.00%             | 2027-02-17      | Fixed         | 29.10%                | No            |                  3 | 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      | $483251.45    | 0.23%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                   | Woodside Energy Group Ltd.                                                         | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      9101 | NS      | $156355.18    | 0.07%             |  |  |  | No            |                  1 | 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        |     11634 | PA      | $0.00         | 0.00%             | 2027-06-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                            | Hillenbrand, Inc.                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613676.40    | 0.29%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                  | Gates Corp.                                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416397.20    | 0.20%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Franklin Universal Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer