# EDGAR Filing Document

**Accession Number:** 0000833040
**File Stem:** 0001752724-23-008675
**Filing Date:** 2023-1
**Character Count:** 1330306
**Document Hash:** 437289777c56638adfd56c4daf521096
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-008675.hdr.sgml**: 20230123

**ACCESSION NUMBER**: 0001752724-23-008675

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230123

**DATE AS OF CHANGE**: 20230123

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FRANKLIN UNIVERSAL TRUST
- **CENTRAL INDEX KEY:** 0000833040
- **IRS NUMBER:** 943077602
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05569
- **FILM NUMBER:** 23543661

**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

## Nport-Ex

## Schedule of Investments
(unaudited)

| Franklin Universal Trust | 2 |
| --- | --- |
| Notes to Schedule of Investments | 37 |

FINANCIALS UNIVERSAL TRUST

Schedule of Investments (unaudited), November 30, 2022

| Net FDIC Incurred | May Less Value | No Bank Guarantee |
| --- | --- | --- |

KUTQAP4

1

|  | Country | Shares | Value |
| --- | --- | --- | --- |
| Common Stocks 48.6% |  |  |  |
| Stocks (dollars) 48.6% |  |  |  |
| Alban Energy Corp. | United States | 80,000 | 84,584,000 |
| American Electric Power Co. Inc. | United States | 65,000 | 6,280,000 |
| Constellation Energy Corp. | United States | 21,000 | 2,080,000 |
| Duke Energy Corp. | United States | 40,000 | 3,687,100 |
| Edison International | United States | 50,000 | 3,380,700 |

2 | Quarterly Schedule of Investments | See Notes to Schedule of Investments

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNAUDITED)

| Energy Corp. | United States | 3,000,000 | 5,485,100 |
| --- | --- | --- | --- |
| Food & Drug | United States | 72,000 | 4,283,110 |
| Food & Drug | United States | 85,000 | 2,680,050 |
| Food & Drug & Consumable Fuels & Gas | United States | 81,000 | 2,520,040 |
| Food & Drug & Consumer Corp. Limited | United States | 115,000 | 5,740,000 |
| Non-Fire Energy | United States | 25,000 | 1,000,000 |
| Food & Drug & Consumable Fuels & Gas | United States | 24,000 | 725,040 |
| PPL Corp. | United States | 1,000,000 | 3,584,020 |
| Southern Co. (The) | United States | 11,000,000 | 3,682,100 |
| Jock Energy Inc. | United States | 11,000,000 |  |

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 3

PREMIUM GENERAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| Convertible Bonds 5.0% | Country | Principal Amount | US $ |
| --- | --- | --- | --- |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |
| Common Commercial Trade Services 5.0% |  |  |  |

4 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

# FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUSTED)

| Grades, Rents, Adds, & Dues, & Taxes | United States | 10,000,000 | 82,145 |
| --- | --- | --- | --- |
| Grades, Rents, Adds, & Dues, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes | United States | 10,000,000 | 82,145 |
| Grades, Rents, Adds, & Dues, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes, & Taxes | United States | 10,000,000 | 82,145 |

See Rules in Schedule of Investments | Quarterly Schedule of Investments | 5

PREMIUM UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| Accumulated/(Unfunded) | Projected | Proposed | 2,500,000 |
| --- | --- | --- | --- |
| Accumulated/(Unfunded) | Accumulated/(Unfunded) | Accumulated/(Unfunded) | 2,500,000 |
| Accumulated/(Unfunded) | Accumulated/(Unfunded) | Accumulated/(Unfunded) | 2,500,000 |
| Accumulated/(Unfunded) | Accumulated/(Unfunded) | Accumulated/(Unfunded) | 2,500,000 |

9 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUSTED)

| Total Investment in the United States | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| Total Investment in the United States | 1,000,000 | 1,000,000 |
| Total Investment in the United States | 1,000,000 | 1,000,000 |
| Total Investment in the United States | 1,000,000 | 1,000,000 |
| Total Investment in the United States | 1,000,000 | 1,000,000 |

See Rules in Schedule of Investments | Quarterly Schedule of Investments | 7

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| Notes & File | Principal | Amount |
| --- | --- | --- |
| 1. The following is a list of the following items: (1) The following items: (2) The following items: (3) The following items: (4) The following items: (5) The following items: (6) The following items: (7) The following items: (8) The following items: (9) The following items: (10) The following items: (11) The following items: (12) The following items: (13) The following items: (14) The following items: (15) The following items: (16) The following items: (17) The following items: (18) The following items: (19) The following items: (20) The following items: (21) The following items: (22) The following items: (23) The following items: (24) The following items: (25) The following items: (26) The following items: (27) The following items: (28) The following items: (29) The following items: (30) The following items: (31) The following items: (32) The following items: (33) The following items: (34) The following items: (35) The following items: (36) The following items: (37) The following items: (38) The following items: (39) The following items: (40) The following items: (41) The following items: (42) The following items: (43) The following items: (44) The following items: (45) The following items: (46) The following items: (47) The following items: (48) The following items: (49) The following items: (50) The following items: (51) The following items: (52) The following items: (53) The following items: (54) The following items: (55) The following items: (56) The following items: (57) The following items: (58) The following items: (59) The following items: (60) The following items: (61) The following items: (62) The following items: (63) The following items: (64) The following items: (65) The following items: (66) The following items: (67) The following items: (68) The following items: (69) The following items: (70) The following items: (71) The following items: (72) The following items: (73) The following items: (74) The following items: (75) The following items: (76) The following items: (77) The following items: (78) The following items: (79) The following items: (80) The following items: (81) The following items: (82) The following items: (83) The following items: (84) The following items: (85) The following items: (86) The following items: (87) The following items: (88) The following items: (89) The following items: (90) The following items: (91) The following items: (92) The following items: (93) The following items: (94) The following items: (95) The following items: (96) The following items: (97) The following items: (98) The following items: (99) The following items: (100) | 1. The following items: (1,000,000,000) | 1,000,000,000 |

9 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

# PRAKELIN UNIFORMA TRUST
SCHEDULE OF INVESTMENTS (UNAUDITED)

| SCHEDULE OF INVESTMENTS (UNAUDITED) | ACTUAL | ACTUAL | PROJECT |
| --- | --- | --- | --- |
| Investments, Services, Services LLC / Home Finance, Inc., Seabrook | 1,000,000 | 1,000,000 | 1,000,000 |
| Investments, Services LLC / Home Finance, Inc., Seabrook | 1,000,000 | 1,000,000 | 1,000,000 |
| Investments, Services LLC / Home Finance, Inc., Seabrook | 1,000,000 | 1,000,000 | 1,000,000 |
| Investments, Services LLC / Home Finance, Inc., Seabrook | 1,000,000 | 1,000,000 | 1,000,000 |

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 5

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| 1. The New York State, 1944, 1. 1951, 1. 1952, 1. 1953, 1. 1954, 1. 1955, 1. 1956, 1. 1957, 1. 1958, 1. 1959, 1. 1960, 1. 1961, 1. 1962, 1. 1963, 1. 1964, 1. 1965, 1. 1966, 1. 1967, 1. 1968, 1. 1969, 1. 1970, 1. 1971, 1. 1972, 1. 1973, 1. 1974, 1. 1975, 1. 1976, 1. 1977, 1. 1978, 1. 1979, 1. 1980, 1. 1981, 1. 1982, 1. 1983, 1. 1984, 1. 1985, 1. 1986, 1. 1987, 1. 1988, 1. 1989, 1. 1990, 1. 1991, 1. 1992, 1. 1993, 1. 1994, 1. 1995, 1. 1996, 1. 1997, 1. 1998, 1. 1999, 1. 2000, 2. 2001, 2. 2002, 2. 2003, 2. 2004, 2. 2005, 2. 2006, 2. 2007, 2. 2008, 2. 2009, 2. 2010, 2. 2011, 2. 2012, 2. 2013, 2. 2014, 2. 2015, 2. 2016, 2. 2017, 2. 2018, 2. 2019, 2. 2020, 2. 2021, 2. 2022, 2. 2023, 2. 2024, 2. 2025, 2. 2026, 2. 2027, 2. 2028, 2. 2029, 2. 2030, 2. 2031, 2. 2032, 2. 2033, 2. 2034, 2. 2035, 2. 2036, 2. 2037, 2. 2038, 2. 2039, 2. 2040, 2. 2041, 2. 2042, 2. 2043, 2. 2044, 2. 2045, 2. 2046, 2. 2047, 2. 2048, 2. 2049, 2. 2050, 2. 2051, 2. 2052, 2. 2053, 2. 2054, 2. 2055, 2. 2056, 2. 2057, 2. 2058, 2. 2059, 2. 2060, 2. 2061, 2. 2062, 2. 2063, 2. 2064, 2. 2065, 2. 2066, 2. 2067, 2. 2068, 2. 2069, 2. 2070, 2. 2071, 2. 2072, 2. 2073, 2. 2074, 2. 2075, 2. 2076, 2. 2077, 2. 2078, 2. 2079, 2. 2080, 2. 2081, 2. 2082, 2. 2083, 2. 2084, 2. 2085, 2. 2086, 2. 2087, 2. 2088, 2. 2089, 2. 2090, 2. 2091, 2. 2092, 2. 2093, 2. 2094, 2. 2095, 2. 2096, 2. 2097, 2. 2098, 2. 2099, 2. 2100, 2. 2101, 2. 2102, 2. 2103, 2. 2104, 2. 2105, 2. 2106, 2. 2107, 2. 2108, 2. 2109, 2. 2110, 2. 2111, 2. 2112, 2. 2113, 2. 2114, 2. 2115, 2. 2116, 2. 2117, 2. 2118, 2. 2119, 2. 2120, 2. 2121, 2. 2122, 2. 2123, 2. 2124, 2. 2125, 2. 2126, 2. 2127, 2. 2128, 2. 2129, 2. 2130, 2. 2131, 2. 2132, 2. 2133, 2. 2134, 2. 2135, 2. 2136, 2. 2137, 2. 2138, 2. 2139, 2. 2140, 2. 2141, 2. 2142, 2. 2143, 2. 2144, 2. 2145, 2. 2146, 2. 2147, 2. 2148, 2. 2149, 2. 2150, 2. 2151, 2. 2152, 2. 2153, 2. 2154, 2. 2155, 2. 2156, 2. 2157, 2. 2158, 2. 2159, 2. 2160, 2. 2161, 2. 2162, 2. 2163, 2. 2164, 2. 2165, 2. 2166, 2. 2167, 2. 2168, 2. 2169, 2. 2170, 2. 2171, 2. 2172, 2. 2173, 2. 2174, 2. 2175, 2. 2176, 2. 2177, 2. 2178, 2. 2179, 2. 2180, 2. 2181, 2. 2182, 2. 2183, 2. 2184, 2. 2185, 2. 2186, 2. 2187, 2. 2188, 2. 2189, 2. 2190, 2. 2191, 2. 2192, 2. 2193, 2. 2194, 2. 2195, 2. 2196, 2. 2197, 2. 2198, 2. 2199, 2. 2200, 2. 2201, 2. 2202, 2. 2203, 2. 2204, 2. 2205, 2. 2206, 2. 2207, 2. 2208, 2. 2209, 2. 2210, 2. 2211, 2. 2212, 2. 2213, 2. 2214, 2. 2215, 2. 2216, 2. 2217, 2. 2218, 2. 2219, 2. 2220, 2. 2221, 2. 2222, 2. 2223, 2. 2224, 2. 2225, 2. 2226, 2. 2227, 2. 2228, 2. 2229, 2. 2230, 2. 2231, 2. 2232, 2. 2233, 2. 2234, 2. 2235, 2. 2236, 2. 2237, 2. 2238, 2. 2239, 2. 2240, 2. 2241, 2. 2242, 2. 2243, 2. 2244, 2. 2245, 2. 2246, 2. 2247, 2. 2248, 2. 2249, 2. 2250, 2. 2251, 2. 2252, 2. 2253, 2. 2254, 2. 2255, 2. 2256, 2. 2257, 2. 2258, 2. 2259, 2. 2260, 2. 2261, 2. 2262, 2. 2263, 2. 2264, 2. 2265, 2. 2266, 2. 2267, 2. 2268, 2. 2269, 2. 2270, 2. 2271, 2. 2272, 2. 2273, 2. 2274, 2. 2275, 2. 2276, 2. 2277, 2. 2278, 2. 2279, 2. 2280, 2. 2281, 2. 2282, 2. 2283, 2. 2284, 2. 2285, 2. 2286, 2. 2287, 2. 2288, 2. 2289, 2. 2290, 2. 2291, 2. 2292, 2. 2293, 2. 2294, 2. 2295, 2. 2296, 2. 2297, 2. 2298, 2. 2299, 2. 2300, 2. 2301, 2. 2302, 2. 2303, 2. 2304, 2. 2305, 2. 2306, 2. 2307, 2. 2308, 2. 2309, 2. 2310, 2. 2311, 2. 2312, 2. 2313, 2. 2314, 2. 2315, 2. 2316, 2. 2317, 2. 2318, 2. 2319, 2. 2320, 2. 2321, 2. 2322, 2. 2323, 2. 2324, 2. 2325, 2. 2326, 2. 2327, 2. 2328, 2. 2329, 2. 2330, 2. 2331, 2. 2332, 2. 2333, 2. 2334, 2. 2335, 2. 2336, 2. 2337, 2. 2338, 2. 2339, 2. 2340, 2. 2341, 2. 2342, 2. 2343, 2. 2344, 2. 2345, 2. 2346, 2. 2347, 2. 2348, 2. 2349, 2. 2350, 2. 2351, 2. 2352, 2. 2353, 2. 2354, 2. 2355, 2. 2356, 2. 2357, 2. 2358, 2. 2359, 2. 2360, 2. 2361, 2. 2362, 2. 2363, 2. 2364, 2. 2365, 2. 2366, 2. 2367, 2. 2368, 2. 2369, 2. 2370, 2. 2371, 2. 2372, 2. 2373, 2. 2374, 2. 2375, 2. 2376, 2. 2377, 2. 2378, 2. 2379, 2. 2380, 2. 2381, 2. 2382, 2. 2383, 2. 2384, 2. 2385, 2. 2386, 2. 2387, 2. 2388, 2. 2389, 2. 2390, 2. 2391, 2. 2392, 2. 2393, 2. 2394, 2. 2395, 2. 2396, 2. 2397, 2. 2398, 2. 2399, 2. 2400, 2. 2401, 2. 2402, 2. 2403, 2. 2404, 2. 2405, 2. 2406, 2. 2407, 2. 2408, 2. 2409, 2. 2410, 2. 2411, 2. 2412, 2. 2413, 2. 2414, 2. 2415, 2. 2416, 2. 2417, 2. 2418, 2. 2419, 2. 2420, 2. 2421, 2. 2422, 2. 2423, 2. 2424, 2. 2425, 2. 2426, 2. 2427, 2. 2428, 2. 2429, 2. 2430, 2. 2431, 2. 2432, 2. 2433, 2. 2434, 2. 2435, 2. 2436, 2. 2437, 2. 2438, 2. 2439, 2. 2440, 2. 2441, 2. 2442, 2. 2443, 2. 2444, 2. 2445, 2. 2446, 2. 2447, 2. 2448, 2. 2449, 2. 2450, 2. 2451, 2. 2452, 2. 2453, 2. 2454, 2. 2455, 2. 2456, 2. 2457, 2. 2458, 2. 2459, 2. 2460, 2. 2461, 2. 2462, 2. 2463, 2. 2464, 2. 2465, 2. 2466, 2. 2467, 2. 2468, 2. 2469, 2. 2470, 2. 2471, 2. 2472, 2. 2473, 2. 2474, 2. 2475, 2. 2476, 2. 2477, 2. 2478, 2. 2479, 2. 2480, 2. 2481, 2. 2482, 2. 2483, 2. 2484, 2. 2485, 2. 2486, 2. 2487, 2. 2488, 2. 2489, 2. 2490, 2. 2491, 2. 2492, 2. 2493, 2. 2494, 2. 2495, 2. 2496, 2. 2497, 2. 2498, 2. 2499, 2. 2500, 2. 2501, 2. 2502, 2. 2503, 2. 2504, 2. 2505, 2. 2506, 2. 2507, 2. 2508, 2. 2509, 2. 2510, 2. 2511, 2. 2512, 2. 2513, 2. 2514, 2. 2515, 2. 2516, 2. 2517, 2. 2518, 2. 2519, 2. 2520, 2. 2521, 2. 2522, 2. 2523, 2. 2524, 2. 2525, 2. 2526, 2. 2527, 2. 2528, 2. 2529, 2. 2530, 2. 2531, 2. 2532, 2. 2533, 2. 2534, 2. 2535, 2. 2536, 2. 2537, 2. 2538, 2. 2539, 2. 2540, 2. 2541, 2. 2542, 2. 2543, 2. 2544, 2. 2545, 2. 2546, 2. 2547, 2. 2548, 2. 2549, 2. 2550, 2. 2551, 2. 2552, 2. 2553, 2. 2554, 2. 2555, 2. 2556, 2. 2557, 2. 2558, 2. 2559, 2. 2560, 2. 2561, 2. 2562, 2. 2563, 2. 2564, 2. 2565, 2. 2566, 2. 2567, 2. 2568, 2. 2569, 2. 2570, 2. 2571, 2. 2572, 2. 2573, 2. 2574, 2. 2575, 2. 2576, 2. 2577, 2. 2578, 2. 2579, 2. 2580, 2. 2581, 2. 2582, 2. 2583, 2. 2584, 2. 2585, 2. 2586, 2. 2587, 2. 2588, 2. 2589, 2. 2590, 2. 2591, 2. 2592, 2. 2593, 2. 2594, 2. 2595, 2. 2596, 2. 2597, 2. 2598, 2. 2599, 2. 2600, 2. 2601, 2. 2602, 2. 2603, 2. 2604, 2. 2605, 2. 2606, 2. 2607, 2. 2608, 2. 2609, 2. 2610, 2. 2611, 2. 2612, 2. 2613, 2. 2614, 2. 2615, 2. 2616, 2. 2617, 2. 2618, 2. 2619, 2. 2620, 2. 2621, 2. 2622, 2. 2623, 2. 2624, 2. 2625, 2. 2626, 2. 2627, 2. 2628, 2. 2629, 2. 2630, 2. 2631, 2. 2632, 2. 2633, 2. 2634, 2. 2635, 2. 2636, 2. 2637, 2. 2638, 2. 2639, 2. 2640, 2. 2641, 2. 2642, 2. 2643, 2. 2644, 2. 2645, 2. 2646, 2. 2647, 2. 2648, 2. 2649, 2. 2650, 2. 2651, 2. 2652, 2. 2653, 2. 2654, 2. 2655, 2. 2656, 2. 2657, 2. 2658, 2. 2659, 2. 2660, 2. 2661, 2. 2662, 2. 2663, 2. 2664, 2. 2665, 2. 2666, 2. 2667, 2. 2668, 2. 2669, 2. 2670, 2. 2671, 2. 2672, 2. 2673, 2. 2674, 2. 2675, 2. 2676, 2. 2677, 2. 2678, 2. 2679, 2. 2680, 2. 2681, 2. 2682, 2. 2683, 2. 2684, 2. 2685, 2. 2686, 2. 2687, 2. 2688, 2. 2689, 2. 2690, 2. 2691, 2. 2692, 2. 2693, 2. 2694, 2. 2695, 2. 2696, 2. 2697, 2. 2698, 2. 2699, 2. 2700, 2. 2701, 2. 2702, 2. 2703, 2. 2704, 2. 2705, 2. 2706, 2. 2707, 2. 2708, 2. 2709, 2. 2710, 2. 2711, 2. 2712, 2. 2713, 2. 2714, 2. 2715, 2. 2716, 2. 2717, 2. 2718, 2. 2719, 2. 2720, 2. 2721, 2. 2722, 2. 2723, 2. 2724, 2. 2725, 2. 2726, 2. 2727, 2. 2728, 2. 2729, 2. 2730, 2. 2731, 2. 2732, 2. 2733, 2. 2734, 2. 2735, 2. 2736, 2. 2737, 2. 2738, 2. 2739, 2. 2740, 2. 2741, 2. 2742, 2. 2743, 2. 2744, 2. 2745, 2. 2746, 2. 2747, 2. 2748, 2. 2749, 2. 2750, 2. 2751, 2. 2752, 2. 2753, 2. 2754, 2. 2755, 2. 2756, 2. 2757, 2. 2758, 2. 2759, 2. 2760, 2. 2761, 2. 2762, 2. 2763, 2. 2764, 2. 2765, 2. 2766, 2. 2767, 2. 2768, 2. 2769, 2. 2770, 2. 2771, 2. 2772, 2. 2773, 2. 2774, 2. 2775, 2. 2776, 2. 2777, 2. 2778, 2. 2779, 2. 2780, 2. 2781, 2. 2782, 2. 2783, 2. 2784, 2. 2785, 2. 2786, 2. 2787, 2. 2788, 2. 2789, 2. 2790, 2. 2791, 2. 2792, 2. 2793, 2. 2794, 2. 2795, 2. 2796, 2. 2797, 2. 2798, 2. 2799, 2. 2800, 2. 2801, 2. 2802, 2. 2803, 2. 2804, 2. 2805, 2. 2806, 2. 2807, 2. 2808, 2. 2809, 2. 2810, 2. 2811, 2. 2812, 2. 2813, 2. 2814, 2. 2815, 2. 2816, 2. 2817, 2. 2818, 2. 2819, 2. 2820, 2. 2821, 2. 2822, 2. 2823, 2. 2824, 2. 2825, 2. 2826, 2. 2827, 2. 2828, 2. 2829, 2. 2830, 2. 2831, 2. 2832, 2. 2833, 2. 2834, 2. 2835, 2. 2836, 2. 2837, 2. 2838, 2. 2839, 2. 2840, 2. 2841, 2. 2842, 2. 2843, 2. 2844, 2. 2845, 2. 2846, 2. 2847, 2. 2848, 2. 2849, 2. 2850, 2. 2851, 2. 2852, 2. 2853, 2. 2854, 2. 2855, 2. 2856, 2. 2857, 2. 2858, 2. 2859, 2. 2860, 2. 2861, 2. 2862, 2. 2863, 2. 2864, 2. 2865, 2. 2866, 2. 2867, 2. 2868, 2. 2869, 2. 2870, 2. 2871, 2. 2872, 2. 2873, 2. 2874, 2. 2875, 2. 2876, 2. 2877, 2. 2878, 2. 2879, 2. 2880, 2. 2881, 2. 2882, 2. 2883, 2. 2884, 2. 2885, 2. 2886, 2. 2887, 2. 2888, 2. 2889, 2. 2890, 2. 2891, 2. 2892, 2. 2893, 2. 2894, 2. 2895, 2. 2896, 2. 2897, 2. 2898, 2. 2899, 2. 2900, 2. 2901, 2. 2902, 2. 2903, 2. 2904, 2. 2905, 2. 2906, 2. 2907, 2. 2908, 2. 2909, 2. 2910, 2. 2911, 2. 2912, 2. 2913, 2. 2914, 2. 2915, 2. 2916, 2. 2917, 2. 2918, 2. 2919, 2. 2920, 2. 2921, 2. 2922, 2. 2923, 2. 2924, 2. 2925, 2. 2926, 2. 2927, 2. 2928, 2. 2929, 2. 2930, 2. 2931, 2. 2932, 2. 2933, 2. 2934, 2. 2935, 2. 2936, 2. 2937, 2. 2938, 2. 2939, 2. 2940, 2. 2941, 2. 2942, 2. 2943, 2. 2944, 2. 2945, 2. 2946, 2. 2947, 2. 2948, 2. 2949, 2. 2950, 2. 2951, 2. 2952, 2. 2953, 2. 2954, 2. 2955, 2. 2956, 2. 2957, 2. 2958, 2. 2959, 2. 2960, 2. 2961, 2. 2962, 2. 2963, 2. 2964, 2. 2965, 2. 2966, 2. 2967, 2. 2968, 2. 2969, 2. 2970, 2. 2971, 2. 2972, 2. 2973, 2. 2974, 2. 2975, 2. 2976, 2. 2977, 2. 2978, 2. 2979, 2. 2980, 2. 2981, 2. 2982, 2. 2983, 2. 2984, 2. 2985, 2. 2986, 2. 2987, 2. 2988, 2. 2989, 2. 2990, 2. 2991, 2. 2992, 2. 2993, 2. 2994, 2. 2995, 2. 2996, 2. 2997, 2. 2998, 2. 2999, 3. 3000 |
| --- |

26 Quarterly Schedule of Investment - See Notes to Schedule of Investment.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

| 1. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| --- | --- | --- |
| 2. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 3. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 4. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 5. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 6. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 7. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 8. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 9. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 10. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 11. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 12. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 13. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 14. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 15. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 16. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 17. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 18. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 19. International Financial Services Corporation | 1,000,000 | 1,000,000 |
| 20. International Financial Services Corporation | 1,000,000 | 1,000,000 |

See Rules in Schedule of Investments | Quarterly Schedule of Investments | 11

PREMIUM UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| SCHEDULE OF INVESTMENTS (UNAUDITED) | QUANTITY | PRICE |
| --- | --- | --- |
| 1. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 2. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 3. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 4. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 5. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 6. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 7. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 8. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 9. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |
| 10. COMPLETE THE IMPACT OF THE FINANCIAL SERVICES | 1,000,000 | 1,000,000 |

37 | Quarterly Schedule of Investment | See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUSTED)

| 1. 2014年1月1日,公司以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元 | 1,000,000,000 | 1,000,000,000 |
| --- | --- | --- |
| 2. 2014年1月1日,公司以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度 | 1,000,000,000 | 1,000,000,000 |
| 3. 2014年1月1日,公司以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度不超过人民币3,000万元,且以人民币1,000万元为基数,向中国银行股份有限公司上海分行申请的综合授信额度 | 1,000,000,000 | 1,000,000,000 |

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 22

FRANKLIN UNIVERSAL TRUST

# Schedule of Investments (unaudited), November 30, 2022

At November 30, 2022, the Fund had the following market/sustainability

| 2022 | 2021 | 2020 | 2019 |
| --- | --- | --- | --- |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 |  |  |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |
| 1,000,000 |  |  |  |
| 1,000,000 | 1,000,000 | 1,000,000 |  |

26 Quarterly Schedule of Investments (see Notes to Schedule of Investments)

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUSTED)

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

APPROVED BY THE DEPARTMENT OF EDUCATION

Unit Notes to Schedule of Investments | Quarterly Schedule of Investments | 35

FRANKLIN UNIVERSITY TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-0.jpeg](img-0.jpeg)

38 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS
ANN ARTS

See Rules to Schedule of Investments | Quarterly Schedule of Investments | 27

FRANKLIN UNIVERSITY TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| AREA | DESCRIPTION | PRICE | AMOUNT |
| --- | --- | --- | --- |
| 1 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 2 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 3 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 4 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 5 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 6 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 7 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 8 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 9 | REVENUE OF THE YEAR | $1,000 | $1,000 |
| 10 | REVENUE OF THE YEAR | $1,000 | $1,000 |

20 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-1.jpeg](img-1.jpeg)

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 28

FRANKLIN UNIVERSITY, TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- |
| REVENUE | 1,000,000 | $1,000.00 | $1,000.00 |
| REVENUE | 1,000,000 | $1,000.00 | $1,000.00 |
| REVENUE | 1,000,000 | $1,000.00 | $1,000.00 |

26 | Quarterly Schedule of Investment | See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-0.jpeg](img-0.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 21

FRANKLIN UNIVERSITY TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

| DATE | QUANTITY | PRICE |
| --- | --- | --- |
| 01/01/2013 | 1,000,000 | 4.00 |
| 01/02/2013 | 1,000,000 | 4.00 |
| 01/03/2013 | 1,000,000 | 4.00 |
| 01/04/2013 | 1,000,000 | 4.00 |
| 01/05/2013 | 1,000,000 | 4.00 |
| 01/06/2013 | 1,000,000 | 4.00 |
| 01/07/2013 | 1,000,000 | 4.00 |
| 01/08/2013 | 1,000,000 | 4.00 |
| 01/09/2013 | 1,000,000 | 4.00 |
| 01/10/2013 | 1,000,000 | 4.00 |
| 01/11/2013 | 1,000,000 | 4.00 |
| 01/12/2013 | 1,000,000 | 4.00 |
| 01/13/2013 | 1,000,000 | 4.00 |
| 01/14/2013 | 1,000,000 | 4.00 |
| 01/15/2013 | 1,000,000 | 4.00 |
| 01/16/2013 | 1,000,000 | 4.00 |
| 01/17/2013 | 1,000,000 | 4.00 |
| 01/18/2013 | 1,000,000 | 4.00 |
| 01/19/2013 | 1,000,000 | 4.00 |
| 01/20/2013 | 1,000,000 | 4.00 |

22 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-1.jpeg](img-1.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 22

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)[{"box_2d": [18, 68, 452, 125], "label": "table", "caption": "

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

| DATE | DESCRIPTION | QUANTITY | PRICE | AMOUNT |
| --- | --- | --- | --- | --- |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |
| 08/01/2013 | Interest | 1,000 | 1.00 | 1,000.00 |

<table><thead><tr><th

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-2.jpeg](img-2.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 20

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-3.jpeg](img-3.jpeg)

26 Quarterly Schedule of Investments - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-4.jpeg](img-4.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 27

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-5.jpeg](img-5.jpeg)

26 Quarterly Schedule of Investments - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-6.jpeg](img-6.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 28

FRANKLIN UNIVERSITY TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-7.jpeg](img-7.jpeg)

30 | Quarterly Schedule of Investments | See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-0.jpeg](img-0.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 51

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-1.jpeg](img-1.jpeg)

32 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-2.jpeg](img-2.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 32

FRANKLIN UNIVERSAL TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-3.jpeg](img-3.jpeg)

30 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST
SCHEDULE OF INVESTMENTS (UNMUDITED)

![img-4.jpeg](img-4.jpeg)

---

See Notes to Schedule of Investments | Quarterly Schedule of Investments | 35

FRANKLIN UNIVERSITY TRUST

SCHEDULE OF INVESTMENTS (UNAUDITED)

![img-5.jpeg](img-5.jpeg)

38 Quarterly Schedule of Investment - See Notes to Schedule of Investments.

FRANKLIN UNIVERSAL TRUST

# Notes to Schedule of Investments (unaudited)

![img-6.jpeg](img-6.jpeg)

---

Quarterly Schedule of Investments 37

FRANKLIN UNIVERSAL TRUST

NOTES TO SCHEDULE OF INVESTMENTS (UNHUSTED)

2. Financial Investment Solutions
1. 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100

38 Quarterly Schedule of Investments

FRANKLIN UNIVERSAL TRUST

NOTES TO SCHEDULE OF INVESTMENTS (UNMUDITED)

1. 2017年1月1日,公司召开2017年第一次临时股东大会,审议通过了《关于使用部分闲置募集资金进行现金管理的议案》,同意公司使用不超过人民币5,000万元的闲置募集资金进行现金管理。

Quarterly Evaluation of Investments

20

FRANKLIN UNIVERSAL TRUST

NOTES TO SCHEDULE OF INVESTMENTS (UNAUDITED)

4. Fair Value Management

The fair value management is a 100% risk of 100% of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value of the fair value

42 Quarterly Schedule of Investments

FRANKLIN UNIVERSAL TRUST

NOTES TO SCHEDULE OF INVESTMENTS (UNMUDITED)

Funds, Fair Value Measurements 894 665 FWD/ENGL/P/TO B 30.07% 1/2007 2,362 667
Funds, Fair Value Measurements 894 665 FWD/ENGL/P/TO B 30.07% 1/2007 2,362 667
Funds, Fair Value Measurements 894 665 FWD/ENGL/P/TO B 30.07% 1/2007 2,362 667
Funds, Fair Value Measurements 894 665 FWD/ENGL/P/TO B 30.07% 1/2007

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

Quarterly Schedule of Investments

41

L2071776 UFP75.B. 10.08%, 4/5/07. . . . 6,125 6,087 FMC49B80 UFP75.B. 31.19%, 11/24/07. 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 6,125 6,087 FMC49B80 UFP75.B. 31.19%, 11/24/07. 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 5,103 5,088 ... L2069000 UFP75.B. 10.08%, 11/25/07. ... 27,019 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 6,125 6,087 FMC49B80 UFP75.B. 31.19%, 11/24/07. 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 5,103 5,088 ... L2069000 UFP75.B. 10.08%, 11/25/07. ... 27,019 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 6,125 6,087 FMC49B80 UFP75.B. 31.19%, 11/24/07. 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5/07. . . . 5,103 5,088 ... L2069000 UFP75.B. 10.08%, 11/25/07. ... 27,019 1,688 1,689
L2071776 UFP75.B. 10.08%, 4/5

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

(observable inputs) and the Fund's own market assumptions (unobservable inputs). These inputs are used in different key the value of the Fund's financial statements and are then stored in the following key values hierarchy:

Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements
Financial statements

| Complaints and disclosures |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Notes to the Company |  |  |  |  |  |  |  |  |  |
| 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
| 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
| 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 |
| 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
| 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 |
| 6 | 6 | 6 | 6 | 6 | 6 | 6 | 6 | 6 | 6 |
| 7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 |
| 8 | 8 | 8 | 8 | 8 | 8 | 8 | 8 | 8 | 8 |
| 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 |
| 10 | 10 | 10 | 10 | 10 | 10 | 10 | 10 | 10 | 10 |
| 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 | 11 |
| 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 | 12 |
| 13 | 13 | 13 | 13 | 13 | 13 | 13 | 13 | 13 | 13 |
| 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 | 14 |
| 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 | 15 |
| 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 | 16 |
| 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 | 17 |
| 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 | 18 |
| 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 | 19 |
| 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 | 20 |

| Markets & Mining | 2,277,517 | 540 | 2,277,527 |
| --- | --- | --- | --- |
| OPE | Olympic Manufacturing Exchange |  |  |
| Financing | Financing Rate | 5,000 | 20,000 |
| Financial Assets | Payment to fund |  |  |
| Financial Assets | Payment to fund |  |  |
| Total | Total Expense Investment (Total) | 2,745,774 | 1,512.00 (556,747) |
| Total | Total Expense Investment (Total) |  | 17,000,000 (756,590) |
| Total | Total Expense Investment (Total) |  |  |
| Total | Total Expense Investment (Total) |  |  |
| Total | Total Expense Investment (Total) |  |  |
| Total | Total Expense Investment (Total) |  |  |

## 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:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $264985828.59

**Total Liabilities:** $67638719.94

**Net Assets:** $197347108.65

**Cash Not Reported:** $4215463.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -149.02000000 | **5-Year:** -2136.06000000 | **10-Year:** -1722.95000000 | **30-Year:** 0.00000000

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

- **3-Month:** -81.66000000 | **1-Year:** -3132.68000000 | **5-Year:** -31337.07000000 | **10-Year:** -12729.37000000 | **30-Year:** -1652.43000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -8.51%               | 2.89%                | 4.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-213937.31              | $-18263316.02                              |
| Month 2  | $-315504.12              | $5707614.84                                |
| Month 3  | $-295508.16              | $8913520.18                                |

**Designated Index Information**

- **Index Name:** Custom 70% CSFB High Yield Index + 30% S&P 500 Utilities Index

- **Index Identifier:** HB0027

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $608170.50    | 0.31%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992291806.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $640.95       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| 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        |     27929 | PA      | $28228.01     | 0.01%             | 2027-01-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1686000.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11034 | PA      | $10677.16     | 0.01%             | 2024-12-15      | Fixed         | 13.36%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                               | Prosper Pass-Thru Trust III, Series 2020-PT2, Class A                              | CUSIP: 74360NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71206 | PA      | $68332.87     | 0.03%             | 2026-04-15      | Variable      | 17.03%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992432800.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $188.53       | 0.00%             | 2025-04-05      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992365877.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $64.24        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497753.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4768 | PA      | $4722.12      | 0.00%             | 2025-01-24      | Fixed         | 26.22%                | 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        |     18551 | PA      | $17944.95     | 0.01%             | 2027-02-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902567.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21864 | PA      | $21834.85     | 0.01%             | 2026-10-22      | Fixed         | 23.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185285978.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27061 | PA      | $26404.57     | 0.01%             | 2027-01-27      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160768091.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7448 | PA      | $2723.52      | 0.00%             | 2024-10-23      | Fixed         | 16.95%                | 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        |      7383 | PA      | $7349.45      | 0.00%             | 2027-01-25      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500954.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7226 | PA      | $7193.99      | 0.00%             | 2027-01-25      | Fixed         | 23.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160768654.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10900 | PA      | $10449.89     | 0.01%             | 2024-12-31      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Digicel Group Holdings Ltd.                                               | Digicel Group Holdings Ltd.                                                        | CUSIP: 25381YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     27081 | PA      | $2572.70      | 0.00%             | 2022-12-15      | Fixed         | 7.00%                 | 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        |      8221 | PA      | $7964.29      | 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        |     10718 | PA      | $10483.56     | 0.01%             | 2027-02-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033189.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       967 | PA      | $138.68       | 0.00%             | 2024-11-12      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1156 | PA      | $1141.38      | 0.00%             | 2024-12-14      | Fixed         | 28.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15048744.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21879 | PA      | $22110.25     | 0.01%             | 2027-07-27      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1634322.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2044 | PA      | $1999.22      | 0.00%             | 2024-09-21      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501171.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5174 | PA      | $238.30       | 0.00%             | 2027-01-25      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992327673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        49 | PA      | $49.38        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | 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        |      2651 | PA      | $2613.19      | 0.00%             | 2026-12-15      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10218 | PA      | $10126.71     | 0.01%             | 2026-12-14      | Fixed         | 9.85%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258080.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $23.08        | 0.00%             | 2025-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101938.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2154 | PA      | $157.75       | 0.00%             | 2024-11-23      | Fixed         | 8.87%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15090883.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4945 | PA      | $4903.69      | 0.00%             | 2025-07-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992320167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $0.42         | 0.00%             | 2027-11-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11763164.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6603 | PA      | $2330.63      | 0.00%             | 2026-02-07      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249309.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3772 | PA      | $3739.07      | 0.00%             | 2026-12-14      | Fixed         | 25.75%                | 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        |      3686 | PA      | $3680.69      | 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        |      1788 | PA      | $1765.05      | 0.00%             | 2026-12-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14689753.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21835 | PA      | $22102.40     | 0.01%             | 2027-07-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453174.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $68.48        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163557424.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10480 | PA      | $10229.58     | 0.01%             | 2024-12-30      | Fixed         | 11.02%                | 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        |      1656 | PA      | $1646.53      | 0.00%             | 2027-01-25      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11798652.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43744 | PA      | $44361.97     | 0.02%             | 2027-02-14      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $265.12       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185461521.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18079 | PA      | $17617.08     | 0.01%             | 2027-01-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82145.00     | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499026.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17325 | PA      | $17229.21     | 0.01%             | 2027-01-24      | Fixed         | 10.04%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1634247.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19971 | PA      | $19134.37     | 0.01%             | 2026-10-05      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992391427.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       188 | PA      | $192.03       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1672733.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7404 | PA      | $7117.88      | 0.00%             | 2024-12-14      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168554036.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $1919.89      | 0.00%             | 2023-03-19      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Nabors Industries Ltd.                                                    | Nabors Industries Ltd.                                                             | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $577617.00    | 0.29%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1646108.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22066 | PA      | $1546.60      | 0.00%             | 2026-10-28      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147284.54    | 0.07%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103900.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2583 | PA      | $2562.51      | 0.00%             | 2024-11-23      | Fixed         | 7.28%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992246089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       655 | PA      | $440.09       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184778654.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2776 | PA      | $2717.31      | 0.00%             | 2025-02-04      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102461.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9090 | PA      | $392.37       | 0.00%             | 2026-11-23      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11843528.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9117 | PA      | $9115.75      | 0.00%             | 2027-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992342504.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $354.83       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164671360.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13316 | PA      | $12797.92     | 0.01%             | 2025-01-10      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13498730.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18277 | PA      | $18551.92     | 0.01%             | 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        |     17115 | PA      | $16965.59     | 0.01%             | 2026-12-14      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1658167.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20819 | PA      | $19862.61     | 0.01%             | 2026-11-08      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249116.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1011 | PA      | $1002.71      | 0.00%             | 2024-12-15      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188683114.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38174 | PA      | $7462.84      | 0.00%             | 2027-04-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992377971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       253 | PA      | $253.93       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4363 | PA      | $4325.10      | 0.00%             | 2026-12-14      | Fixed         | 16.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250450.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1374.71      | 0.00%             | 2027-05-14      | Fixed         | 23.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501588.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1831 | PA      | $1823.03      | 0.00%             | 2027-01-25      | Fixed         | 29.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498275.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8838 | PA      | $8723.23      | 0.00%             | 2027-01-24      | Fixed         | 19.45%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1755072.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5426 | PA      | $5283.73      | 0.00%             | 2027-04-08      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18350 | PA      | $18262.98     | 0.01%             | 2026-11-12      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497947.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34812 | PA      | $34642.06     | 0.02%             | 2027-01-24      | Fixed         | 28.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10590842.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13577 | PA      | $1655.39      | 0.00%             | 2025-11-18      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502954.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4706 | PA      | $4677.58      | 0.00%             | 2027-01-25      | Fixed         | 31.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10084299.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8857 | PA      | $5168.05      | 0.00%             | 2024-08-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253350.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3017 | PA      | $2977.29      | 0.00%             | 2024-12-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1612303.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13140 | PA      | $12860.88     | 0.01%             | 2024-08-23      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252129.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4779 | PA      | $338.20       | 0.00%             | 2026-12-15      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165520144.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12322 | PA      | $11553.99     | 0.01%             | 2026-03-05      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1651868.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10865 | PA      | $10486.77     | 0.01%             | 2026-11-08      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501498.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5764 | PA      | $5719.99      | 0.00%             | 2027-11-25      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                           | Sinclair Television Group, Inc.                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    700000 | PA      | $536658.50    | 0.27%             | 2030-03-01      | Fixed         | 5.50%                 | 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        |      2566 | PA      | $2543.95      | 0.00%             | 2026-12-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1749550.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13664 | PA      | $13271.47     | 0.01%             | 2027-04-05      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992376028.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       322 | PA      | $-16.13       | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031600.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4402 | PA      | $4379.33      | 0.00%             | 2026-11-12      | Fixed         | 26.60%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                 | Cablevision Lightpath LLC                                                          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431890.00    | 0.22%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                  | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $454890.00    | 0.23%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11798581.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16767 | PA      | $16915.02     | 0.01%             | 2026-12-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249531.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4334 | PA      | $652.36       | 0.00%             | 2024-12-14      | Fixed         | 27.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992321694.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       132 | PA      | $132.49       | 0.00%             | 2024-04-05      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 162934170.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9888 | PA      | $9472.89      | 0.00%             | 2024-12-06      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11843108.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-01-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103899.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $3166.19      | 0.00%             | 2026-11-23      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102939.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2972 | PA      | $2959.04      | 0.00%             | 2026-11-23      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032538.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4297 | PA      | $4269.69      | 0.00%             | 2026-11-12      | Fixed         | 16.45%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164260503.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       708 | PA      | $702.26       | 0.00%             | 2023-01-03      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11762193.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16235 | PA      | $16239.74     | 0.01%             | 2026-12-24      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972081.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4780 | PA      | $4764.76      | 0.00%             | 2027-04-19      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 166157039.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4736 | PA      | $4730.39      | 0.00%             | 2023-02-15      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188826193.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7465 | PA      | $7368.70      | 0.00%             | 2027-04-26      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11022500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10056 | PA      | $10167.29     | 0.01%             | 2025-12-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.87        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10632 | PA      | $10576.39     | 0.01%             | 2025-01-24      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992240601.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       190 | PA      | $192.64       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253650.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5613 | PA      | $5567.77      | 0.00%             | 2026-12-15      | Fixed         | 13.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251228.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1094.68      | 0.00%             | 2024-12-14      | Fixed         | 12.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13486869.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29515 | PA      | $29962.76     | 0.02%             | 2027-05-16      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992342733.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $71.89        | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167401494.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4016 | PA      | $1952.27      | 0.00%             | 2023-02-26      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992333696.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.84        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249629.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $30.26        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164548038.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16740 | PA      | $16088.94     | 0.01%             | 2025-01-25      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729883.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $4311.01      | 0.00%             | 2026-09-17      | Fixed         | 25.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688693.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7561 | PA      | $7315.24      | 0.00%             | 2025-01-13      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                           | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962190.74    | 0.49%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992260520.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       584 | PA      | $588.67       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2970341.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5959 | PA      | $5615.29      | 0.00%             | 2027-04-19      | Fixed         | 15.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102776.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $493.92       | 0.00%             | 2026-11-23      | Fixed         | 29.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $127.72       | 0.00%             | 2024-04-04      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992314088.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       142 | PA      | $142.17       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185951058.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4536 | PA      | $3520.30      | 0.00%             | 2025-02-15      | Fixed         | 17.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992267578.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       403 | PA      | $397.52       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249414.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5894 | PA      | $5804.52      | 0.00%             | 2027-05-14      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       866 | PA      | $-1.59        | -0.00%            | 2024-12-14      | Fixed         | 28.90%                | 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        |      1030 | PA      | $1023.75      | 0.00%             | 2026-09-17      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249254.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7171 | PA      | $7109.74      | 0.00%             | 2026-12-14      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992251623.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        66 | PA      | $64.63        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972316.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46169 | PA      | $45660.90     | 0.02%             | 2027-04-19      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971527.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9603 | PA      | $9531.94      | 0.00%             | 2027-04-19      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5339 | PA      | $5269.36      | 0.00%             | 2027-01-24      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15138477.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6013 | PA      | $6098.09      | 0.00%             | 2024-07-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971722.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15765 | PA      | $15654.48     | 0.01%             | 2025-04-19      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992307329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $39.47        | 0.00%             | 2025-04-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1674347.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $10725.22     | 0.01%             | 2024-12-17      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 155451456.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11755 | PA      | $11462.78     | 0.01%             | 2024-07-17      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992452371.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $152.77       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185743058.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6264 | PA      | $6123.99      | 0.00%             | 2025-02-02      | Fixed         | 12.19%                | 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        |     13921 | PA      | $13331.30     | 0.01%             | 2027-02-11      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S7, Class PT | CUSIP: 21050KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61328 | PA      | $57153.77     | 0.03%             | 2044-12-15      | Variable      | 11.15%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992309966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.60        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       829 | PA      | $60.02        | 0.00%             | 2024-10-22      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184577634.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5367 | PA      | $5270.90      | 0.00%             | 2025-01-25      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| MGIC Investment Corp.                                                     | MGIC Investment Corp.                                                              | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455556.70    | 0.23%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031921.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4371 | PA      | $4343.31      | 0.00%             | 2024-11-12      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992412130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $24.60        | 0.00%             | 2024-04-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4166 | PA      | $4112.64      | 0.00%             | 2026-11-12      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968558.13    | 0.49%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8261 | PA      | $8217.58      | 0.00%             | 2026-10-22      | Fixed         | 10.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102634.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1429 | PA      | $100.78       | 0.00%             | 2026-11-23      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252226.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43371 | PA      | $43024.87     | 0.02%             | 2026-12-15      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032266.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4351 | PA      | $4329.66      | 0.00%             | 2026-11-12      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253373.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $16.01        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7148 | PA      | $7137.88      | 0.00%             | 2026-10-22      | Fixed         | 31.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503482.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       846 | PA      | $840.82       | 0.00%             | 2025-01-25      | Fixed         | 16.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032795.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6790 | PA      | $6743.66      | 0.00%             | 2026-11-12      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11864146.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15666 | PA      | $15892.13     | 0.01%             | 2027-02-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992264748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        73 | PA      | $73.90        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      9295 | PA      | $9202.79      | 0.00%             | 2027-04-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992329930.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.17        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167535348.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $944.04       | 0.00%             | 2023-03-18      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12304720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45065 | PA      | $44887.47     | 0.02%             | 2027-03-06      | 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        |      1965 | PA      | $1945.68      | 0.00%             | 2026-10-22      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992270855.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $119.15       | 0.00%             | 2024-04-05      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11680428.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9538 | PA      | $9584.72      | 0.00%             | 2026-12-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992309850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $79.98        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032979.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6778 | PA      | $6734.75      | 0.00%             | 2026-11-12      | Fixed         | 12.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11634713.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $7270.25      | 0.00%             | 2024-02-13      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992291590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.11         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032905.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3270 | PA      | $238.15       | 0.00%             | 2026-11-12      | Fixed         | 20.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248877.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2825.74      | 0.00%             | 2026-12-14      | Fixed         | 25.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902710.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3860 | PA      | $3842.36      | 0.00%             | 2024-10-22      | Fixed         | 18.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253640.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       486 | PA      | $28.39        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 171728432.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3918 | PA      | $3817.17      | 0.00%             | 2023-10-30      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102405.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2188 | PA      | $2090.02      | 0.00%             | 2026-11-23      | Fixed         | 31.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252701.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13295 | PA      | $12508.24     | 0.01%             | 2026-12-15      | Fixed         | 17.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250624.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5243 | PA      | $5175.91      | 0.00%             | 2026-12-14      | Fixed         | 16.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15064429.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25438 | PA      | $25775.14     | 0.01%             | 2027-07-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720920.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8452 | PA      | $8170.73      | 0.00%             | 2025-02-15      | Fixed         | 21.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4705 | PA      | $4692.48      | 0.00%             | 2024-11-23      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 154144733.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8017 | PA      | $7823.32      | 0.00%             | 2024-06-26      | Fixed         | 12.40%                | 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        |      9285 | PA      | $9162.78      | 0.00%             | 2026-12-14      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1606130.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6367 | PA      | $0.00         | 0.00%             | 2024-08-17      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992291050.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.01        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497796.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6235 | PA      | $6156.92      | 0.00%             | 2027-01-24      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502037.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3613 | PA      | $3597.03      | 0.00%             | 2027-01-25      | Fixed         | 23.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253584.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15451 | PA      | $200.25       | 0.00%             | 2024-12-15      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501451.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       499 | PA      | $493.49       | 0.00%             | 2025-01-25      | Fixed         | 13.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185593614.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5274 | PA      | $5209.45      | 0.00%             | 2027-01-31      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| Murphy Oil USA, Inc.                                                      | Murphy Oil USA, Inc.                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647710.00    | 0.33%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP | Necessity Retail REIT, Inc. (The) / American Finance Operating Partner LP          | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $383312.50    | 0.19%             | 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        |      6222 | PA      | $6031.26      | 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        |     31733 | PA      | $32188.93     | 0.02%             | 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        |     12053 | PA      | $12213.05     | 0.01%             | 2026-03-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248209.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5875 | PA      | $5655.26      | 0.00%             | 2027-05-14      | Fixed         | 26.25%                | 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        |     11118 | PA      | $10619.45     | 0.01%             | 2027-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992250322.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $71.35        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11842708.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9213 | PA      | $9153.21      | 0.00%             | 2027-02-16      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                              | Real Hero Merger Sub 2, Inc.                                                       | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $691700.00    | 0.35%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15109285.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27838 | PA      | $27781.31     | 0.01%             | 2027-07-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10842381.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29587 | PA      | $30000.75     | 0.02%             | 2026-11-21      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249949.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393697.50    | 0.20%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248688.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4016 | PA      | $587.44       | 0.00%             | 2027-05-14      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707734.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17999 | PA      | $17520.87     | 0.01%             | 2027-02-14      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253485.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1711 | PA      | $1658.16      | 0.00%             | 2026-12-15      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370664.00    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249744.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1475 | PA      | $1454.70      | 0.00%             | 2024-12-14      | Fixed         | 24.36%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185225789.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11724 | PA      | $11436.99     | 0.01%             | 2025-01-19      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421008.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.00        | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501790.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       842 | PA      | $829.87       | 0.00%             | 2025-01-25      | Fixed         | 20.53%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251688.00    | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992243368.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $411.18       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700766.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21987 | PA      | $21226.08     | 0.01%             | 2027-01-12      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2555 | PA      | $2518.36      | 0.00%             | 2024-12-14      | Fixed         | 29.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902811.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       859 | PA      | $848.69       | 0.00%             | 2024-10-22      | Fixed         | 15.52%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1655034.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19089 | PA      | $18504.00     | 0.01%             | 2026-10-26      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1697303.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $2943.89      | 0.00%             | 2025-01-27      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102638.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7662 | PA      | $7612.38      | 0.00%             | 2026-11-23      | Fixed         | 15.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248867.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3467 | PA      | $3439.37      | 0.00%             | 2024-12-14      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992452249.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-05      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1722095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $647.09       | 0.00%             | 2024-09-17      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501656.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       969 | PA      | $68.18        | 0.00%             | 2027-01-25      | Fixed         | 30.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10845328.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20757 | PA      | $21028.61     | 0.01%             | 2026-10-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252886.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $974.92       | 0.00%             | 2024-12-15      | Fixed         | 20.60%                | No            |                  3 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                 | Manitowoc Co., Inc. (The)                                                          | CUSIP: 563571AL2<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916546.42    | 0.46%             | 2026-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501020.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1482 | PA      | $1470.99      | 0.00%             | 2027-01-25      | Fixed         | 15.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501125.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1332 | PA      | $1315.95      | 0.00%             | 2027-01-25      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2523 | PA      | $2506.19      | 0.00%             | 2026-11-12      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250459.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3337 | PA      | $3288.80      | 0.00%             | 2024-12-14      | Fixed         | 21.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720755.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19679 | PA      | $19051.50     | 0.01%             | 2025-02-14      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5256 | PA      | $5194.59      | 0.00%             | 2026-12-15      | Fixed         | 17.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7857 | PA      | $7818.20      | 0.00%             | 2027-01-24      | Fixed         | 28.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992239422.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445 | PA      | $443.81       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992331017.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       309 | PA      | $314.03       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       750 | PA      | $745.36       | 0.00%             | 2025-01-25      | Fixed         | 9.39%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12272662.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18030 | PA      | $18041.95     | 0.01%             | 2027-03-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031474.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3049 | PA      | $3033.49      | 0.00%             | 2026-11-12      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168140265.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12484 | PA      | $11905.19     | 0.01%             | 2025-03-21      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421693.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       296 | PA      | $297.38       | 0.00%             | 2025-04-04      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11757063.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17053 | PA      | $17112.13     | 0.01%             | 2026-02-05      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1646495.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17298 | PA      | $16723.60     | 0.01%             | 2024-11-28      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497852.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3137 | PA      | $3097.73      | 0.00%             | 2027-01-24      | Fixed         | 20.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3403.59      | 0.00%             | 2026-12-14      | Fixed         | 18.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032771.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $1877.86      | 0.00%             | 2026-11-12      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992263589.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.17        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249397.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1474 | PA      | $1461.06      | 0.00%             | 2026-12-14      | Fixed         | 31.37%                | No            |                  3 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                  | HAT Holdings I LLC / HAT Holdings II LLC                                           | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $386972.00    | 0.20%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460915.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $12.81        | 0.00%             | 2025-04-03      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10145175.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7688 | PA      | $7827.11      | 0.00%             | 2026-09-26      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730300.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4131 | PA      | $4089.34      | 0.00%             | 2026-09-17      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3560 | PA      | $3537.99      | 0.00%             | 2024-09-17      | Fixed         | 30.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248550.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4081 | PA      | $4048.82      | 0.00%             | 2026-12-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707959.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2165.49      | 0.00%             | 2025-02-15      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992301470.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       140 | PA      | $31.22        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259927.50    | 0.13%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730069.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13795 | PA      | $13100.92     | 0.01%             | 2024-09-17      | Fixed         | 14.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715041.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1561 | PA      | $1512.06      | 0.00%             | 2025-02-15      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Hughes Satellite Systems Corp.                                            | Hughes Satellite Systems Corp.                                                     | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $837936.03    | 0.42%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                                         | LCPR Senior Secured Financing DAC                                                  | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $426285.00    | 0.22%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Summit Materials LLC / Summit Materials Finance Corp.                     | Summit Materials LLC / Summit Materials Finance Corp.                              | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $739400.00    | 0.37%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032454.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4635 | PA      | $4558.40      | 0.00%             | 2026-11-12      | Fixed         | 15.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992425235.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       470 | PA      | $113.09       | 0.00%             | 2024-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992371872.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       614 | PA      | $613.87       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12385340.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8200 | PA      | $8140.62      | 0.00%             | 2027-03-17      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| 1375209 BC Ltd.                                                           | 1375209 BC Ltd.                                                                    | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    305000 | PA      | $301187.50    | 0.15%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499146.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $4048.83      | 0.00%             | 2027-01-24      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503337.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15770 | PA      | $15676.66     | 0.01%             | 2027-01-25      | Fixed         | 28.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251230.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1681 | PA      | $1666.39      | 0.00%             | 2026-12-14      | Fixed         | 12.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6036 | PA      | $1534.06      | 0.00%             | 2027-05-15      | Fixed         | 14.27%                | 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        |      3599 | PA      | $3553.97      | 0.00%             | 2027-01-24      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678387.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12235 | PA      | $11646.47     | 0.01%             | 2026-12-14      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174510.14    | 0.09%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499847.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22928 | PA      | $22624.32     | 0.01%             | 2027-01-24      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1618680.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14293 | PA      | $13822.09     | 0.01%             | 2026-08-20      | Fixed         | 15.37%                | No            |                  3 | On Loan: No      |
| Presidio Holdings, Inc.                                                   | Presidio Holdings, Inc.                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $806893.48    | 0.41%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714636.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5020 | PA      | $4818.93      | 0.00%             | 2027-02-15      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                           | Great Lakes Dredge & Dock Corp.                                                    | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403726.48    | 0.20%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | 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        |      5482 | PA      | $5296.79      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103313.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3705 | PA      | $3531.87      | 0.00%             | 2027-04-23      | Fixed         | 31.18%                | 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        |      6837 | PA      | $6793.57      | 0.00%             | 2026-11-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185591984.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11152 | PA      | $10917.76     | 0.01%             | 2025-01-31      | Fixed         | 18.99%                | 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        |      5160 | PA      | $5152.95      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251149.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2245 | PA      | $2225.94      | 0.00%             | 2026-12-14      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1626758.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18864 | PA      | $18109.44     | 0.01%             | 2026-09-30      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249653.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $3432.47      | 0.00%             | 2026-12-14      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701147.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8979 | PA      | $8631.31      | 0.00%             | 2027-01-12      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11766944.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17033 | PA      | $2211.56      | 0.00%             | 2026-12-20      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167747801.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9173 | PA      | $8733.72      | 0.00%             | 2025-03-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $-24.52       | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | 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        |     16954 | PA      | $16376.96     | 0.01%             | 2027-01-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1623731.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15169 | PA      | $14673.25     | 0.01%             | 2026-09-21      | Fixed         | 18.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498010.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21909 | PA      | $1544.44      | 0.00%             | 2027-01-24      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250294.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5616 | PA      | $826.71       | 0.00%             | 2026-12-14      | Fixed         | 30.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161435144.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1110 | PA      | $1104.21      | 0.00%             | 2032-11-05      | Fixed         | 13.08%                | 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        |      7000 | PA      | $6923.15      | 0.00%             | 2027-04-19      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2971812.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28283 | PA      | $28025.44     | 0.01%             | 2027-04-19      | Fixed         | 18.16%                | 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        |      9511 | PA      | $9660.50      | 0.00%             | 2027-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030962.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $3620.22      | 0.00%             | 2026-11-12      | Fixed         | 13.54%                | 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        |      6206 | PA      | $6198.07      | 0.00%             | 2026-11-23      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       401 | PA      | $395.65       | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| SCE Trust II                                                              | SCE Trust II                                                                       | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27500 | NS      | $509850.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1664838.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3604.81      | 0.00%             | 2024-11-08      | Fixed         | 20.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453117.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $76.20        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 155731933.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12639 | PA      | $12327.41     | 0.01%             | 2024-07-29      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685631.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5407 | PA      | $5195.59      | 0.00%             | 2026-12-14      | Fixed         | 27.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1697 | PA      | $1689.44      | 0.00%             | 2024-09-17      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501330.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5002 | PA      | $4979.62      | 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        |      4870 | PA      | $4826.70      | 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        |     15328 | PA      | $14963.17     | 0.01%             | 2027-02-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11595250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5598 | PA      | $5660.35      | 0.00%             | 2024-02-18      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1728895.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2558 | PA      | $2537.48      | 0.00%             | 2026-09-17      | Fixed         | 14.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500638.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       897 | PA      | $892.20       | 0.00%             | 2027-01-25      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1900998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3649 | PA      | $3619.68      | 0.00%             | 2024-10-22      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251021.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1908 | PA      | $132.91       | 0.00%             | 2026-12-14      | Fixed         | 31.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252065.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8167 | PA      | $8110.60      | 0.00%             | 2026-12-15      | Fixed         | 29.59%                | 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        |     15283 | PA      | $15465.40     | 0.01%             | 2026-07-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729216.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4658 | PA      | $331.78       | 0.00%             | 2026-09-17      | Fixed         | 28.26%                | 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        |      3598 | PA      | $3574.76      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992356241.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $54.41        | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992260675.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       158 | PA      | $162.00       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13456975.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45848 | PA      | $46196.80     | 0.02%             | 2027-04-03      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6074 | PA      | $6020.28      | 0.00%             | 2024-12-15      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500626.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4260 | PA      | $4223.93      | 0.00%             | 2027-01-25      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1770975.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $11.97        | 0.00%             | 2025-05-02      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13453359.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27910 | PA      | $27960.00     | 0.01%             | 2027-05-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992415664.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2035 | PA      | $2049.72      | 0.00%             | 2025-04-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186057988.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18482 | PA      | $18073.20     | 0.01%             | 2027-02-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15053335.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10198 | PA      | $10246.76     | 0.01%             | 2027-08-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729863.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22426 | PA      | $1175.32      | 0.00%             | 2026-09-17      | Fixed         | 17.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2030457.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5647 | PA      | $5573.43      | 0.00%             | 2027-04-12      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Diamond BC BV                                                             | Diamond BC BV                                                                      | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $226708.50    | 0.11%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250678.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3061 | PA      | $3023.31      | 0.00%             | 2026-12-14      | Fixed         | 17.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249102.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5272 | PA      | $5190.16      | 0.00%             | 2026-12-14      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188570436.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6755 | PA      | $6461.12      | 0.00%             | 2027-04-26      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 164620294.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       666 | PA      | $665.06       | 0.00%             | 2023-03-21      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250280.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3493 | PA      | $3442.29      | 0.00%             | 2024-12-14      | Fixed         | 16.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992375165.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $5.66         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-09931612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13213 | PA      | $13311.72     | 0.01%             | 2026-10-03      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992459685.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $611.24       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250974.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3007 | PA      | $2980.47      | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4253 | PA      | $4225.23      | 0.00%             | 2026-11-12      | Fixed         | 13.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252454.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4660 | PA      | $338.79       | 0.00%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10314454.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9951 | PA      | $10080.82     | 0.01%             | 2026-12-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102945.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4243 | PA      | $4225.10      | 0.00%             | 2024-11-23      | Fixed         | 12.52%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $418695.00    | 0.21%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992260844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        86 | PA      | $87.80        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13508795.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16319 | PA      | $16516.43     | 0.01%             | 2027-05-05      | Fixed         | 9.59%                 | 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        |     12712 | PA      | $12626.05     | 0.01%             | 2026-11-12      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497955.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11943 | PA      | $11871.42     | 0.01%             | 2027-01-24      | Fixed         | 26.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13531289.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27263 | PA      | $27661.11     | 0.01%             | 2027-05-16      | Fixed         | 14.09%                | 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        |     16747 | PA      | $16336.33     | 0.01%             | 2027-04-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11834925.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6744 | PA      | $6816.75      | 0.00%             | 2024-02-11      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2030908.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $3438.02      | 0.00%             | 2024-11-12      | Fixed         | 29.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5489 | PA      | $5410.75      | 0.00%             | 2026-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252717.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3762 | PA      | $3729.19      | 0.00%             | 2024-12-15      | Fixed         | 19.17%                | 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        |      2732 | PA      | $2715.21      | 0.00%             | 2026-12-15      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901625.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4954 | PA      | $4924.72      | 0.00%             | 2024-10-22      | Fixed         | 21.76%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185449370.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9297 | PA      | $9089.07      | 0.00%             | 2025-01-25      | Fixed         | 18.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11116084.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36587 | PA      | $11774.40     | 0.01%             | 2026-12-19      | Fixed         | 19.49%                | 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        |    116051 | PA      | $110501.95    | 0.06%             | 2045-01-15      | Variable      | 16.43%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185337050.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18758 | PA      | $18332.18     | 0.01%             | 2025-01-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992245669.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $96.78        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103254.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2419 | PA      | $2404.07      | 0.00%             | 2024-11-23      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992301071.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $38.57        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $184.03       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 162010515.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5388 | PA      | $5199.74      | 0.00%             | 2024-11-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2972075.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35665 | PA      | $35556.04     | 0.02%             | 2027-09-19      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251363.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37835 | PA      | $37562.58     | 0.02%             | 2027-10-14      | Fixed         | 16.36%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13517315.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45857 | PA      | $46612.62     | 0.02%             | 2027-05-19      | Fixed         | 12.09%                | 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        |     22477 | PA      | $21935.36     | 0.01%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500943.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $6980.46      | 0.00%             | 2027-01-25      | Fixed         | 17.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 173017997.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       984 | PA      | $964.32       | 0.00%             | 2023-12-17      | Fixed         | 14.02%                | 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        |     30055 | PA      | $29887.81     | 0.02%             | 2027-01-24      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901406.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4888 | PA      | $4835.77      | 0.00%             | 2028-10-22      | Fixed         | 27.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10841976.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14277 | PA      | $14491.79     | 0.01%             | 2025-11-28      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185107591.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       267 | PA      | $264.39       | 0.00%             | 2025-01-18      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250251.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5282 | PA      | $5236.61      | 0.00%             | 2026-12-14      | Fixed         | 30.69%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11766706.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6767 | PA      | $6627.11      | 0.00%             | 2025-02-02      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032040.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1667 | PA      | $243.68       | 0.00%             | 2026-11-12      | Fixed         | 29.84%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                               | Prosper Pass-Thru Trust III, Series 2020-PT3, Class A                              | CUSIP: 74360NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13966 | PA      | $13169.69     | 0.01%             | 2026-05-15      | Variable      | 13.59%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248700.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7580 | PA      | $548.79       | 0.00%             | 2026-12-14      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                          | Sunoco LP / Sunoco Finance Corp.                                                   | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987041.02    | 0.50%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group, Inc.                                         | Cogent Communications Group, Inc.                                                  | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452727.78    | 0.23%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1650904.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7113 | PA      | $7126.32      | 0.00%             | 2026-10-29      | Fixed         | 26.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250753.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2715 | PA      | $194.29       | 0.00%             | 2024-12-14      | Fixed         | 28.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249086.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       586 | PA      | $591.82       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $345319.64    | 0.17%             | 2027-08-15      | Fixed         | 5.12%                 | 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        |      6393 | PA      | $6213.95      | 0.00%             | 2027-02-10      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11105408.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9508 | PA      | $9649.83      | 0.00%             | 2025-12-14      | Fixed         | 10.99%                | 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        |     16636 | PA      | $16125.75     | 0.01%             | 2026-10-26      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992327058.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.49        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992445453.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       587 | PA      | $583.46       | 0.00%             | 2024-04-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102299.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5741 | PA      | $5739.57      | 0.00%             | 2026-11-23      | Fixed         | 24.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185769830.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8143 | PA      | $1508.55      | 0.00%             | 2025-02-19      | Fixed         | 19.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252906.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9622 | PA      | $9544.78      | 0.00%             | 2026-12-15      | Fixed         | 14.66%                | 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        |     17939 | PA      | $17059.35     | 0.01%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972108.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2770 | PA      | $2739.76      | 0.00%             | 2025-04-19      | Fixed         | 15.03%                | 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      | $528684.00    | 0.27%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1610156.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488 | PA      | $224.70       | 0.00%             | 2024-08-24      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1632888.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1898 | PA      | $1834.78      | 0.00%             | 2024-09-17      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185116420.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6397 | PA      | $6280.28      | 0.00%             | 2025-01-18      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902300.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4569 | PA      | $4565.47      | 0.00%             | 2027-03-22      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1606139.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3112 | PA      | $3019.14      | 0.00%             | 2024-08-17      | Fixed         | 12.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250071.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4896 | PA      | $4834.00      | 0.00%             | 2024-12-15      | Fixed         | 30.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501728.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4542 | PA      | $4483.88      | 0.00%             | 2027-01-25      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249629.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5560 | PA      | $5511.58      | 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        |      5125 | PA      | $5105.81      | 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        |     15512 | PA      | $15745.02     | 0.01%             | 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        |      2778 | PA      | $822.54       | 0.00%             | 2027-01-25      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14711 | PA      | $14605.14     | 0.01%             | 2027-01-25      | Fixed         | 9.86%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185500483.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32006 | PA      | $31066.90     | 0.02%             | 2027-02-08      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164683343.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7905 | PA      | $755.39       | 0.00%             | 2025-08-16      | None          | 0.00%                 | 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        |      8930 | PA      | $8863.64      | 0.00%             | 2027-01-24      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502709.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13045 | PA      | $12964.77     | 0.01%             | 2025-01-25      | Fixed         | 10.64%                | 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        |     10615 | PA      | $10449.43     | 0.01%             | 2026-12-14      | Fixed         | 20.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992352813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $166.16       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10095990.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3539 | PA      | $3564.53      | 0.00%             | 2023-08-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992265697.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.15         | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251120.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11759 | PA      | $11657.85     | 0.01%             | 2026-12-14      | Fixed         | 28.37%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12397103.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6781 | PA      | $6708.86      | 0.00%             | 2025-03-21      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11187454.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8764 | PA      | $8734.15      | 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        |     11073 | PA      | $10984.26     | 0.01%             | 2026-12-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251845.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1528 | PA      | $1507.66      | 0.00%             | 2024-12-15      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902177.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16104 | PA      | $15951.54     | 0.01%             | 2026-10-22      | Fixed         | 19.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499095.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2657 | PA      | $2630.88      | 0.00%             | 2027-01-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Chesapeake Energy Corp.                                                   | Chesapeake Energy Corp.                                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1871 | NS      | $193648.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992309311.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.25        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2648 | PA      | $2614.30      | 0.00%             | 2026-11-12      | Fixed         | 24.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1709201.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11266 | PA      | $10715.75     | 0.01%             | 2027-02-16      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250032.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3976 | PA      | $3941.55      | 0.00%             | 2027-05-14      | Fixed         | 32.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163426985.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1202 | PA      | $242.43       | 0.00%             | 2032-12-26      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249782.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3763 | PA      | $3730.95      | 0.00%             | 2026-12-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12415697.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       448 | PA      | $445.84       | 0.00%             | 2027-03-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992242540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1993 | PA      | $1944.30      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      4486 | PA      | $4464.75      | 0.00%             | 2027-01-24      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                                      | NextEra Energy, Inc.                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115000 | NS      | $9740500.00   | 4.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1616481.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9550 | PA      | $9233.60      | 0.00%             | 2024-08-17      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730296.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7310 | PA      | $117.62       | 0.00%             | 2026-09-17      | Fixed         | 27.27%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992344458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       193 | PA      | $195.37       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500763.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3801 | PA      | $3763.08      | 0.00%             | 2027-01-25      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 158584585.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.77        | 0.00%             | 2032-12-28      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992403505.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.48       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13410410.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9833 | PA      | $9854.56      | 0.00%             | 2027-05-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13507352.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9318 | PA      | $9357.07      | 0.00%             | 2027-05-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992337455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       286 | PA      | $288.54       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    900000 | PA      | $937395.00    | 0.47%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992327197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $10.87        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1742903.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5025 | PA      | $2840.40      | 0.00%             | 2026-02-15      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                     | Kobe US Midco 2, Inc.                                                              | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $145000.00    | 0.07%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499293.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11842 | PA      | $11767.74     | 0.01%             | 2025-01-24      | Fixed         | 6.07%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992400924.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.13        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992338911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $0.70         | 0.00%             | 2027-11-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501617.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15979 | PA      | $15830.64     | 0.01%             | 2025-01-25      | Fixed         | 27.92%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188818650.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5949 | PA      | $5888.10      | 0.00%             | 2027-04-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275748.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $731.41       | 0.00%             | 2025-04-05      | Fixed         | 17.97%                | 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        |    800000 | PA      | $533373.50    | 0.27%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251395.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1957.01      | 0.00%             | 2026-12-14      | Fixed         | 25.45%                | No            |                  3 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                        | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153056.37    | 0.08%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729824.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5673 | PA      | $5664.92      | 0.00%             | 2026-09-17      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11743079.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35634 | PA      | $35593.22     | 0.02%             | 2027-02-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502676.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3402 | PA      | $3386.04      | 0.00%             | 2027-01-25      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500956.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2172 | PA      | $2159.29      | 0.00%             | 2025-01-25      | Fixed         | 13.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102773.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $835.84       | 0.00%             | 2024-11-23      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253110.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5263 | PA      | $5201.83      | 0.00%             | 2026-12-15      | Fixed         | 17.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250257.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $101.99       | 0.00%             | 2026-12-14      | Fixed         | 31.18%                | 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        |     27482 | PA      | $27238.52     | 0.01%             | 2026-12-14      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992243886.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $15.87        | 0.00%             | 2024-04-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252357.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4908 | PA      | $4865.39      | 0.00%             | 2026-12-15      | Fixed         | 15.18%                | 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        |     10571 | PA      | $10758.52     | 0.01%             | 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        |      2688 | PA      | $2668.69      | 0.00%             | 2026-12-15      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992431329.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $44.54        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      3438 | PA      | $3414.68      | 0.00%             | 2026-11-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185994246.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7369 | PA      | $7181.13      | 0.00%             | 2027-02-17      | Fixed         | 23.99%                | 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        |      2107 | PA      | $2102.75      | 0.00%             | 2026-09-17      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497724.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4745 | PA      | $4685.53      | 0.00%             | 2027-01-24      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901595.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $3914.34      | 0.00%             | 2026-10-22      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11792416.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23969 | PA      | $2943.41      | 0.00%             | 2027-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902424.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11169 | PA      | $11151.39     | 0.01%             | 2026-10-22      | Fixed         | 22.14%                | 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        |       940 | PA      | $927.45       | 0.00%             | 2027-04-19      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992269560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $435.66       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | 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        |     27847 | PA      | $28250.84     | 0.01%             | 2026-07-28      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1628590.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6814 | PA      | $6726.50      | 0.00%             | 2024-09-22      | Fixed         | 24.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $213.33       | 0.00%             | 2024-04-05      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2449123.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6648 | PA      | $204.42       | 0.00%             | 2027-01-25      | Fixed         | 23.47%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992344730.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $54.39        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499350.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26686 | PA      | $26352.32     | 0.01%             | 2027-01-24      | Fixed         | 18.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249426.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5127 | PA      | $4839.04      | 0.00%             | 2024-12-15      | Fixed         | 22.47%                | 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        |      9798 | PA      | $9818.94      | 0.00%             | 2027-03-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498291.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1088 | PA      | $1083.00      | 0.00%             | 2027-01-24      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1760889.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $89.18        | 0.00%             | 2025-04-18      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13146 | PA      | $12425.16     | 0.01%             | 2026-11-23      | Fixed         | 17.60%                | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                          | Goodyear Tire & Rubber Co. (The)                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523209.00    | 0.27%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1625876.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16528 | PA      | $16046.61     | 0.01%             | 2024-09-24      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251712.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25850 | PA      | $25664.19     | 0.01%             | 2026-12-15      | Fixed         | 23.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102185.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5502 | PA      | $5487.50      | 0.00%             | 2024-11-23      | Fixed         | 21.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729483.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13863 | PA      | $13747.22     | 0.01%             | 2027-02-17      | Fixed         | 18.23%                | 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        |       982 | PA      | $980.14       | 0.00%             | 2026-10-22      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12381966.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8190 | PA      | $8240.86      | 0.00%             | 2024-01-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185794411.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27091 | PA      | $26374.38     | 0.01%             | 2027-02-04      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498723.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1933 | PA      | $137.23       | 0.00%             | 2027-01-24      | Fixed         | 28.14%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167079278.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19860 | PA      | $18610.27     | 0.01%             | 2025-05-01      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275962.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       316 | PA      | $318.73       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992407305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $81.14        | 0.00%             | 2024-04-05      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10061673.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21945 | PA      | $2743.29      | 0.00%             | 2026-09-25      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1722336.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4340 | PA      | $4170.75      | 0.00%             | 2025-02-16      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2027921.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1882 | PA      | $135.90       | 0.00%             | 2026-11-12      | Fixed         | 21.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102400.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5234 | PA      | $5229.88      | 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        |     12291 | PA      | $11398.84     | 0.01%             | 2025-01-13      | 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        |     35086 | PA      | $34898.41     | 0.02%             | 2027-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992342016.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $507.59       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Condor Merger Sub, Inc.                                                   | Condor Merger Sub, Inc.                                                            | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    800000 | PA      | $656409.12    | 0.33%             | 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        |     19852 | PA      | $20191.28     | 0.01%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19895 | PA      | $19748.44     | 0.01%             | 2027-01-24      | Fixed         | 12.27%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10584167.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5230 | PA      | $5284.32      | 0.00%             | 2024-10-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031872.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26530 | PA      | $26369.73     | 0.01%             | 2026-11-12      | Fixed         | 24.66%                | 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      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2391 | PA      | $2380.42      | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185694876.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9102 | PA      | $8901.78      | 0.00%             | 2025-02-02      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497118.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11798 | PA      | $11662.23     | 0.01%             | 2027-01-25      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| M/I Homes, Inc.                                                           | M/I Homes, Inc.                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460862.35    | 0.23%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2238243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3505 | PA      | $252.85       | 0.00%             | 2024-12-14      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5055 | PA      | $4999.05      | 0.00%             | 2026-09-17      | Fixed         | 18.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248667.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1105 | PA      | $1090.40      | 0.00%             | 2024-12-14      | Fixed         | 22.71%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992325544.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.90       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031873.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       901 | PA      | $896.61       | 0.00%             | 2026-11-12      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Stericycle, Inc.                                                          | Stericycle, Inc.                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1045920.00   | 0.53%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032407.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1064 | PA      | $1057.65      | 0.00%             | 2026-11-12      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992238031.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       453 | PA      | $31.59        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18407 | PA      | $4990.82      | 0.00%             | 2026-12-14      | Fixed         | 19.53%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15090828.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14787 | PA      | $14724.92     | 0.01%             | 2027-07-14      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730077.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5713 | PA      | $5636.96      | 0.00%             | 2026-09-17      | Fixed         | 21.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992264728.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $11.72        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                      | Forestar Group, Inc.                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442367.50    | 0.22%             | 2026-05-15      | Fixed         | 3.85%                 | 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        |     14399 | PA      | $14291.66     | 0.01%             | 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        |     12586 | PA      | $12243.12     | 0.01%             | 2027-01-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902094.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       672 | PA      | $667.99       | 0.00%             | 2024-10-22      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7164 | PA      | $7102.93      | 0.00%             | 2026-12-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16686 | PA      | $237.66       | 0.00%             | 2026-11-23      | Fixed         | 25.68%                | 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        |     15891 | PA      | $15165.19     | 0.01%             | 2027-01-17      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11702245.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31281 | PA      | $31224.07     | 0.02%             | 2027-02-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 173844190.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14403 | PA      | $14235.53     | 0.01%             | 2026-01-23      | Fixed         | 21.99%                | 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        |      6309 | PA      | $6269.88      | 0.00%             | 2026-09-17      | 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        |      6676 | PA      | $6607.93      | 0.00%             | 2027-01-24      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12375682.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14392 | PA      | $14279.92     | 0.01%             | 2027-03-18      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103621.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4936 | PA      | $4911.96      | 0.00%             | 2026-11-23      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1709219.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8319 | PA      | $8020.02      | 0.00%             | 2025-02-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460328.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $120.87       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032194.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6517 | PA      | $6434.60      | 0.00%             | 2026-11-12      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9087 | PA      | $2621.67      | 0.00%             | 2026-11-12      | Fixed         | 24.81%                | No            |                  3 | On Loan: No      |
| Edison International                                                      | Edison International                                                               | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     36000 | NS      | $2399760.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186258250.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9313 | PA      | $1743.16      | 0.00%             | 2027-02-16      | Fixed         | 21.99%                | No            |                  3 | 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      | $664011.32    | 0.34%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992255551.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Pass-Thru Trust III                                               | Prosper Pass-Thru Trust III, Series 2020-PT1, Class A                              | CUSIP: 74360NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59944 | PA      | $59140.26     | 0.03%             | 2026-03-15      | Variable      | 15.18%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992343713.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        81 | PA      | $80.67        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902733.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4144 | PA      | $60.45        | 0.00%             | 2025-03-22      | Fixed         | 21.31%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188329392.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19665 | PA      | $1822.48      | 0.00%             | 2027-04-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11799657.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17898 | PA      | $18116.74     | 0.01%             | 2026-01-04      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500532.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1337 | PA      | $1324.34      | 0.00%             | 2025-01-24      | Fixed         | 23.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502134.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27504 | PA      | $27352.91     | 0.01%             | 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        |     13311 | PA      | $13067.72     | 0.01%             | 2027-01-18      | 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        |        10 | PA      | $9.98         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992355380.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        93 | PA      | $94.91        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992354009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.61         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251940.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8926 | PA      | $2616.97      | 0.00%             | 2026-12-15      | Fixed         | 31.49%                | 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        |     16122 | PA      | $16301.84     | 0.01%             | 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      | $259485.00    | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11763967.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13540 | PA      | $13492.90     | 0.01%             | 2027-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160029837.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14889 | PA      | $14369.01     | 0.01%             | 2024-10-29      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258426.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $11.20        | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12399764.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $4498.10      | 0.00%             | 2027-02-01      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       397 | PA      | $397.24       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992261330.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.93        | 0.00%             | 2024-04-05      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| DTE Energy Co.                                                            | DTE Energy Co.                                                                     | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     30000 | NS      | $3480300.00   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729719.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8473 | PA      | $8456.60      | 0.00%             | 2026-09-17      | Fixed         | 23.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15110929.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29863 | PA      | $10604.50     | 0.01%             | 2027-07-21      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992324074.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       847 | PA      | $832.68       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249377.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5676 | PA      | $5600.91      | 0.00%             | 2024-12-15      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12164396.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17623 | PA      | $3974.91      | 0.00%             | 2027-04-22      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271815.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       772 | PA      | $787.31       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992353681.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $5.13         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188860532.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       696 | PA      | $693.93       | 0.00%             | 2025-04-28      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2002430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2152 | PA      | $2138.13      | 0.00%             | 2024-11-12      | Fixed         | 8.48%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185208719.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8765 | PA      | $8517.51      | 0.00%             | 2027-01-19      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251219.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2118 | PA      | $2105.53      | 0.00%             | 2026-12-15      | Fixed         | 8.53%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11008022.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12247 | PA      | $12419.58     | 0.01%             | 2026-12-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8656 | PA      | $8569.88      | 0.00%             | 2026-11-12      | Fixed         | 18.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1687970.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1497.54      | 0.00%             | 2025-01-12      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15112645.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18507 | PA      | $18619.23     | 0.01%             | 2026-07-15      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501592.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1081 | PA      | $1076.02      | 0.00%             | 2027-01-25      | Fixed         | 25.36%                | No            |                  3 | On Loan: No      |
| NESCO Holdings II, Inc.                                                   | NESCO Holdings II, Inc.                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440482.50    | 0.22%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992377531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        63 | PA      | $63.65        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1653836.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1372.29      | 0.00%             | 2024-11-10      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1694488.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9498 | PA      | $9199.62      | 0.00%             | 2025-01-13      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729192.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1904 | PA      | $526.92       | 0.00%             | 2024-09-17      | Fixed         | 17.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730364.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2751 | PA      | $199.11       | 0.00%             | 2026-09-17      | Fixed         | 20.42%                | 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        |     11250 | PA      | $10794.70     | 0.01%             | 2026-09-20      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499090.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5365 | PA      | $5297.64      | 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        |      2734 | PA      | $548.84       | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                | ASP Unifrax Holdings, Inc.                                                         | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248100.00    | 0.13%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10091198.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16790 | PA      | $4953.63      | 0.00%             | 2025-09-24      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902506.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32397 | PA      | $1209.74      | 0.00%             | 2027-03-22      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Radian Group, Inc.                                                        | Radian Group, Inc.                                                                 | CUSIP: 750236AX9<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594852.00    | 0.30%             | 2025-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       127 | PA      | $128.71       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163082276.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $211.81       | 0.00%             | 2032-12-25      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715485.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19807 | PA      | $19024.12     | 0.01%             | 2025-02-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103839.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4911 | PA      | $4881.91      | 0.00%             | 2025-04-23      | Fixed         | 11.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2970277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29578 | PA      | $29256.92     | 0.01%             | 2027-04-19      | Fixed         | 17.94%                | 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        |      2214 | PA      | $2182.67      | 0.00%             | 2026-12-15      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271618.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.70        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11022068.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6019 | PA      | $6071.04      | 0.00%             | 2023-12-06      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992424737.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       826 | PA      | $539.44       | 0.00%             | 2025-04-05      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251167.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $7290.15      | 0.00%             | 2026-12-14      | Fixed         | 14.16%                | 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        |     13705 | PA      | $13311.30     | 0.01%             | 2027-04-05      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248798.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1718 | PA      | $1696.36      | 0.00%             | 2025-05-14      | Fixed         | 28.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499783.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9120 | PA      | $9069.87      | 0.00%             | 2027-01-25      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992305155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1719 | PA      | $1732.54      | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | 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        |      5325 | PA      | $5323.98      | 0.00%             | 2026-11-23      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251398.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6797 | PA      | $6753.64      | 0.00%             | 2026-12-14      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992405969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1241 | PA      | $236.23       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502260.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6211 | PA      | $6148.87      | 0.00%             | 2027-01-25      | Fixed         | 17.52%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992395186.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $3.11         | 0.00%             | 2027-12-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499127.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4557 | PA      | $4535.27      | 0.00%             | 2027-01-24      | Fixed         | 27.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271480.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $148.38       | 0.00%             | 2024-04-05      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2240893.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18958 | PA      | $18791.10     | 0.01%             | 2024-12-15      | Fixed         | 21.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497688.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $1150.41      | 0.00%             | 2027-01-24      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185105381.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10653 | PA      | $10457.94     | 0.01%             | 2027-01-18      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500827.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2728 | PA      | $2715.21      | 0.00%             | 2027-06-25      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 166170570.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9965 | PA      | $9489.80      | 0.00%             | 2025-03-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902485.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1395 | PA      | $98.92        | 0.00%             | 2026-10-22      | Fixed         | 25.47%                | No            |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                        | Vertiv Group Corp.                                                                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    800000 | PA      | $688944.00    | 0.35%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165045221.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18571 | PA      | $17836.57     | 0.01%             | 2025-01-28      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1646552.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10737 | PA      | $10546.11     | 0.01%             | 2024-10-29      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253490.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4644 | PA      | $4605.63      | 0.00%             | 2027-05-15      | Fixed         | 28.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       753 | PA      | $749.12       | 0.00%             | 2025-01-25      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033075.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7774 | PA      | $7713.82      | 0.00%             | 2024-11-12      | Fixed         | 11.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253679.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $3246.55      | 0.00%             | 2025-05-15      | Fixed         | 22.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102410.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4393 | PA      | $4386.21      | 0.00%             | 2026-11-23      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499925.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1707 | PA      | $1696.08      | 0.00%             | 2027-01-24      | Fixed         | 31.73%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2099233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13821 | PA      | $13726.60     | 0.01%             | 2026-11-23      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685640.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14425 | PA      | $1782.60      | 0.00%             | 2026-12-14      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Bath & Body Works, Inc.                                                   | Bath & Body Works, Inc.                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468750.00    | 0.24%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992440479.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       268 | PA      | $267.56       | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $584007.96    | 0.30%             | 2028-02-01      | Fixed         | 4.75%                 | 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        |     21772 | PA      | $21031.34     | 0.01%             | 2027-01-14      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14481 | PA      | $615.86       | 0.00%             | 2026-11-12      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167712249.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16924 | PA      | $16185.81     | 0.01%             | 2025-04-20      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503278.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9812 | PA      | $9766.17      | 0.00%             | 2027-06-25      | Fixed         | 24.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4366 | PA      | $4334.97      | 0.00%             | 2024-12-15      | Fixed         | 10.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11084610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12959 | PA      | $1562.90      | 0.00%             | 2026-12-18      | Fixed         | 19.99%                | 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        |      5306 | PA      | $5251.78      | 0.00%             | 2027-01-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1632609.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4647 | PA      | $4483.67      | 0.00%             | 2024-09-26      | Fixed         | 14.39%                | 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      | $173433.44    | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168163559.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $2650.95      | 0.00%             | 2023-03-11      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901001.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3786 | PA      | $3737.84      | 0.00%             | 2026-10-22      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902840.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11360 | PA      | $11246.98     | 0.01%             | 2026-10-22      | 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        |     19874 | PA      | $19600.64     | 0.01%             | 2027-02-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10856 | PA      | $10780.98     | 0.01%             | 2024-12-14      | Fixed         | 10.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248226.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2776.91      | 0.00%             | 2027-05-14      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2474863.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3089 | PA      | $3069.74      | 0.00%             | 2027-01-25      | Fixed         | 27.63%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992254376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.85        | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992270874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $8.05         | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185952586.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5178 | PA      | $5087.38      | 0.00%             | 2025-02-17      | Fixed         | 16.99%                | 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        |     25160 | PA      | $24209.69     | 0.01%             | 2025-04-11      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 161911117.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3143 | PA      | $3119.67      | 0.00%             | 2024-11-14      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101911.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6641 | PA      | $184.72       | 0.00%             | 2024-11-23      | Fixed         | 22.18%                | 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        |      3112 | PA      | $3111.54      | 0.00%             | 2026-11-23      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186046548.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3988 | PA      | $3919.19      | 0.00%             | 2025-02-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498281.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $939.31       | 0.00%             | 2025-01-24      | Fixed         | 7.12%                 | 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        |     17432 | PA      | $17427.69     | 0.01%             | 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        |     13476 | PA      | $13403.62     | 0.01%             | 2027-01-25      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| Motion Bondco DAC                                                         | Motion Bondco DAC                                                                  | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $172432.50    | 0.09%             | 2027-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1646948.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12660 | PA      | $12413.07     | 0.01%             | 2026-10-29      | Fixed         | 11.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992434531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       412 | PA      | $54.19        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164493400.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3829 | PA      | $3711.87      | 0.00%             | 2024-01-07      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992433923.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.24        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188498393.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27949 | PA      | $27802.40     | 0.01%             | 2025-04-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250499.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3174 | PA      | $3133.43      | 0.00%             | 2026-12-14      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252438.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3528 | PA      | $3477.31      | 0.00%             | 2026-12-15      | Fixed         | 19.81%                | 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        |     17920 | PA      | $17836.71     | 0.01%             | 2026-11-23      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501591.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14881 | PA      | $14726.36     | 0.01%             | 2027-01-25      | Fixed         | 16.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250188.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4498 | PA      | $4260.19      | 0.00%             | 2026-12-14      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992340874.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.08         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1701486.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $1372.14      | 0.00%             | 2024-09-17      | Fixed         | 23.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258460.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       149 | PA      | $149.45       | 0.00%             | 2024-04-05      | Fixed         | 22.45%                | 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        |      6072 | PA      | $5798.60      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Charles River Laboratories International, Inc.                            | Charles River Laboratories International, Inc.                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174264.20    | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992388420.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $62.75        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3299 | PA      | $3283.16      | 0.00%             | 2026-10-22      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499694.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2393 | PA      | $165.38       | 0.00%             | 2027-01-24      | Fixed         | 31.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502978.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3393 | PA      | $3373.73      | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2246912.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2804 | PA      | $413.20       | 0.00%             | 2026-12-14      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032694.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4728 | PA      | $4652.63      | 0.00%             | 2025-04-12      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248164.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5697 | PA      | $401.69       | 0.00%             | 2026-12-14      | Fixed         | 27.68%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344354.00    | 0.17%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499336.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1150 | PA      | $1141.37      | 0.00%             | 2025-01-24      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250992.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8994 | PA      | $8916.72      | 0.00%             | 2026-12-14      | Fixed         | 25.92%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13524997.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13732 | PA      | $13914.36     | 0.01%             | 2026-03-25      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901509.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7203 | PA      | $6869.33      | 0.00%             | 2026-10-22      | Fixed         | 31.16%                | 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      | $162680.00    | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497801.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6413 | PA      | $6375.84      | 0.00%             | 2027-01-24      | Fixed         | 28.11%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S3, Class PT | CUSIP: 21055RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22210 | PA      | $20710.71     | 0.01%             | 2044-06-15      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500557.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13454 | PA      | $13289.79     | 0.01%             | 2027-01-25      | Fixed         | 21.25%                | No            |                  3 | On Loan: No      |
| Iliad Holding SASU                                                        | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $756240.00    | 0.38%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992285323.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       112 | PA      | $7.86         | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103055.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1141 | PA      | $1130.99      | 0.00%             | 2026-11-23      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10762832.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4617 | PA      | $4669.50      | 0.00%             | 2023-11-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Altice France Holding SA                                                  | Altice France Holding SA                                                           | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1187805.00   | 0.60%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992279655.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       173 | PA      | $9.32         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2967243.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15586 | PA      | $15471.79     | 0.01%             | 2027-04-19      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249987.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1869 | PA      | $1854.52      | 0.00%             | 2026-12-14      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                          | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    600000 | PA      | $355875.00    | 0.18%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1658650.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12164 | PA      | $6735.86      | 0.00%             | 2025-10-09      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102703.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4378 | PA      | $4371.75      | 0.00%             | 2026-11-23      | Fixed         | 20.89%                | 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        |     18347 | PA      | $18498.27     | 0.01%             | 2026-09-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729529.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10964 | PA      | $10950.49     | 0.01%             | 2026-09-17      | Fixed         | 20.22%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1618524.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6377 | PA      | $6173.39      | 0.00%             | 2024-08-20      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161597561.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7010 | PA      | $675.38       | 0.00%             | 2032-11-08      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101888.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8710 | PA      | $1341.25      | 0.00%             | 2026-11-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251095.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1478 | PA      | $1467.88      | 0.00%             | 2024-12-15      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248341.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22148 | PA      | $21874.19     | 0.01%             | 2026-12-14      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499886.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11131 | PA      | $11064.00     | 0.01%             | 2025-01-24      | Fixed         | 26.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185325210.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21978 | PA      | $21288.67     | 0.01%             | 2027-02-01      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992389825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $10.61        | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188852266.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5142 | PA      | $5093.25      | 0.00%             | 2025-04-27      | Fixed         | 23.99%                | 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        |      6223 | PA      | $6145.18      | 0.00%             | 2027-01-24      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248430.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1158 | PA      | $1088.43      | 0.00%             | 2026-12-14      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18046 | PA      | $17905.58     | 0.01%             | 2026-10-22      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503169.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       924 | PA      | $917.86       | 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      | $140230.08    | 0.07%             |  |  |  | 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        |     13104 | PA      | $12654.36     | 0.01%             | 2027-01-13      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497190.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2601.39      | 0.00%             | 2027-01-24      | Fixed         | 26.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992340918.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $1.03         | 0.00%             | 2027-10-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185513167.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7176 | PA      | $7019.45      | 0.00%             | 2025-02-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498596.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1762 | PA      | $1748.91      | 0.00%             | 2027-01-24      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497327.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1757 | PA      | $1748.47      | 0.00%             | 2027-01-24      | Fixed         | 33.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248036.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25766 | PA      | $25553.54     | 0.01%             | 2027-05-14      | Fixed         | 24.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501815.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6885 | PA      | $6849.82      | 0.00%             | 2027-06-25      | Fixed         | 29.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503206.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       929 | PA      | $914.99       | 0.00%             | 2025-01-25      | Fixed         | 28.84%                | 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        |      1471 | PA      | $1464.28      | 0.00%             | 2026-11-23      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12401540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27622 | PA      | $27566.94     | 0.01%             | 2026-03-08      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4800 | PA      | $345.63       | 0.00%             | 2027-01-24      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                             | Upgrade, Inc., 25809785.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       386 | PA      | $387.50       | 0.00%             | 2023-01-06      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1712903.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8613 | PA      | $8249.81      | 0.00%             | 2027-02-23      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992281862.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       579 | PA      | $561.68       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992423362.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       244 | PA      | $244.62       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1723116.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1586 | PA      | $1529.81      | 0.00%             | 2025-02-17      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992327252.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $39.87        | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497652.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       890 | PA      | $885.14       | 0.00%             | 2027-01-24      | Fixed         | 22.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252920.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2601 | PA      | $2579.73      | 0.00%             | 2026-12-15      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992309107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992256275.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.00        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                               | Apollo Commercial Real Estate Finance, Inc.                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797835.00    | 0.40%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13473219.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13868 | PA      | $13793.26     | 0.01%             | 2027-05-16      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992240620.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        17 | PA      | $16.78        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13489698.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7224 | PA      | $7317.06      | 0.00%             | 2024-05-15      | Fixed         | 5.99%                 | No            |                  3 | 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        |     16894 | PA      | $17126.56     | 0.01%             | 2027-07-16      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1691789.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13630 | PA      | $13148.07     | 0.01%             | 2027-01-19      | Fixed         | 26.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500531.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2883 | PA      | $205.72       | 0.00%             | 2027-01-24      | Fixed         | 22.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2443263.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7271 | PA      | $7244.59      | 0.00%             | 2027-01-25      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2472114.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17169 | PA      | $17106.51     | 0.01%             | 2027-01-25      | Fixed         | 7.63%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992272262.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.10        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188682908.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3685 | PA      | $3666.48      | 0.00%             | 2025-04-25      | Fixed         | 21.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4643 | PA      | $4633.42      | 0.00%             | 2027-03-22      | Fixed         | 26.15%                | 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        |      8797 | PA      | $8688.99      | 0.00%             | 2027-01-25      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992424526.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $275.77       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     12786 | PA      | $12428.49     | 0.01%             | 2027-02-10      | 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        |     13265 | PA      | $13430.59     | 0.01%             | 2026-05-05      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992385683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14834 | PA      | $15464.15     | 0.01%             | 2025-03-31      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175401.24    | 0.09%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455279.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       531 | PA      | $112.82       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714624.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8007 | PA      | $7711.64      | 0.00%             | 2025-02-15      | Fixed         | 19.41%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15158424.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17495 | PA      | $17758.71     | 0.01%             | 2027-07-17      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688342.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12353 | PA      | $11901.41     | 0.01%             | 2025-01-12      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $12.85        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11837813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10812 | PA      | $10695.61     | 0.01%             | 2027-02-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188854471.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4293 | PA      | $4251.81      | 0.00%             | 2025-04-27      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 166461550.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2291.32      | 0.00%             | 2023-02-25      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902385.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3332 | PA      | $3312.39      | 0.00%             | 2024-10-22      | Fixed         | 8.05%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455102.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       352 | PA      | $356.20       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     15580 | PA      | $15090.45     | 0.01%             | 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      | $255905.00    | 0.13%             | 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      | $540.00       | 0.00%             | 2022-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730290.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6512 | PA      | $6494.87      | 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        |      5649 | PA      | $5607.61      | 0.00%             | 2027-01-24      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992391676.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       233 | PA      | $231.95       | 0.00%             | 2025-04-05      | Fixed         | 15.97%                | 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        |      3241 | PA      | $3223.97      | 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        |     14225 | PA      | $14117.67     | 0.01%             | 2027-04-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250025.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6509 | PA      | $6452.12      | 0.00%             | 2026-12-14      | Fixed         | 13.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902021.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2280 | PA      | $2276.25      | 0.00%             | 2026-10-22      | Fixed         | 25.72%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992240706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $6.09         | 0.00%             | 2024-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032548.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7563 | PA      | $7511.15      | 0.00%             | 2024-11-12      | Fixed         | 7.85%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161483895.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5749 | PA      | $5544.62      | 0.00%             | 2024-11-07      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2204211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       779 | PA      | $768.75       | 0.00%             | 2026-12-15      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992428057.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         9 | PA      | $8.82         | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992335344.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $43.45        | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10849903.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19073 | PA      | $19235.95     | 0.01%             | 2024-10-16      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Element Solutions, Inc.                                                   | Element Solutions, Inc.                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256824.00    | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2039 | PA      | $2027.76      | 0.00%             | 2025-01-25      | Fixed         | 11.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11021958.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9599 | PA      | $9682.15      | 0.00%             | 2024-12-10      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992399278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4629 | PA      | $4661.29      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992387556.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $12.06        | 0.00%             | 2025-04-04      | Fixed         | 18.97%                | No            |                  3 | 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        |     18889 | PA      | $18808.05     | 0.01%             | 2027-05-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39246 | PA      | $11419.02     | 0.01%             | 2027-06-25      | Fixed         | 24.08%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186141198.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4001 | PA      | $3903.74      | 0.00%             | 2025-02-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11121084.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16106 | PA      | $16223.78     | 0.01%             | 2026-12-19      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661257.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1447 | PA      | $1400.37      | 0.00%             | 2024-11-12      | Fixed         | 17.80%                | 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        |      3504 | PA      | $3478.48      | 0.00%             | 2027-01-25      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707938.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11087 | PA      | $10648.97     | 0.01%             | 2025-02-15      | Fixed         | 15.86%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 158011325.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8287 | PA      | $7930.08      | 0.00%             | 2024-11-03      | Fixed         | 14.30%                | 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        |     18458 | PA      | $17677.23     | 0.01%             | 2027-04-05      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502592.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14105 | PA      | $14020.98     | 0.01%             | 2027-01-25      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249483.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8831 | PA      | $8693.36      | 0.00%             | 2026-12-14      | Fixed         | 20.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101642.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5501 | PA      | $5484.67      | 0.00%             | 2024-11-23      | Fixed         | 15.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251440.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $1253.31      | 0.00%             | 2026-12-14      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444106.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       489 | PA      | $33.77        | 0.00%             | 2025-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11022514.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12791 | PA      | $12934.18     | 0.01%             | 2025-10-21      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1733.11      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901083.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3756.85      | 0.00%             | 2026-10-22      | Fixed         | 14.22%                | 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        |      9624 | PA      | $9382.77      | 0.00%             | 2025-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10847318.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5091 | PA      | $5137.82      | 0.00%             | 2023-10-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992278945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $61.63        | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2494435.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35192 | PA      | $34823.13     | 0.02%             | 2027-01-24      | Fixed         | 17.90%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185242092.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26670 | PA      | $26000.52     | 0.01%             | 2027-01-19      | Fixed         | 20.99%                | 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        |      9488 | PA      | $9382.63      | 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        |     20979 | PA      | $20475.59     | 0.01%             | 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        |      2155 | PA      | $2145.01      | 0.00%             | 2026-11-12      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184922844.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12795 | PA      | $12527.66     | 0.01%             | 2025-02-05      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185493347.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15921 | PA      | $15573.76     | 0.01%             | 2025-02-01      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498801.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23425 | PA      | $23252.09     | 0.01%             | 2027-01-24      | Fixed         | 10.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992251113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        28 | PA      | $27.84        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10111431.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15435 | PA      | $15651.97     | 0.01%             | 2025-09-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992282788.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1030 | PA      | $1026.35      | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992430529.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        90 | PA      | $91.47        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499341.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1136.31      | 0.00%             | 2025-01-24      | Fixed         | 16.67%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992290941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $130.56       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                       | Kinetik Holdings LP                                                                | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564663.00    | 0.29%             | 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        |     10764 | PA      | $10892.11     | 0.01%             | 2026-03-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       341 | PA      | $350.02       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8654 | PA      | $8544.82      | 0.00%             | 2026-11-12      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992268108.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       625 | PA      | $616.64       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252613.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3937 | PA      | $3892.45      | 0.00%             | 2026-12-15      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                   | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385924.00    | 0.20%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500590.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1169 | PA      | $1158.49      | 0.00%             | 2027-01-24      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                             | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1370985.00   | 0.69%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2247842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6300 | PA      | $6259.72      | 0.00%             | 2026-12-14      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031569.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3984 | PA      | $3965.29      | 0.00%             | 2026-11-12      | Fixed         | 25.11%                | 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        |     19529 | PA      | $19289.88     | 0.01%             | 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        |     42705 | PA      | $42581.42     | 0.02%             | 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        |         2 | PA      | $2.20         | 0.00%             | 2027-12-03      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 162624241.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17831 | PA      | $1679.69      | 0.00%             | 2024-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252287.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1297.02      | 0.00%             | 2026-12-15      | Fixed         | 26.45%                | No            |                  3 | On Loan: No      |
| Viper Energy Partners LP                                                  | Viper Energy Partners LP                                                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379818.78    | 0.19%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497293.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1891 | PA      | $62.43        | 0.00%             | 2027-01-24      | Fixed         | 22.07%                | 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      | $539561.68    | 0.27%             | 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      | $865287.00    | 0.44%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2970145.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8117 | PA      | $8009.37      | 0.00%             | 2027-04-19      | Fixed         | 22.58%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 153904028.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7518 | PA      | $7333.83      | 0.00%             | 2024-06-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185157324.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7622 | PA      | $7475.56      | 0.00%             | 2025-02-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1694725.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13344 | PA      | $12688.38     | 0.01%             | 2027-01-13      | 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        |     33657 | PA      | $34195.46     | 0.02%             | 2026-05-18      | 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        |      3135 | PA      | $3112.02      | 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        |     12680 | PA      | $12606.18     | 0.01%             | 2026-12-15      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2030797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20388 | PA      | $20270.70     | 0.01%             | 2026-11-12      | Fixed         | 30.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1655772.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3546 | PA      | $3458.06      | 0.00%             | 2024-10-27      | Fixed         | 21.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13515740.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34252 | PA      | $34369.82     | 0.02%             | 2027-05-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164230564.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       565 | PA      | $564.86       | 0.00%             | 2023-01-07      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992293971.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $127.85       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992312103.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       525 | PA      | $536.28       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185074501.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $3767.61      | 0.00%             | 2025-01-29      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10859032.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12975 | PA      | $13161.62     | 0.01%             | 2026-11-21      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1621434.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3809 | PA      | $3669.50      | 0.00%             | 2026-08-26      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729302.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1224 | PA      | $1220.37      | 0.00%             | 2026-09-17      | Fixed         | 28.50%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc.                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267378.61    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-31, Class PT | CUSIP: 21055FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95848 | PA      | $89507.45     | 0.05%             | 2044-09-15      | Variable      | 17.35%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992432935.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.04         | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Harbour Energy plc                                                        | Harbour Energy plc                                                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $449570.00    | 0.23%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992359643.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $533.79       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249675.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13059 | PA      | $12911.98     | 0.01%             | 2026-12-15      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241305.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       113 | PA      | $113.46       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249713.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2924 | PA      | $2904.47      | 0.00%             | 2024-12-14      | Fixed         | 11.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252339.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21186 | PA      | $21063.83     | 0.01%             | 2026-12-15      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902133.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17623 | PA      | $17596.18     | 0.01%             | 2026-10-22      | Fixed         | 27.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10582948.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18346 | PA      | $18606.79     | 0.01%             | 2025-10-22      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10860337.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14043 | PA      | $13862.37     | 0.01%             | 2026-11-30      | Fixed         | 22.99%                | 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        |      9075 | PA      | $9024.26      | 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        |       870 | PA      | $863.43       | 0.00%             | 2027-01-24      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103644.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4650 | PA      | $718.27       | 0.00%             | 2026-11-23      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902685.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2121 | PA      | $2111.57      | 0.00%             | 2024-10-22      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1750903.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6868 | PA      | $6562.59      | 0.00%             | 2025-04-07      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249070.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       269 | PA      | $276.04       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1611802.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3480 | PA      | $3415.34      | 0.00%             | 2026-08-22      | Fixed         | 29.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2101729.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28581 | PA      | $27011.77     | 0.01%             | 2027-04-23      | Fixed         | 20.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 173374603.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6222 | PA      | $6069.25      | 0.00%             | 2024-01-13      | Fixed         | 19.12%                | No            |                  3 | On Loan: No      |
| Victoria's Secret & Co.                                                   | Victoria's Secret & Co.                                                            | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338098.00    | 0.17%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992336155.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2868 | PA      | $2929.30      | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503209.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6317 | PA      | $6287.54      | 0.00%             | 2027-01-25      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1672147.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17452 | PA      | $16506.15     | 0.01%             | 2026-12-03      | Fixed         | 16.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253562.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4462 | PA      | $4430.30      | 0.00%             | 2026-12-15      | Fixed         | 23.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102371.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6969 | PA      | $6957.53      | 0.00%             | 2026-11-23      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11869017.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20496 | PA      | $2324.02      | 0.00%             | 2026-02-15      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502837.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       747 | PA      | $742.84       | 0.00%             | 2025-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1672739.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10838 | PA      | $10487.32     | 0.01%             | 2024-12-14      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1672316.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11094 | PA      | $10721.10     | 0.01%             | 2026-12-14      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032469.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477 | PA      | $469.91       | 0.00%             | 2024-11-12      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249935.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3461 | PA      | $3431.46      | 0.00%             | 2026-12-14      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7323 | PA      | $2165.38      | 0.00%             | 2026-11-23      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500275.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17285 | PA      | $17189.58     | 0.01%             | 2027-01-24      | Fixed         | 9.89%                 | 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        |      6369 | PA      | $6120.84      | 0.00%             | 2026-10-28      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164758820.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4658 | PA      | $4484.57      | 0.00%             | 2025-01-13      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Jazz Securities DAC                                                       | Jazz Securities DAC                                                                | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1181082.50   | 0.60%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103246.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1055 | PA      | $1040.55      | 0.00%             | 2026-11-23      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250334.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7783 | PA      | $7661.71      | 0.00%             | 2026-12-14      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1686078.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10243 | PA      | $9900.89      | 0.01%             | 2026-12-15      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185773530.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13650 | PA      | $13241.44     | 0.01%             | 2027-02-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421379.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $162.57       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3553 | PA      | $3505.41      | 0.00%             | 2027-01-24      | Fixed         | 24.18%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11863466.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9188 | PA      | $9123.01      | 0.00%             | 2027-03-17      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10314654.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29753 | PA      | $29768.06     | 0.02%             | 2027-03-21      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992439564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       479 | PA      | $478.72       | 0.00%             | 2025-04-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186038688.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20006 | PA      | $19503.33     | 0.01%             | 2025-02-10      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102238.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7784 | PA      | $2292.85      | 0.00%             | 2026-11-23      | Fixed         | 26.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43538 | PA      | $43517.19     | 0.02%             | 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        |     10502 | PA      | $10485.92     | 0.01%             | 2026-10-22      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1608122.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1168 | PA      | $1143.75      | 0.00%             | 2024-08-20      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498441.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9737 | PA      | $9690.36      | 0.00%             | 2027-01-24      | Fixed         | 23.10%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                              | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      3694 | NS      | $70956.20     | 0.04%             |  |  |  | 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        |      6123 | PA      | $6056.74      | 0.00%             | 2027-04-19      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992335320.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1627 | PA      | $1101.37      | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992264683.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        38 | PA      | $5.72         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032352.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9557 | PA      | $687.96       | 0.00%             | 2026-11-12      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971556.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29505 | PA      | $29357.61     | 0.01%             | 2027-04-19      | Fixed         | 10.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2246646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4746 | PA      | $342.58       | 0.00%             | 2026-12-14      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1680175.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3044 | PA      | $2963.55      | 0.00%             | 2024-12-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701126.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6078 | PA      | $5878.23      | 0.00%             | 2025-01-12      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Banijay Entertainment SASU                                                | Banijay Entertainment SASU                                                         | CUSIP: 060335AA4<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $949650.00    | 0.48%             | 2025-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249474.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1803 | PA      | $1790.69      | 0.00%             | 2024-12-14      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714642.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9018 | PA      | $8572.61      | 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      | $481792.50    | 0.24%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1648648.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3003 | PA      | $724.80       | 0.00%             | 2024-10-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901067.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13036 | PA      | $13015.26     | 0.01%             | 2026-10-22      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992364002.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       223 | PA      | $229.14       | 0.00%             | 2025-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11693890.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34780 | PA      | $34940.18     | 0.02%             | 2024-12-17      | Fixed         | 13.24%                | 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        |     19143 | PA      | $19127.57     | 0.01%             | 2027-02-17      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502187.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4549 | PA      | $4528.68      | 0.00%             | 2027-01-25      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1623737.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $1321.76      | 0.00%             | 2024-09-21      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185295974.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25311 | PA      | $24643.16     | 0.01%             | 2027-01-21      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678354.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12832 | PA      | $12400.04     | 0.01%             | 2026-12-14      | Fixed         | 11.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168533173.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1342.77      | 0.00%             | 2023-03-17      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103588.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3279 | PA      | $3278.67      | 0.00%             | 2026-11-23      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14901536.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28332 | PA      | $28814.57     | 0.01%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901141.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1744 | PA      | $1743.88      | 0.00%             | 2026-10-22      | Fixed         | 24.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992423495.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10839343.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6656 | PA      | $6740.87      | 0.00%             | 2024-12-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185094462.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10818 | PA      | $10534.63     | 0.01%             | 2027-01-21      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188640868.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18876 | PA      | $18319.08     | 0.01%             | 2027-04-25      | Fixed         | 20.99%                | 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        |      5271 | PA      | $5232.80      | 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        |     24759 | PA      | $25091.70     | 0.01%             | 2026-11-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992407582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.47        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499816.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5214 | PA      | $137.35       | 0.00%             | 2027-01-24      | Fixed         | 27.03%                | No            |                  3 | On Loan: No      |
| EnLink Midstream LLC                                                      | EnLink Midstream LLC                                                               | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813508.00    | 0.41%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033117.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3875 | PA      | $3850.29      | 0.00%             | 2024-11-12      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 172637623.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12726 | PA      | $12377.10     | 0.01%             | 2025-12-17      | Fixed         | 16.08%                | 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        |      4707 | PA      | $4646.90      | 0.00%             | 2027-04-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1658149.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3549 | PA      | $3407.55      | 0.00%             | 2024-11-08      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992442175.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1433 | PA      | $1421.17      | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992464343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $6.14         | 0.00%             | 2025-04-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164374418.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $723.11       | 0.00%             | 2023-01-07      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10130115.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21457 | PA      | $21436.63     | 0.01%             | 2026-08-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992274510.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $97.18        | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992391014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $172.21       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992339089.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $103.07       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | 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        |     10409 | PA      | $10564.27     | 0.01%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2491823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3705 | PA      | $3681.33      | 0.00%             | 2025-01-24      | Fixed         | 6.34%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030864.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8312 | PA      | $8259.27      | 0.00%             | 2026-11-12      | Fixed         | 18.46%                | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co., Series R                                                     | CUSIP: 48126HAA8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893250.00    | 0.45%             | 2023-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249765.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $3539.88      | 0.00%             | 2026-12-14      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                     | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                              | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $802848.00    | 0.41%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701537.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13380 | PA      | $12720.02     | 0.01%             | 2027-01-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992279540.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $40.38        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992362869.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447 | PA      | $451.10       | 0.00%             | 2025-04-05      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500434.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $908.04       | 0.00%             | 2027-01-24      | Fixed         | 27.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12414983.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27150 | PA      | $26854.84     | 0.01%             | 2027-03-08      | Fixed         | 19.74%                | 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        |     18581 | PA      | $18796.37     | 0.01%             | 2026-11-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185190835.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17937 | PA      | $17444.22     | 0.01%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992387188.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       307 | PA      | $311.36       | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Primo Water Holdings, Inc.                                                | Primo Water Holdings, Inc.                                                         | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    700000 | PA      | $605776.50    | 0.31%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992314013.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.67        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | 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        |     15398 | PA      | $15577.73     | 0.01%             | 2027-03-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992432014.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        45 | PA      | $44.98        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |     10296 | PA      | $9823.15      | 0.00%             | 2026-11-09      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168420680.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12146 | PA      | $11577.61     | 0.01%             | 2025-03-16      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501394.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9999 | PA      | $9906.83      | 0.01%             | 2025-01-25      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102807.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13600 | PA      | $13471.35     | 0.01%             | 2026-11-23      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13527002.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8967 | PA      | $9128.01      | 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        |      6526 | PA      | $6469.40      | 0.00%             | 2026-12-14      | 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        |     21620 | PA      | $20402.41     | 0.01%             | 2026-09-17      | Fixed         | 18.27%                | No            |                  3 | On Loan: No      |
| BNP Paribas Securities Corp.                                              | BNP Paribas Securities Corp.                                                       | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | Long             | RA               | CORP              | US        |    320706 | PA      | $320706.32    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032747.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14076 | PA      | $1026.09      | 0.00%             | 2026-11-12      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992341758.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       273 | PA      | $277.40       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 156752978.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16886 | PA      | $16354.97     | 0.01%             | 2024-08-09      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249342.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5224 | PA      | $5174.64      | 0.00%             | 2026-12-14      | Fixed         | 27.92%                | 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        |     36258 | PA      | $35170.64     | 0.02%             | 2027-02-08      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10326 | PA      | $10268.51     | 0.01%             | 2027-01-25      | Fixed         | 10.79%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11767307.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23902 | PA      | $24095.82     | 0.01%             | 2026-12-24      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992243760.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       145 | PA      | $144.63       | 0.00%             | 2024-04-05      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185030629.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $5329.94      | 0.00%             | 2027-01-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1749541.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2928 | PA      | $2798.68      | 0.00%             | 2025-04-05      | Fixed         | 22.03%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992429167.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        22 | PA      | $8.93         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992386358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158 | PA      | $2182.85      | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | 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        |     44936 | PA      | $44801.05     | 0.02%             | 2027-04-19      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15143961.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4468 | PA      | $4513.76      | 0.00%             | 2024-07-16      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992341609.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        59 | PA      | $59.77        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503197.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13218 | PA      | $13122.96     | 0.01%             | 2027-01-25      | Fixed         | 15.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1687964.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6745 | PA      | $6482.78      | 0.00%             | 2027-01-12      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1745381.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16696 | PA      | $16220.67     | 0.01%             | 2025-04-08      | Fixed         | 12.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992406244.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       289 | PA      | $288.56       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421200.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $207.60       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1753944.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6301 | PA      | $6053.39      | 0.00%             | 2025-04-07      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                      | Owens-Brockway Glass Container, Inc.                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    375000 | PA      | $361296.56    | 0.18%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729715.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3843 | PA      | $3825.32      | 0.00%             | 2024-09-17      | Fixed         | 8.39%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3426 | PA      | $3409.22      | 0.00%             | 2026-11-12      | Fixed         | 31.39%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $555158.37    | 0.28%             | 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        |      3834 | PA      | $3776.13      | 0.00%             | 2026-12-15      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| ASP Unifrax Holdings, Inc.                                                | ASP Unifrax Holdings, Inc.                                                         | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132184.89    | 0.07%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498668.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37919 | PA      | $37644.83     | 0.02%             | 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        |      6928 | PA      | $6693.79      | 0.00%             | 2026-12-14      | 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        |      1542 | PA      | $1534.72      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271586.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       187 | PA      | $191.45       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499326.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6845 | PA      | $6819.55      | 0.00%             | 2027-01-24      | Fixed         | 6.71%                 | 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      | $920156.23    | 0.47%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032655.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5526 | PA      | $396.08       | 0.00%             | 2026-11-12      | Fixed         | 26.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       114 | PA      | $115.05       | 0.00%             | 2025-04-04      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992251278.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        11 | PA      | $10.44        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032366.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $6645.02      | 0.00%             | 2026-11-12      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678372.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9793 | PA      | $9417.58      | 0.00%             | 2026-12-14      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701120.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9876 | PA      | $4998.05      | 0.00%             | 2025-12-12      | Fixed         | 15.90%                | 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        |      1081 | PA      | $1075.95      | 0.00%             | 2026-11-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992434771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $13.10        | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160792694.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18460 | PA      | $17865.41     | 0.01%             | 2024-10-23      | Fixed         | 13.08%                | 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      | $259092.00    | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio, Inc.                                                     | Sirius XM Radio, Inc.                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530892.00    | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                     | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $385680.00    | 0.20%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502696.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3697 | PA      | $3675.16      | 0.00%             | 2025-01-25      | Fixed         | 7.45%                 | No            |                  3 | On Loan: No      |
| Consolidated Edison, Inc.                                                 | Consolidated Edison, Inc.                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     35000 | NS      | $3431400.00   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1614454.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8258 | PA      | $8005.51      | 0.00%             | 2026-08-26      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992456750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       205 | PA      | $207.35       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15034726.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8472 | PA      | $8482.98      | 0.00%             | 2025-07-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992264407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1144 | PA      | $1142.71      | 0.00%             | 2025-04-05      | Fixed         | 14.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102313.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1300 | PA      | $1299.02      | 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        |     12409 | PA      | $12008.88     | 0.01%             | 2026-09-23      | 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        |      5272 | PA      | $5237.75      | 0.00%             | 2027-01-24      | 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        |     13631 | PA      | $13301.93     | 0.01%             | 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        |     80380 | NS      | $3199124.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498470.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11991 | PA      | $11895.15     | 0.01%             | 2027-01-24      | Fixed         | 18.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185625736.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13276 | PA      | $13068.31     | 0.01%             | 2027-01-31      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032994.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2848 | PA      | $1707.68      | 0.00%             | 2026-11-12      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                        | Southern Co. (The)                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     53000 | NS      | $3584920.00   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8700 | PA      | $8636.25      | 0.00%             | 2027-01-24      | Fixed         | 11.41%                | No            |                  3 | On Loan: No      |
| Enbridge, Inc.                                                            | Enbridge, Inc.                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     39360 | NS      | $1625174.40   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258333.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       408 | PA      | $86.32        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248306.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22336 | PA      | $22143.70     | 0.01%             | 2026-12-14      | Fixed         | 23.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992268866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       422 | PA      | $426.28       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992315376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $0.12         | 0.00%             | 2027-08-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       242 | PA      | $240.67       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251988.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2263 | PA      | $2229.46      | 0.00%             | 2027-05-15      | Fixed         | 19.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250662.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9331 | PA      | $9271.57      | 0.00%             | 2026-12-14      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992319118.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $312.36       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |      6356 | PA      | $6308.63      | 0.00%             | 2026-12-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13502295.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24921 | PA      | $25189.08     | 0.01%             | 2025-05-13      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S5, Class PT | CUSIP: 21055CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81741 | PA      | $76984.60     | 0.04%             | 2044-09-15      | Variable      | 13.03%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502139.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4787 | PA      | $4743.22      | 0.00%             | 2025-01-25      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 154830437.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5814 | PA      | $5268.65      | 0.00%             | 2025-04-15      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15085248.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12525 | PA      | $12626.05     | 0.01%             | 2027-08-29      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501793.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1543 | PA      | $1534.66      | 0.00%             | 2025-01-25      | Fixed         | 17.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992245673.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       124 | PA      | $16.55        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |      6500 | PA      | $6453.53      | 0.00%             | 2027-01-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4014 | PA      | $3984.22      | 0.00%             | 2027-01-25      | Fixed         | 14.62%                | 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        |      2764 | PA      | $2729.72      | 0.00%             | 2027-01-24      | Fixed         | 19.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186072313.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14489 | PA      | $14152.49     | 0.01%             | 2027-02-14      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5352 | PA      | $1579.76      | 0.00%             | 2026-11-23      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497987.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6106 | PA      | $429.11       | 0.00%             | 2027-01-25      | Fixed         | 31.34%                | 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        |     13350 | PA      | $13381.19     | 0.01%             | 2027-05-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730324.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6653 | PA      | $6642.61      | 0.00%             | 2024-09-17      | Fixed         | 15.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501374.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9051 | PA      | $8935.57      | 0.00%             | 2027-01-25      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                     | VM Consolidated, Inc.                                                              | CUSIP: 91835HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $705229.33    | 0.36%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12408150.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9731 | PA      | $5590.98      | 0.00%             | 2027-03-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031380.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5152 | PA      | $5114.24      | 0.00%             | 2024-11-12      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031106.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6688 | PA      | $6615.86      | 0.00%             | 2026-11-12      | Fixed         | 17.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031174.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8416 | PA      | $8376.27      | 0.00%             | 2026-11-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10112510.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10463 | PA      | $10638.24     | 0.01%             | 2026-09-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11870826.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10089 | PA      | $10019.95     | 0.01%             | 2027-01-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503491.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1996 | PA      | $1987.01      | 0.00%             | 2027-01-25      | Fixed         | 26.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 151259806.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10589 | PA      | $10216.69     | 0.01%             | 2025-05-04      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1618458.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5145 | PA      | $650.47       | 0.00%             | 2026-08-20      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11764720.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9443 | PA      | $9417.54      | 0.00%             | 2027-02-05      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167712619.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1299 | PA      | $1287.76      | 0.00%             | 2023-03-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250843.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4863 | PA      | $4786.80      | 0.00%             | 2026-12-14      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902780.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5665 | PA      | $5645.93      | 0.00%             | 2026-10-22      | Fixed         | 7.49%                 | 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        |      8545 | PA      | $8489.94      | 0.00%             | 2026-11-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901660.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1436.10      | 0.00%             | 2026-10-22      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972209.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2806 | PA      | $2783.22      | 0.00%             | 2027-04-19      | Fixed         | 23.90%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13500946.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14672 | PA      | $3267.87      | 0.00%             | 2027-05-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                     | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $337782.00    | 0.17%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992408107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $0.95         | 0.00%             | 2027-12-01      | Fixed         | 27.99%                | 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        |      5162 | PA      | $5133.92      | 0.00%             | 2027-01-25      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992270166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $99.65        | 0.00%             | 2024-04-03      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1649743.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10349 | PA      | $0.00         | 0.00%             | 2026-10-28      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501009.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7379 | PA      | $7333.24      | 0.00%             | 2025-01-25      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498554.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4485 | PA      | $4428.68      | 0.00%             | 2027-01-24      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031432.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3948 | PA      | $586.19       | 0.00%             | 2026-11-12      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Endeavor Energy Resources LP / EER Finance, Inc.                          | Endeavor Energy Resources LP / EER Finance, Inc.                                   | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $788484.00    | 0.40%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251813.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4024 | PA      | $1181.27      | 0.00%             | 2026-12-15      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250656.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       872 | PA      | $859.23       | 0.00%             | 2024-12-14      | Fixed         | 26.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502276.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4624 | PA      | $4603.11      | 0.00%             | 2027-01-25      | Fixed         | 33.54%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720911.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22538 | PA      | $21425.76     | 0.01%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992329853.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1215 | PA      | $71.86        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030808.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7313 | PA      | $7266.75      | 0.00%             | 2026-11-12      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992343987.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $57.11        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992326465.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       121 | PA      | $117.82       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 153745806.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1008 | PA      | $131.71       | 0.00%             | 2023-02-19      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503447.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6269 | PA      | $1828.85      | 0.00%             | 2025-06-25      | Fixed         | 21.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249288.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4793 | PA      | $4752.26      | 0.00%             | 2026-12-14      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992321464.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299 | PA      | $197.57       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500357.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8455 | PA      | $8413.78      | 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        |       920 | PA      | $914.91       | 0.00%             | 2027-01-24      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251137.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18269 | PA      | $18129.06     | 0.01%             | 2024-12-14      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188709996.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27857 | PA      | $26127.73     | 0.01%             | 2027-04-27      | Fixed         | 20.49%                | 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        |      5650 | PA      | $5593.99      | 0.00%             | 2027-06-24      | Fixed         | 17.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730194.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $754.50       | 0.00%             | 2024-09-17      | Fixed         | 23.58%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13485036.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12120 | PA      | $12269.67     | 0.01%             | 2027-05-06      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992272313.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        57 | PA      | $56.19        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185670781.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35700 | PA      | $34901.07     | 0.02%             | 2027-02-08      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101522.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28335 | PA      | $28207.29     | 0.01%             | 2026-11-23      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497313.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41603 | PA      | $11647.81     | 0.01%             | 2025-01-24      | Fixed         | 17.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992250956.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       148 | PA      | $149.97       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1886406.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10691 | PA      | $10684.08     | 0.01%             | 2026-10-22      | Fixed         | 27.97%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10840576.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4727 | PA      | $4770.85      | 0.00%             | 2023-10-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251714.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5354 | PA      | $5317.19      | 0.00%             | 2026-12-15      | Fixed         | 28.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992239750.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       483 | PA      | $481.42       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032456.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1308 | PA      | $1291.21      | 0.00%             | 2026-11-12      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249982.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1089 | PA      | $1072.96      | 0.00%             | 2026-12-14      | Fixed         | 16.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497794.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6804 | PA      | $1063.65      | 0.00%             | 2027-01-24      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188676937.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11182 | PA      | $11034.26     | 0.01%             | 2027-04-25      | Fixed         | 22.99%                | 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        |      4468 | PA      | $4412.23      | 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        |      6881 | PA      | $6648.66      | 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        |      1077 | PA      | $1068.96      | 0.00%             | 2026-12-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184976261.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17635 | PA      | $16524.98     | 0.01%             | 2027-01-18      | Fixed         | 15.44%                | 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        |     11581 | PA      | $11726.77     | 0.01%             | 2027-07-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252117.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22761 | PA      | $22604.43     | 0.01%             | 2026-12-15      | Fixed         | 30.85%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1619058.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1302 | PA      | $1274.27      | 0.00%             | 2024-08-23      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250436.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16026 | PA      | $15887.93     | 0.01%             | 2026-12-14      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1722348.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6531 | PA      | $5384.42      | 0.00%             | 2025-02-16      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992303097.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       263 | PA      | $268.22       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10850556.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17313 | PA      | $17460.46     | 0.01%             | 2026-10-01      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992306483.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $135.91       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 156759369.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10123 | PA      | $9822.03      | 0.00%             | 2024-08-09      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992362215.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1058 | PA      | $1062.82      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992420787.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       206 | PA      | $211.46       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501608.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17181 | PA      | $17118.62     | 0.01%             | 2027-01-25      | Fixed         | 7.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2496481.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18304 | PA      | $18069.51     | 0.01%             | 2027-01-25      | Fixed         | 22.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503221.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23760 | PA      | $7111.36      | 0.00%             | 2027-01-25      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| Anagram International, Inc. / Anagram Holdings LLC                        | Anagram International, Inc. / Anagram Holdings LLC                                 | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232137 | PA      | $207182.27    | 0.10%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4140 | PA      | $4118.48      | 0.00%             | 2026-10-22      | Fixed         | 11.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502879.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26662 | PA      | $26540.20     | 0.01%             | 2027-01-25      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032849.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10414 | PA      | $10310.67     | 0.01%             | 2026-11-12      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707746.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6059 | PA      | $5859.98      | 0.00%             | 2027-02-14      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032509.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3121 | PA      | $840.63       | 0.00%             | 2026-11-12      | Fixed         | 17.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992349878.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $3466.50      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21962 | PA      | $21618.69     | 0.01%             | 2026-12-14      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1622420.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7674 | PA      | $7480.01      | 0.00%             | 2024-09-17      | Fixed         | 19.86%                | 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        |     30969 | PA      | $31085.08     | 0.02%             | 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        |     41667 | PA      | $41419.50     | 0.02%             | 2026-12-15      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250105.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3711 | PA      | $49.75        | 0.00%             | 2026-12-15      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12404066.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31435 | PA      | $31019.64     | 0.02%             | 2027-03-08      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992392490.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $91.92        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678747.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1506 | PA      | $1455.34      | 0.00%             | 2024-12-14      | Fixed         | 19.30%                | 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        |      5376 | PA      | $5344.74      | 0.00%             | 2027-01-24      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250240.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       762 | PA      | $754.47       | 0.00%             | 2024-12-14      | Fixed         | 20.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6107 | PA      | $434.03       | 0.00%             | 2027-01-24      | Fixed         | 24.52%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12409067.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29577 | PA      | $29776.87     | 0.02%             | 2025-03-08      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12394118.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16889 | PA      | $16832.24     | 0.01%             | 2025-03-10      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992237976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       360 | PA      | $93.99        | 0.00%             | 2025-04-05      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992278634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.39        | 0.00%             | 2024-04-05      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10762540.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14169 | PA      | $14126.10     | 0.01%             | 2024-11-30      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1622396.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296 | PA      | $3215.27      | 0.00%             | 2024-09-17      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992281528.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1436 | PA      | $909.81       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1672982.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2282 | PA      | $2200.82      | 0.00%             | 2024-12-15      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5156 | PA      | $5111.34      | 0.00%             | 2026-12-14      | Fixed         | 12.76%                | 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        |      5759 | PA      | $5710.96      | 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        |     22442 | PA      | $22315.32     | 0.01%             | 2026-11-12      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714408.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8453 | PA      | $8129.34      | 0.00%             | 2025-03-13      | Fixed         | 22.11%                | 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        |      9881 | PA      | $9817.09      | 0.00%             | 2026-12-15      | Fixed         | 28.94%                | No            |                  3 | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                       | FMG Resources August 2006 Pty. Ltd.                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $421825.00    | 0.21%             | 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        |      3565 | PA      | $3391.06      | 0.00%             | 2027-01-14      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Williams Scotsman International, Inc.                                     | Williams Scotsman International, Inc.                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273109.50    | 0.14%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992255844.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       170 | PA      | $168.02       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992390906.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        71 | PA      | $-2.41        | -0.00%            | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250829.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1494 | PA      | $1480.36      | 0.00%             | 2026-12-14      | Fixed         | 9.77%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992426381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $131.32       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                     | Commercial Metals Co.                                                              | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $581002.70    | 0.29%             | 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        |      6431 | PA      | $6472.58      | 0.00%             | 2026-09-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720938.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7868 | PA      | $7619.05      | 0.00%             | 2025-02-15      | Fixed         | 13.81%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1625728.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16366 | PA      | $15857.19     | 0.01%             | 2024-09-16      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Macy's Retail Holdings LLC                                                | Macy's Retail Holdings LLC                                                         | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $444515.00    | 0.23%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250276.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1607 | PA      | $-16.07       | -0.00%            | 2026-12-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2095249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13640 | PA      | $13574.65     | 0.01%             | 2026-11-23      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11116538.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11580 | PA      | $11738.27     | 0.01%             | 2025-12-10      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902268.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $5238.92      | 0.00%             | 2024-10-22      | Fixed         | 14.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501208.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17706 | PA      | $17627.24     | 0.01%             | 2027-01-25      | Fixed         | 25.83%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992305996.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $29.83        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Bausch Health Cos., Inc.                                                  | Bausch Health Cos., Inc.                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $59898.60     | 0.03%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497607.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4521 | PA      | $4495.73      | 0.00%             | 2027-01-24      | Fixed         | 30.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1687344.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4489 | PA      | $3711.80      | 0.00%             | 2026-12-17      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992366107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        52 | PA      | $52.45        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11122151.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14001 | PA      | $7223.55      | 0.00%             | 2026-12-06      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503073.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10223 | PA      | $10178.35     | 0.01%             | 2027-01-25      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163789996.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3125 | PA      | $2721.51      | 0.00%             | 2032-12-23      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1695739.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11350 | PA      | $10983.27     | 0.01%             | 2025-01-14      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992457021.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $33.09        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     14995 | PA      | $14921.43     | 0.01%             | 2027-01-24      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992336198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       138 | PA      | $141.48       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1728160.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4089 | PA      | $4067.72      | 0.00%             | 2026-09-17      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168167134.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       799 | PA      | $795.05       | 0.00%             | 2023-03-11      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992264444.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1970 | PA      | $2019.32      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $133.14       | 0.00%             | 2026-11-12      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992261690.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $78.80        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503195.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10189 | PA      | $10137.80     | 0.01%             | 2025-01-25      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1090 | PA      | $1084.48      | 0.00%             | 2027-01-24      | Fixed         | 28.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2050778.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7779 | PA      | $7725.89      | 0.00%             | 2026-11-23      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502455.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7799 | PA      | $1232.16      | 0.00%             | 2027-01-25      | Fixed         | 27.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2240158.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10411 | PA      | $10248.23     | 0.01%             | 2026-12-14      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258 | PA      | $1251.83      | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Station Casinos LLC                                                       | Station Casinos LLC                                                                | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353487.97    | 0.18%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6778 | PA      | $6734.90      | 0.00%             | 2026-11-12      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1648499.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5168 | PA      | $4961.26      | 0.00%             | 2024-11-02      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11733010.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29266 | PA      | $29646.43     | 0.02%             | 2026-01-28      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                                   | Nabors Industries, Inc.                                                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480627.50    | 0.24%             | 2025-02-01      | Fixed         | 5.75%                 | 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        |      4328 | PA      | $4306.86      | 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        |      1736 | PA      | $1719.97      | 0.00%             | 2026-12-14      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Dana, Inc.                                                                | Dana, Inc.                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1290240.00   | 0.65%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500628.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       968 | PA      | $67.29        | 0.00%             | 2027-01-25      | Fixed         | 30.26%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992387212.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $59.18        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2101958.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32138 | PA      | $32089.96     | 0.02%             | 2026-11-23      | Fixed         | 6.23%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1722117.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7145 | PA      | $6826.83      | 0.00%             | 2027-02-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715713.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8817 | PA      | $8529.79      | 0.00%             | 2027-03-14      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992279721.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $242.05       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253201.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2294 | PA      | $2263.84      | 0.00%             | 2024-12-15      | Fixed         | 23.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188578940.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       857 | PA      | $848.86       | 0.00%             | 2025-04-27      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500795.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8955 | PA      | $8891.04      | 0.00%             | 2027-01-25      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501470.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13170 | PA      | $13075.67     | 0.01%             | 2027-01-25      | Fixed         | 14.16%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275994.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.47       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4988 | PA      | $4959.57      | 0.00%             | 2026-11-12      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992306382.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        55 | PA      | $55.25        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992351458.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        26 | PA      | $24.19        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 173574789.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3684 | PA      | $3592.81      | 0.00%             | 2024-01-07      | Fixed         | 19.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500786.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $2511.12      | 0.00%             | 2027-01-25      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421651.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $2.19         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503468.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3066 | PA      | $3052.06      | 0.00%             | 2027-01-25      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902837.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $990.50       | 0.00%             | 2024-10-22      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1662505.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8862 | PA      | $8608.49      | 0.00%             | 2026-11-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| CSI Compressco LP / CSI Compressco Finance, Inc.                          | CSI Compressco LP / CSI Compressco Finance, Inc.                                   | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $277919.28    | 0.14%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992236701.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $72.76        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11859716.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25404 | PA      | $25502.24     | 0.01%             | 2025-01-01      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249388.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5491 | PA      | $798.54       | 0.00%             | 2026-12-14      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1649539.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17207 | PA      | $16530.67     | 0.01%             | 2026-10-28      | Fixed         | 16.70%                | 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        |     22548 | PA      | $22597.28     | 0.01%             | 2026-11-02      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992404005.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        13 | PA      | $1.88         | 0.00%             | 2027-12-03      | Fixed         | 29.49%                | 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      | $250858.50    | 0.13%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992300661.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        25 | PA      | $25.25        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661430.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7760 | PA      | $7488.40      | 0.00%             | 2024-11-05      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453366.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.02        | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1702455.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14130 | PA      | $13667.26     | 0.01%             | 2027-01-14      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500670.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1012 | PA      | $1006.97      | 0.00%             | 2027-01-25      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10569988.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3795 | PA      | $583.12       | 0.00%             | 2025-09-21      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1607870.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5702 | PA      | $5531.11      | 0.00%             | 2024-08-19      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2971643.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20065 | PA      | $19910.21     | 0.01%             | 2027-04-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501203.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1286 | PA      | $1280.32      | 0.00%             | 2027-01-25      | Fixed         | 30.73%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701111.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21562 | PA      | $20820.93     | 0.01%             | 2027-01-12      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 166940539.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1415 | PA      | $1415.58      | 0.00%             | 2023-02-24      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                          | Jaguar Land Rover Automotive plc                                                   | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $931611.42    | 0.47%             | 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      | $0.29         | 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        |      4209 | PA      | $4173.12      | 0.00%             | 2026-12-14      | Fixed         | 31.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033188.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5212 | PA      | $236.96       | 0.00%             | 2024-11-12      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14864382.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19294 | PA      | $19596.13     | 0.01%             | 2027-07-16      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030776.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4425 | PA      | $4398.05      | 0.00%             | 2027-04-12      | Fixed         | 18.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992423845.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2027-10-02      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160698361.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11608 | PA      | $4806.41      | 0.00%             | 2032-10-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor, Inc.                | Directv Financing LLC / Directv Financing Co-Obligor, Inc.                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183749.00    | 0.09%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033131.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $824.80       | 0.00%             | 2026-11-12      | Fixed         | 30.02%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10916894.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16690 | PA      | $16561.59     | 0.01%             | 2026-11-01      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186055580.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14467 | PA      | $14116.57     | 0.01%             | 2027-02-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992425560.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       228 | PA      | $228.09       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                    | TTM Technologies, Inc.                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424991.21    | 0.22%             | 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        |     29635 | PA      | $28610.05     | 0.01%             | 2026-11-10      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12413621.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17523 | PA      | $17316.39     | 0.01%             | 2025-02-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                           | PRA Group, Inc.                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249813.00    | 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        |       894 | PA      | $883.25       | 0.00%             | 2027-01-25      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499730.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8660 | PA      | $8595.71      | 0.00%             | 2027-01-24      | Fixed         | 10.93%                | No            |                  3 | On Loan: No      |
| Deutsche Bank Securities Inc.                                             | Deutsche Bank Securities Inc.                                                      | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |     50021 | PA      | $50021.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                         | Cornerstone Building Brands, Inc.                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $202878.00    | 0.10%             | 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        |      8345 | PA      | $8085.91      | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250810.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6293 | PA      | $5963.60      | 0.00%             | 2026-12-14      | Fixed         | 23.01%                | 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        |      4860 | PA      | $4700.73      | 0.00%             | 2026-08-20      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102014.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2357 | PA      | $2344.56      | 0.00%             | 2024-11-23      | Fixed         | 8.10%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15106750.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21349 | PA      | $21306.79     | 0.01%             | 2027-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032525.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       886 | PA      | $874.62       | 0.00%             | 2026-11-12      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185972627.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12450 | PA      | $12175.12     | 0.01%             | 2027-02-23      | Fixed         | 22.69%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1628891.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3392.79      | 0.00%             | 2024-09-29      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500631.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7854 | PA      | $7781.97      | 0.00%             | 2025-01-25      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185021259.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21881 | PA      | $21307.73     | 0.01%             | 2027-01-20      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11094577.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10542 | PA      | $10585.85     | 0.01%             | 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      | $195268.00    | 0.10%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1749859.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6670 | PA      | $6323.41      | 0.00%             | 2027-04-06      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1716181.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7525 | PA      | $7235.59      | 0.00%             | 2025-02-19      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251223.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5499 | PA      | $1504.98      | 0.00%             | 2026-12-14      | Fixed         | 24.89%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC                                                  | Diamond Sports Group LLC                                                           | CUSIP: 25277BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    159454 | PA      | $151481.01    | 0.08%             | 2026-05-25      | Variable      | 11.89%                | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188724009.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34660 | PA      | $4559.28      | 0.00%             | 2027-04-28      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2972030.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4712 | PA      | $4674.05      | 0.00%             | 2027-04-19      | Fixed         | 28.07%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992290768.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        33 | PA      | $32.61        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103253.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1677 | PA      | $118.81       | 0.00%             | 2024-11-23      | Fixed         | 27.01%                | No            |                  3 | On Loan: No      |
| DKT Finance ApS                                                           | DKT Finance ApS                                                                    | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    700000 | PA      | $676389.70    | 0.34%             | 2023-06-17      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161393306.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12680 | PA      | $12364.11     | 0.01%             | 2032-11-05      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11862313.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8485 | PA      | $8472.03      | 0.00%             | 2025-02-11      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992376009.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $243.47       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248234.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7561 | PA      | $7495.73      | 0.00%             | 2026-12-14      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992431381.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       109 | PA      | $108.30       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992242493.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.24        | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-42, Class PT | CUSIP: 21055YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102687 | PA      | $96743.99     | 0.05%             | 2044-11-15      | Variable      | 18.54%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992269299.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $74.10        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502859.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42097 | PA      | $41938.53     | 0.02%             | 2027-01-25      | Fixed         | 5.46%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14914244.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13384 | PA      | $13452.93     | 0.01%             | 2027-07-22      | Fixed         | 20.99%                | No            |                  3 | 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        |    700000 | PA      | $680048.74    | 0.34%             | 2026-04-20      | Fixed         | 5.50%                 | 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        |     15857 | PA      | $16109.59     | 0.01%             | 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      | $744240.00    | 0.38%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497583.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6910 | PA      | $6870.52      | 0.00%             | 2027-01-24      | Fixed         | 31.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102080.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $281.26       | 0.00%             | 2024-11-23      | Fixed         | 12.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502838.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35361 | PA      | $34993.05     | 0.02%             | 2027-01-25      | Fixed         | 16.27%                | No            |                  3 | On Loan: No      |
| Kontoor Brands, Inc.                                                      | Kontoor Brands, Inc.                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244843.69    | 0.12%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992339223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $10.67        | 0.00%             | 2025-04-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498195.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7089 | PA      | $7016.95      | 0.00%             | 2025-01-24      | Fixed         | 26.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992256909.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       197 | PA      | $124.05       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-26, Class PT | CUSIP: 21055TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110726 | PA      | $104764.94    | 0.05%             | 2044-08-15      | Variable      | 17.52%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992463571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       120 | PA      | $120.83       | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251249.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16209 | PA      | $16064.88     | 0.01%             | 2026-12-14      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275523.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        83 | PA      | $82.99        | 0.00%             | 2024-04-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12338754.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4106 | PA      | $4056.83      | 0.00%             | 2026-03-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251570.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10936 | PA      | $10860.94     | 0.01%             | 2026-12-15      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992356295.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $61.67        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500513.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17602 | PA      | $17473.19     | 0.01%             | 2027-01-24      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992403817.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $-0.05        | -0.00%            | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500177.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5388 | PA      | $5362.58      | 0.00%             | 2027-01-24      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252015.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2148 | PA      | $2132.76      | 0.00%             | 2024-12-15      | Fixed         | 6.88%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253582.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       262 | PA      | $264.11       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992274902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       255 | PA      | $261.76       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | 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        |      2428 | PA      | $2421.26      | 0.00%             | 2026-09-17      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251286.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $2059.97      | 0.00%             | 2027-05-14      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992250719.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       387 | PA      | $397.07       | 0.00%             | 2025-04-05      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497649.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36271 | PA      | $36096.25     | 0.02%             | 2027-01-24      | Fixed         | 25.29%                | 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        |      2763 | PA      | $2739.54      | 0.00%             | 2026-12-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031494.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4079 | PA      | $4051.05      | 0.00%             | 2024-11-12      | Fixed         | 9.06%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688351.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3468 | PA      | $3341.59      | 0.00%             | 2025-01-12      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992265353.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $18.15        | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Macy's Retail Holdings LLC                                                | Macy's Retail Holdings LLC                                                         | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $451922.50    | 0.23%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9978 | PA      | $9909.21      | 0.01%             | 2026-12-15      | Fixed         | 29.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992339612.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       159 | PA      | $160.33       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351560.00    | 0.18%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        34 | PA      | $33.65        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2540 | PA      | $2527.28      | 0.00%             | 2027-01-24      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15109634.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9326 | PA      | $9444.09      | 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      | $3862100.00   | 1.96%             |  |  |  | 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        |     23021 | PA      | $22103.68     | 0.01%             | 2027-04-12      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13323334.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5496 | PA      | $5565.94      | 0.00%             | 2024-05-14      | Fixed         | 5.99%                 | 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        |      3872 | PA      | $3840.87      | 0.00%             | 2026-12-15      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Papa John's International, Inc.                                           | Papa John's International, Inc.                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251184.32    | 0.13%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502376.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13181 | PA      | $13086.78     | 0.01%             | 2027-01-25      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275943.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $32.44        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730028.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2782 | PA      | $201.75       | 0.00%             | 2024-09-17      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729714.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3934 | PA      | $3720.25      | 0.00%             | 2025-02-17      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1693867.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3832 | PA      | $3677.34      | 0.00%             | 2025-01-12      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1622147.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1317 | PA      | $1275.75      | 0.00%             | 2024-09-16      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031949.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9118 | PA      | $9029.53      | 0.00%             | 2025-04-12      | Fixed         | 13.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13329158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15686 | PA      | $15599.10     | 0.01%             | 2027-05-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                              | Royal Caribbean Cruises Ltd.                                                       | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    700000 | PA      | $720055.00    | 0.36%             | 2027-08-15      | Fixed         | 11.62%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498023.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3616 | PA      | $3580.40      | 0.00%             | 2027-01-24      | Fixed         | 28.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499122.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1962.76      | 0.00%             | 2027-01-24      | Fixed         | 26.89%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185579608.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27433 | PA      | $26606.24     | 0.01%             | 2027-02-04      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031630.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4873 | PA      | $4840.10      | 0.00%             | 2024-11-12      | Fixed         | 9.03%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103945.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2460 | PA      | $2454.70      | 0.00%             | 2026-11-23      | Fixed         | 25.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249682.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1511 | PA      | $1497.63      | 0.00%             | 2026-12-14      | Fixed         | 30.35%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455358.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $125.51       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707953.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15767 | PA      | $15291.81     | 0.01%             | 2025-02-15      | Fixed         | 13.96%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 157483547.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2581 | PA      | $1202.41      | 0.00%             | 2032-12-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251963.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10523 | PA      | $10461.22     | 0.01%             | 2026-12-15      | Fixed         | 7.31%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12235238.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13252 | PA      | $13129.40     | 0.01%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185553869.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15601 | PA      | $15353.66     | 0.01%             | 2027-01-31      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10140977.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7888 | PA      | $7977.53      | 0.00%             | 2025-09-15      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11698240.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20012 | PA      | $11469.56     | 0.01%             | 2027-02-05      | Fixed         | 18.99%                | 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        |      5309 | PA      | $5282.39      | 0.00%             | 2027-01-25      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031934.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $2646.82      | 0.00%             | 2026-11-12      | Fixed         | 25.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992272734.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-06-03      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249033.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7542 | PA      | $7130.46      | 0.00%             | 2024-12-14      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497439.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7185 | PA      | $7085.82      | 0.00%             | 2027-01-24      | Fixed         | 21.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1623734.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8464 | PA      | $8158.26      | 0.00%             | 2026-09-21      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702604.00    | 0.36%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992359703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $155.83       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032765.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4545 | PA      | $4484.73      | 0.00%             | 2024-11-12      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185870831.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5726 | PA      | $5624.38      | 0.00%             | 2025-02-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11123090.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19944 | PA      | $20223.02     | 0.01%             | 2026-12-15      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2247235.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3449 | PA      | $3419.34      | 0.00%             | 2026-12-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1646330.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25919 | PA      | $24894.13     | 0.01%             | 2026-11-10      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185965503.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4708 | PA      | $4567.06      | 0.00%             | 2027-02-08      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102561.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4316 | PA      | $4285.84      | 0.00%             | 2026-11-23      | Fixed         | 18.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12899 | PA      | $12884.60     | 0.01%             | 2027-03-22      | Fixed         | 31.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992361376.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       410 | PA      | $410.93       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249823.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4100 | PA      | $4048.88      | 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      | $2724750.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902786.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9851 | PA      | $1506.90      | 0.00%             | 2026-10-22      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1722051.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9071 | PA      | $8717.59      | 0.00%             | 2027-02-16      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13533233.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24222 | PA      | $24567.10     | 0.01%             | 2027-05-15      | Fixed         | 14.09%                | No            |                  3 | On Loan: No      |
| News Corp.                                                                | News Corp.                                                                         | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178015.00    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030794.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1486 | PA      | $1467.10      | 0.00%             | 2026-11-12      | Fixed         | 21.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248952.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5141 | PA      | $5100.56      | 0.00%             | 2024-12-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992251977.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        20 | PA      | $19.81        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC     | Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1056492.00   | 0.54%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2502 | PA      | $2468.88      | 0.00%             | 2024-12-15      | Fixed         | 23.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188790970.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21228 | PA      | $20404.82     | 0.01%             | 2025-04-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13348 | PA      | $13213.01     | 0.01%             | 2027-01-25      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11801863.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30195 | PA      | $30602.32     | 0.02%             | 2027-02-12      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250707.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5297 | PA      | $5230.80      | 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        |      3391 | PA      | $3386.12      | 0.00%             | 2026-10-22      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902657.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1843 | PA      | $1838.77      | 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      | $538681.50    | 0.27%             | 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        |     58961 | PA      | $55105.18     | 0.03%             | 2045-04-17      | Variable      | 16.21%                | 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        |      3521 | PA      | $3495.35      | 0.00%             | 2027-01-25      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992453045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        15 | PA      | $15.38        | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 159106791.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6916 | PA      | $6717.31      | 0.00%             | 2024-09-23      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501446.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2609 | PA      | $2595.50      | 0.00%             | 2027-01-25      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15146572.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23095 | PA      | $23338.08     | 0.01%             | 2026-07-15      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                   | Northwest Fiber LLC / Northwest Fiber Finance Sub, Inc.                            | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $869714.21    | 0.44%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499889.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22153 | PA      | $21873.11     | 0.01%             | 2027-06-25      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1687950.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12743 | PA      | $12318.84     | 0.01%             | 2026-12-20      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102178.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2685 | PA      | $780.02       | 0.00%             | 2025-04-23      | Fixed         | 21.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2477274.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4809 | PA      | $4778.71      | 0.00%             | 2025-01-25      | Fixed         | 6.54%                 | 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        |     13229 | PA      | $13037.91     | 0.01%             | 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        |     20972 | PA      | $21097.96     | 0.01%             | 2026-11-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501405.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4365 | PA      | $1191.08      | 0.00%             | 2027-01-25      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| BNP PARIBAS SA                                                            | BNP PARIBAS SA                                                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | US        |     51369 | PA      | $51369.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1758243.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3434 | PA      | $3294.51      | 0.00%             | 2025-04-13      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11106155.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14867 | PA      | $14961.29     | 0.01%             | 2024-11-01      | Fixed         | 12.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497665.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12457 | PA      | $12326.76     | 0.01%             | 2027-01-24      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032368.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7355 | PA      | $7288.61      | 0.00%             | 2025-04-12      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| PPL Corp.                                                                 | PPL Corp.                                                                          | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24500 | NS      | $723240.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992330489.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $372.47       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992403947.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $6.64         | 0.00%             | 2024-04-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992259602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498 | PA      | $498.47       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248406.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1338 | PA      | $95.64        | 0.00%             | 2027-05-14      | Fixed         | 23.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032753.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1239.93      | 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        |   1200000 | PA      | $999510.00    | 0.51%             | 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        |     30246 | PA      | $28863.14     | 0.01%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2496668.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17001 | PA      | $16885.67     | 0.01%             | 2025-01-25      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| Scripps Escrow, Inc.                                                      | Scripps Escrow, Inc.                                                               | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $534786.00    | 0.27%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992325585.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-03      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196 | PA      | $1190.03      | 0.00%             | 2027-01-24      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11442714.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32761 | PA      | $33225.03     | 0.02%             | 2027-02-06      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10836612.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7646 | PA      | $7582.74      | 0.00%             | 2024-10-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185796432.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18356 | PA      | $17889.33     | 0.01%             | 2027-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 159001219.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11209 | PA      | $10903.82     | 0.01%             | 2024-09-26      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247659.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        50 | PA      | $26.13        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188842402.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5582 | PA      | $5494.05      | 0.00%             | 2027-04-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992310198.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       355 | PA      | $355.54       | 0.00%             | 2024-04-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497905.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45638 | PA      | $45369.12     | 0.02%             | 2027-01-24      | Fixed         | 23.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249868.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5205 | PA      | $5158.97      | 0.00%             | 2026-12-14      | Fixed         | 14.41%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 154977601.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8402 | PA      | $8141.11      | 0.00%             | 2024-07-28      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249726.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7752 | PA      | $7683.75      | 0.00%             | 2026-12-14      | Fixed         | 12.59%                | No            |                  3 | On Loan: No      |
| Harsco Corp.                                                              | Harsco Corp.                                                                       | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404587.50    | 0.21%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033071.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3170 | PA      | $3149.63      | 0.00%             | 2026-11-12      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992324567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       376 | PA      | $377.36       | 0.00%             | 2024-04-05      | Fixed         | 20.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499746.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3312 | PA      | $3296.49      | 0.00%             | 2027-01-25      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502753.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2993 | PA      | $2979.34      | 0.00%             | 2027-01-25      | Fixed         | 25.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250572.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9930 | PA      | $9844.24      | 0.00%             | 2026-12-14      | Fixed         | 27.63%                | No            |                  3 | On Loan: No      |
| Birch Permian Holdings, Inc.                                              | Birch Permian Holdings, Inc.                                                       | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     28796 | NS      | $553127.97    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp.                | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $245597.51    | 0.12%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                  | Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.                           | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $771020.00    | 0.39%             | 2025-04-30      | Fixed         | 5.25%                 | 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        |      5264 | PA      | $5224.23      | 0.00%             | 2026-12-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2099426.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1817 | PA      | $1807.67      | 0.00%             | 2024-11-23      | Fixed         | 18.86%                | No            |                  3 | On Loan: No      |
| Five Point Operating Co. LP / Five Point Capital Corp.                    | Five Point Operating Co. LP / Five Point Capital Corp.                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $340590.00    | 0.17%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992429564.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $105.12       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                | Allison Transmission, Inc.                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557118.73    | 0.28%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                         | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | Long             |  | CORP              | US        |        64 | NS      | $905.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502423.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1386 | PA      | $1378.02      | 0.00%             | 2027-01-25      | Fixed         | 32.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1674329.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4441 | PA      | $4273.96      | 0.00%             | 2024-12-17      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                          | MPT Operating Partnership LP / MPT Finance Corp.                                   | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179231.00    | 0.09%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271131.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $237.80       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7017 | PA      | $7015.44      | 0.00%             | 2026-11-23      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253272.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10710 | PA      | $10069.77     | 0.01%             | 2026-12-15      | Fixed         | 17.07%                | No            |                  3 | On Loan: No      |
| ModivCare Escrow Issuer, Inc.                                             | ModivCare Escrow Issuer, Inc.                                                      | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84276.00     | 0.04%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251008.35    | 0.13%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12399677.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18437 | PA      | $18327.00     | 0.01%             | 2027-03-20      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15041042.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7109 | PA      | $7168.19      | 0.00%             | 2026-07-26      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10838239.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26842 | PA      | $27171.98     | 0.01%             | 2026-10-12      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| SunCoke Energy, Inc.                                                      | SunCoke Energy, Inc.                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    600000 | PA      | $509321.87    | 0.26%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251197.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4803 | PA      | $336.62       | 0.00%             | 2027-05-14      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10670975.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13846 | PA      | $13965.75     | 0.01%             | 2026-11-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15058449.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11397 | PA      | $11597.14     | 0.01%             | 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        |     17200 | PA      | $17081.30     | 0.01%             | 2026-11-23      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13512105.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24278 | PA      | $24340.74     | 0.01%             | 2027-05-16      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992394554.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $42.67        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501978.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1504 | PA      | $1495.01      | 0.00%             | 2025-01-25      | Fixed         | 10.16%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502763.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3706 | PA      | $3685.92      | 0.00%             | 2027-01-25      | Fixed         | 23.93%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164529142.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13656 | PA      | $13113.75     | 0.01%             | 2025-01-18      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1624382.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19230 | PA      | $18825.94     | 0.01%             | 2026-09-21      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2360 | PA      | $2347.55      | 0.00%             | 2027-01-25      | Fixed         | 31.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186037630.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14078 | PA      | $11009.49     | 0.01%             | 2027-02-15      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992401571.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        99 | PA      | $21.61        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168136459.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1722 | PA      | $1723.77      | 0.00%             | 2023-03-26      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502338.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4723 | PA      | $4694.95      | 0.00%             | 2027-01-25      | Fixed         | 30.04%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420989.10    | 0.21%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103173.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3210 | PA      | $3196.61      | 0.00%             | 2024-11-23      | Fixed         | 14.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700784.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8892 | PA      | $8450.76      | 0.00%             | 2027-01-12      | Fixed         | 18.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971633.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22846 | PA      | $523.17       | 0.00%             | 2027-04-19      | Fixed         | 22.88%                | No            |                  3 | 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        |     13460 | PA      | $13107.99     | 0.01%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1647395.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8443 | PA      | $8133.97      | 0.00%             | 2026-11-01      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1900872.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4197 | PA      | $4178.01      | 0.00%             | 2024-10-22      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252135.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2669 | PA      | $2650.03      | 0.00%             | 2026-12-15      | Fixed         | 22.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498394.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4695 | PA      | $4667.09      | 0.00%             | 2027-01-24      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1607933.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $1600.86      | 0.00%             | 2026-08-19      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                    | XHR LP                                                                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342328.00    | 0.17%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1622423.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11786 | PA      | $11390.98     | 0.01%             | 2026-09-17      | Fixed         | 13.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249615.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $515.34       | 0.00%             | 2026-12-14      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 171733583.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15468 | PA      | $14978.24     | 0.01%             | 2025-10-30      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992300807.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        74 | PA      | $75.32        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499139.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1147 | PA      | $1140.64      | 0.00%             | 2025-01-24      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252591.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6704 | PA      | $6663.34      | 0.00%             | 2027-05-15      | Fixed         | 31.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250968.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2346 | PA      | $169.57       | 0.00%             | 2026-12-14      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500282.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8756 | PA      | $8690.22      | 0.00%             | 2027-01-24      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| FirstEnergy Corp.                                                         | FirstEnergy Corp.                                                                  | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     61000 | NS      | $2515640.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714630.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11890 | PA      | $11420.09     | 0.01%             | 2025-02-15      | Fixed         | 16.16%                | No            |                  3 | On Loan: No      |
| H&E Equipment Services, Inc.                                              | H&E Equipment Services, Inc.                                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    600000 | PA      | $519537.00    | 0.26%             | 2028-12-15      | Fixed         | 3.88%                 | 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        |      1076 | PA      | $1062.54      | 0.00%             | 2027-01-24      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992456375.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $17.85        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031425.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5338 | PA      | $5266.13      | 0.00%             | 2026-11-12      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502622.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2362 | PA      | $366.53       | 0.00%             | 2027-01-25      | Fixed         | 30.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992252825.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       362 | PA      | $366.39       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497448.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8734 | PA      | $8670.14      | 0.00%             | 2027-01-24      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2019354.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6003 | PA      | $418.16       | 0.00%             | 2026-11-12      | Fixed         | 31.57%                | 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        |      3541 | PA      | $3510.29      | 0.00%             | 2026-11-23      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992425789.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       389 | PA      | $392.40       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34826 | PA      | $34570.84     | 0.02%             | 2027-01-25      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715122.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2020 | PA      | $1943.27      | 0.00%             | 2025-02-15      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103611.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2899 | PA      | $2894.05      | 0.00%             | 2027-04-23      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185222066.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4707 | PA      | $4581.18      | 0.00%             | 2025-01-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992342550.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-07-03      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251389.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17385 | PA      | $17264.38     | 0.01%             | 2026-12-15      | Fixed         | 31.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8234 | PA      | $8176.59      | 0.00%             | 2026-11-12      | Fixed         | 13.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901629.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3874 | PA      | $3699.72      | 0.00%             | 2026-10-22      | Fixed         | 31.00%                | 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        |      3539 | PA      | $3537.89      | 0.00%             | 2026-11-23      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3548 | PA      | $3478.31      | 0.00%             | 2026-12-15      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3394 | PA      | $3364.81      | 0.00%             | 2024-12-15      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033144.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2693 | PA      | $2680.19      | 0.00%             | 2026-11-12      | Fixed         | 29.76%                | 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        |      5859 | PA      | $5834.91      | 0.00%             | 2026-11-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498247.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1906 | PA      | $135.23       | 0.00%             | 2027-01-24      | Fixed         | 25.02%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164089980.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7424 | PA      | $7054.41      | 0.00%             | 2025-02-28      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15055723.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30094 | PA      | $30625.48     | 0.02%             | 2027-07-26      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992255180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $106.54       | 0.00%             | 2025-04-05      | Fixed         | 20.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $686.49       | 0.00%             | 2026-12-14      | Fixed         | 31.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992432194.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       464 | PA      | $465.35       | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                              | MPH Acquisition Holdings LLC                                                       | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $985635.00    | 0.50%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6810 | PA      | $6808.60      | 0.00%             | 2026-11-23      | Fixed         | 20.85%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185644818.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36230 | PA      | $34286.64     | 0.02%             | 2027-02-15      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460308.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.70        | 0.00%             | 2024-04-05      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992391277.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.11        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992457866.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $18.32        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503471.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4373 | PA      | $4340.66      | 0.00%             | 2027-01-25      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| Endo Luxembourg Finance Co. I SARL / Endo US, Inc.                        | Endo Luxembourg Finance Co. I SARL / Endo US, Inc.                                 | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $375332.50    | 0.19%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992333441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       291 | PA      | $295.26       | 0.00%             | 2025-04-04      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1875546.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1280 | PA      | $1269.38      | 0.00%             | 2024-10-22      | Fixed         | 21.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992359875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        87 | PA      | $66.21        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| NiSource, Inc.                                                            | NiSource, Inc.                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     60000 | NS      | $1676400.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Ltd.                                            | Weatherford International Ltd.                                                     | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $46224.17     | 0.02%             | 2024-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2972220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3665 | PA      | $3635.07      | 0.00%             | 2027-04-19      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992271316.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       186 | PA      | $190.90       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11799520.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8511 | PA      | $8569.51      | 0.00%             | 2024-12-25      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992274936.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      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11102104.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11287 | PA      | $11154.55     | 0.01%             | 2024-12-18      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992376094.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       182 | PA      | $185.66       | 0.00%             | 2025-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252931.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3004 | PA      | $2968.71      | 0.00%             | 2026-12-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992389706.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128 | PA      | $129.30       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12032813.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11179 | PA      | $11269.47     | 0.01%             | 2026-03-17      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11674918.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22572 | PA      | $22469.71     | 0.01%             | 2027-02-05      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499854.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5502 | PA      | $5469.11      | 0.00%             | 2025-01-24      | Fixed         | 22.79%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992294259.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       394 | PA      | $402.59       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11758670.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44467 | PA      | $24478.64     | 0.01%             | 2027-02-01      | Fixed         | 16.74%                | 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        |   1500000 | PA      | $1179064.64   | 0.60%             | 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        |      9568 | PA      | $9251.98      | 0.00%             | 2026-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502652.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4449.69      | 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        |      5228 | PA      | $5161.37      | 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        |      3026 | PA      | $3001.36      | 0.00%             | 2026-12-15      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185664927.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4029 | PA      | $3938.13      | 0.00%             | 2025-02-16      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102063.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13910 | PA      | $13909.24     | 0.01%             | 2026-11-23      | Fixed         | 31.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992286064.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       569 | PA      | $581.33       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Pilgrim's Pride Corp.                                                     | Pilgrim's Pride Corp.                                                              | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161241.00    | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729819.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1848 | PA      | $1833.18      | 0.00%             | 2026-09-17      | Fixed         | 18.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103284.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3563 | PA      | $3562.41      | 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        |     18568 | PA      | $18680.64     | 0.01%             | 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        |      4717 | PA      | $4693.82      | 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        |      4317 | PA      | $4274.14      | 0.00%             | 2026-11-12      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13518313.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15893 | PA      | $15861.44     | 0.01%             | 2027-05-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10829192.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20931 | PA      | $21038.41     | 0.01%             | 2026-10-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032396.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14417 | PA      | $1044.09      | 0.00%             | 2026-11-12      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1689453.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3443 | PA      | $3341.36      | 0.00%             | 2025-01-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251405.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1535 | PA      | $1512.59      | 0.00%             | 2024-12-14      | Fixed         | 24.46%                | No            |                  3 | On Loan: No      |
| Eco Material Technologies, Inc.                                           | Eco Material Technologies, Inc.                                                    | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $476400.00    | 0.24%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032727.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $2948.04      | 0.00%             | 2026-11-12      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497646.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1759.43      | 0.00%             | 2027-01-24      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498894.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3311 | PA      | $3294.21      | 0.00%             | 2027-01-24      | Fixed         | 31.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1702237.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8709 | PA      | $8434.07      | 0.00%             | 2027-01-25      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Constellation Energy Corp.                                                | Constellation Energy Corp.                                                         | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     21666 | NS      | $2082535.92   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252753.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4062 | PA      | $4012.97      | 0.00%             | 2026-12-15      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252058.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       909 | PA      | $903.27       | 0.00%             | 2024-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14522400.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7307 | PA      | $7417.30      | 0.00%             | 2024-07-23      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992420636.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        48 | PA      | $47.87        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1626680.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7998 | PA      | $7762.05      | 0.00%             | 2024-09-27      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186073191.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9141 | PA      | $8883.84      | 0.00%             | 2027-02-10      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250560.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8773 | PA      | $8636.52      | 0.00%             | 2026-12-14      | Fixed         | 18.18%                | 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        |     15985 | PA      | $15880.02     | 0.01%             | 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        |    700000 | PA      | $672136.50    | 0.34%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032065.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18172 | PA      | $18044.77     | 0.01%             | 2027-04-12      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992300542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $91.25        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1651871.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4799 | PA      | $4578.32      | 0.00%             | 2026-11-08      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502704.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3057 | PA      | $3034.77      | 0.00%             | 2027-01-25      | Fixed         | 12.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902017.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       670 | PA      | $663.24       | 0.00%             | 2024-10-22      | Fixed         | 22.16%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13323354.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14152 | PA      | $14354.04     | 0.01%             | 2025-05-18      | Fixed         | 10.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992318833.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $510.12       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1609444.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3838 | PA      | $3711.02      | 0.00%             | 2024-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992269988.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $157.12       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |     18696 | PA      | $18461.45     | 0.01%             | 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        |      1373 | PA      | $1367.09      | 0.00%             | 2027-01-25      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co.                     | Diamond Sports Group LLC / Diamond Sports Finance Co.                              | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $27615.00     | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1692137.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3134 | PA      | $3024.68      | 0.00%             | 2025-01-19      | Fixed         | 20.34%                | 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        |     13680 | PA      | $13290.44     | 0.01%             | 2027-04-06      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                       | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $468739.68    | 0.24%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992369900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        61 | PA      | $60.19        | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | 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        |     10895 | PA      | $10832.55     | 0.01%             | 2027-01-24      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1666100.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4389 | PA      | $4149.94      | 0.00%             | 2026-12-03      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2970738.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3380 | PA      | $3346.82      | 0.00%             | 2025-04-19      | Fixed         | 18.85%                | 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        |      3334 | PA      | $3242.96      | 0.00%             | 2027-05-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992371487.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $200.91       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730036.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7167 | PA      | $-13.14       | -0.00%            | 2026-09-17      | Fixed         | 31.55%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992318621.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        62 | PA      | $63.16        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992350450.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3136 | PA      | $3204.74      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184733710.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2716.50      | 0.00%             | 2025-01-31      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501070.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7016 | PA      | $510.43       | 0.00%             | 2027-01-25      | Fixed         | 10.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992245608.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $103.63       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |      4288 | PA      | $1248.31      | 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        |    700000 | PA      | $617582.00    | 0.31%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185551601.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22493 | PA      | $21960.11     | 0.01%             | 2027-01-31      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188539697.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7781 | PA      | $7700.26      | 0.00%             | 2025-04-25      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                              | Arcosa, Inc.                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261220.55    | 0.13%             | 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      | $169575.03    | 0.09%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455776.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $10.59        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103491.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $945.58       | 0.00%             | 2026-11-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700772.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15176 | PA      | $14694.12     | 0.01%             | 2025-01-12      | Fixed         | 12.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497954.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5521 | PA      | $777.15       | 0.00%             | 2027-01-24      | Fixed         | 16.34%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1652018.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13085 | PA      | $12453.45     | 0.01%             | 2026-11-15      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $646478.00    | 0.33%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498012.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5376 | PA      | $5349.98      | 0.00%             | 2027-01-24      | Fixed         | 27.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185614486.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20076 | PA      | $19588.27     | 0.01%             | 2025-02-10      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186109882.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17940 | PA      | $286.33       | 0.00%             | 2025-06-14      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188759826.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29630 | PA      | $836.46       | 0.00%             | 2027-12-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992331199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        67 | PA      | $68.26        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992457201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.80        | 0.00%             | 2024-04-03      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Wynn Macau Ltd.                                                           | Wynn Macau Ltd.                                                                    | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $249000.00    | 0.13%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Institutional Fiduciary Trust Money Market Portfolio                      | Institutional Fiduciary Trust Money Market Portfolio                               | CUSIP: 457756500<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    202000 | NS      | $202000.00    | 0.10%             |  |  |  | No            |                  1 | 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        |     29088 | PA      | $29015.12     | 0.01%             | 2027-01-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247116.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       338 | PA      | $340.09       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1665699.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5719 | PA      | $5491.53      | 0.00%             | 2024-11-09      | Fixed         | 15.00%                | 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        |     15834 | PA      | $15892.70     | 0.01%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992427607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       237 | PA      | $236.69       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Endo Dac / Endo Finance LLC / Endo Finco, Inc.                            | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                     | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $42657.50     | 0.02%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188791237.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17292 | PA      | $17088.70     | 0.01%             | 2027-04-26      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500346.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18547 | PA      | $18342.42     | 0.01%             | 2027-01-24      | Fixed         | 16.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2101765.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3276 | PA      | $3276.22      | 0.00%             | 2027-04-23      | Fixed         | 29.07%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501769.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7480 | PA      | $7437.77      | 0.00%             | 2025-01-25      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2101041.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6282 | PA      | $6280.18      | 0.00%             | 2026-11-23      | Fixed         | 30.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498212.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1226 | PA      | $190.02       | 0.00%             | 2027-01-24      | Fixed         | 29.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10083835.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10838 | PA      | $11017.64     | 0.01%             | 2025-09-25      | Fixed         | 10.99%                | 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        |      7093 | PA      | $7086.01      | 0.00%             | 2026-10-22      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250989.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2016 | PA      | $1911.15      | 0.00%             | 2026-12-14      | Fixed         | 29.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992278624.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       310 | PA      | $313.46       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992278811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       152 | PA      | $155.71       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                      | Amplify Energy Corp.                                                               | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       245 | NS      | $2028.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11718442.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32592 | PA      | $32394.05     | 0.02%             | 2024-12-22      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10129146.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19735 | PA      | $19915.92     | 0.01%             | 2026-10-25      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030959.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6588 | PA      | $6465.16      | 0.00%             | 2026-11-12      | Fixed         | 21.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033134.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6808 | PA      | $6770.11      | 0.00%             | 2026-11-12      | Fixed         | 22.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252199.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8220 | PA      | $8155.95      | 0.00%             | 2026-12-15      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13479562.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14911 | PA      | $14854.39     | 0.01%             | 2027-05-17      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11648292.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17628 | PA      | $3357.83      | 0.00%             | 2025-12-29      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5110 | PA      | $5068.07      | 0.00%             | 2027-04-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1103184.00   | 0.56%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Securities (USA) Inc.                                                | HSBC Securities (USA) Inc.                                                         | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   1058445 | PA      | $1058445.19   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17801 | PA      | $17696.58     | 0.01%             | 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      | $2689050.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992392020.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       226 | PA      | $224.13       | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | 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        |      1811 | PA      | $1801.41      | 0.00%             | 2027-01-25      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250705.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       735 | PA      | $729.63       | 0.00%             | 2024-12-14      | Fixed         | 13.29%                | 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      | $1055009.64   | 0.53%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                            | DISH DBS Corp.                                                                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812925.00    | 0.41%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498534.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $1659.55      | 0.00%             | 2027-01-24      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501198.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10899 | PA      | $10818.56     | 0.01%             | 2027-01-25      | Fixed         | 12.05%                | No            |                  3 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                         | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                  | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900980.00    | 0.46%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992340819.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $41.11        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992412921.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $533.39       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103646.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2156 | PA      | $2071.44      | 0.00%             | 2025-04-23      | Fixed         | 26.77%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12246304.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28226 | PA      | $28258.80     | 0.01%             | 2026-03-08      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15149750.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16403 | PA      | $16645.28     | 0.01%             | 2027-07-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188172463.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10611 | PA      | $10246.88     | 0.01%             | 2027-04-27      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11724933.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12810 | PA      | $12972.39     | 0.01%             | 2027-02-05      | Fixed         | 14.24%                | 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        |      8700 | PA      | $8400.21      | 0.00%             | 2027-01-12      | Fixed         | 11.40%                | No            |                  3 | 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      | $454342.50    | 0.23%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103415.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11772 | PA      | $11749.02     | 0.01%             | 2026-11-23      | Fixed         | 31.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688663.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14126 | PA      | $0.00         | 0.00%             | 2027-01-13      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250392.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2850 | PA      | $2825.61      | 0.00%             | 2026-12-14      | Fixed         | 22.93%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11730867.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8288 | PA      | $8186.54      | 0.00%             | 2025-02-14      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10852939.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2720 | PA      | $2720.86      | 0.00%             | 2026-10-17      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8826 | PA      | $8784.39      | 0.00%             | 2026-11-12      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685274.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1417 | PA      | $1371.43      | 0.00%             | 2024-12-14      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103582.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4467 | PA      | $4443.18      | 0.00%             | 2024-11-23      | Fixed         | 11.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251670.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4446 | PA      | $4413.45      | 0.00%             | 2026-12-15      | Fixed         | 22.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3070 | PA      | $3022.28      | 0.00%             | 2026-12-14      | Fixed         | 18.13%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1612838.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7544 | PA      | $4347.47      | 0.00%             | 2026-09-13      | Fixed         | 18.50%                | 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        |     25685 | PA      | $25473.47     | 0.01%             | 2026-12-15      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186050160.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13873 | PA      | $13548.72     | 0.01%             | 2025-02-10      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499556.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19211 | PA      | $19014.65     | 0.01%             | 2027-01-24      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102211.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $137.83       | 0.00%             | 2026-11-23      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251539.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6550 | PA      | $951.46       | 0.00%             | 2024-12-15      | Fixed         | 16.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499540.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5372 | PA      | $5344.26      | 0.00%             | 2027-01-24      | Fixed         | 22.38%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10844126.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12028 | PA      | $11736.09     | 0.01%             | 2024-11-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729392.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       863 | PA      | $861.43       | 0.00%             | 2026-09-17      | Fixed         | 25.28%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15070181.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16630 | PA      | $16681.46     | 0.01%             | 2027-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253233.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4117 | PA      | $4079.97      | 0.00%             | 2024-12-15      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992440565.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        16 | PA      | $15.68        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992425399.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       102 | PA      | $101.48       | 0.00%             | 2024-04-05      | Fixed         | 18.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901951.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $2097.62      | 0.00%             | 2026-10-22      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11696610.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22190 | PA      | $22518.44     | 0.01%             | 2027-02-07      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15133409.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24363 | PA      | $24816.84     | 0.01%             | 2027-07-30      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502739.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5778 | PA      | $5719.83      | 0.00%             | 2027-01-25      | Fixed         | 18.10%                | 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        |      9222 | PA      | $9096.24      | 0.00%             | 2027-04-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992257896.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       146 | PA      | $149.59       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444531.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4326 | PA      | $4371.08      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     15315 | PA      | $15210.44     | 0.01%             | 2027-02-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                 | Michaels Cos., Inc. (The)                                                          | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220117.49    | 0.11%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102263.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1443 | PA      | $1439.10      | 0.00%             | 2024-11-23      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185720673.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4734 | PA      | $4563.47      | 0.00%             | 2025-02-04      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992290976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       361 | PA      | $363.05       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12370660.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12299 | PA      | $12419.67     | 0.01%             | 2025-03-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                     | United Airlines, Inc.                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93202.52     | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031441.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3462 | PA      | $516.48       | 0.00%             | 2026-11-12      | Fixed         | 25.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102995.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1139 | PA      | $1136.18      | 0.00%             | 2026-11-23      | Fixed         | 30.88%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992387720.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $37.30        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1607291.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5436 | PA      | $2879.04      | 0.00%             | 2027-07-18      | Fixed         | 28.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992371951.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       250 | PA      | $254.64       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992256183.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       481 | PA      | $479.20       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1658881.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20953 | PA      | $19996.07     | 0.01%             | 2026-11-09      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251549.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $720.69       | 0.00%             | 2024-12-15      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1754293.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10980 | PA      | $10543.36     | 0.01%             | 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      | $1434358.00   | 0.73%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical, Inc.                                                  | Par Pharmaceutical, Inc.                                                           | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $169725.38    | 0.09%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253574.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1728 | PA      | $1714.17      | 0.00%             | 2026-12-15      | Fixed         | 13.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992276160.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       116 | PA      | $119.07       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2968818.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15036 | PA      | $14872.50     | 0.01%             | 2027-04-19      | Fixed         | 17.01%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032026.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15523 | PA      | $4465.88      | 0.00%             | 2027-04-12      | Fixed         | 29.26%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248463.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2761 | PA      | $800.21       | 0.00%             | 2026-12-14      | Fixed         | 26.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030665.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4204 | PA      | $300.74       | 0.00%             | 2026-11-12      | Fixed         | 25.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241600.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126 | PA      | $128.84       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2240508.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       504 | PA      | $497.97       | 0.00%             | 2026-12-14      | Fixed         | 14.03%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501651.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7014 | PA      | $6976.87      | 0.00%             | 2027-01-25      | Fixed         | 8.03%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992308045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       660 | PA      | $671.46       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| American Electric Power Co., Inc.                                         | American Electric Power Co., Inc.                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     65000 | NS      | $6292000.00   | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250291.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7061 | PA      | $6635.70      | 0.00%             | 2026-12-14      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1722360.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2408 | PA      | $2328.68      | 0.00%             | 2025-02-16      | Fixed         | 22.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502222.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185 | PA      | $1179.29      | 0.00%             | 2027-01-25      | Fixed         | 31.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1766 | PA      | $1743.18      | 0.00%             | 2026-12-14      | Fixed         | 20.09%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184953769.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25174 | PA      | $24567.61     | 0.01%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258657.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $166.56       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185803689.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35486 | PA      | $33267.57     | 0.02%             | 2027-02-08      | Fixed         | 12.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103709.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1611 | PA      | $1606.61      | 0.00%             | 2024-11-23      | Fixed         | 20.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251092.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1715.78      | 0.00%             | 2026-12-14      | Fixed         | 31.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032324.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11369 | PA      | $11316.30     | 0.01%             | 2026-11-12      | Fixed         | 21.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248500.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2698 | PA      | $2676.74      | 0.00%             | 2026-12-14      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1692239.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7165 | PA      | $283.22       | 0.00%             | 2027-01-19      | Fixed         | 19.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4594 | PA      | $4571.55      | 0.00%             | 2027-01-24      | Fixed         | 30.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1689623.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2834 | PA      | $2695.88      | 0.00%             | 2027-01-14      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714645.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5855 | PA      | $5670.34      | 0.00%             | 2025-02-15      | Fixed         | 11.40%                | 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        |     37585 | PA      | $38127.48     | 0.02%             | 2027-02-15      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-09208158.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33701 | PA      | $3650.91      | 0.00%             | 2025-11-19      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252504.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4806 | PA      | $340.21       | 0.00%             | 2026-12-15      | Fixed         | 30.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249986.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1670 | PA      | $247.41       | 0.00%             | 2026-12-14      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185231531.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3132 | PA      | $3068.63      | 0.00%             | 2025-01-19      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503121.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11038 | PA      | $10926.19     | 0.01%             | 2027-01-25      | Fixed         | 17.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12419304.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6777 | PA      | $6744.47      | 0.00%             | 2027-02-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992369632.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       275 | PA      | $279.83       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10692450.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22674 | PA      | $22855.20     | 0.01%             | 2026-11-29      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032625.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       678 | PA      | $194.30       | 0.00%             | 2026-11-12      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498079.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2757 | PA      | $2743.02      | 0.00%             | 2027-01-24      | Fixed         | 30.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498266.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3715 | PA      | $3667.56      | 0.00%             | 2027-06-24      | Fixed         | 27.06%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10575367.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33072 | PA      | $33261.18     | 0.02%             | 2026-10-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15050554.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8245 | PA      | $2634.22      | 0.00%             | 2027-06-12      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503404.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7857 | PA      | $7773.42      | 0.00%             | 2027-01-25      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2030903.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4789 | PA      | $1373.71      | 0.00%             | 2027-04-12      | Fixed         | 29.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102521.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $5066.73      | 0.00%             | 2024-11-23      | Fixed         | 9.48%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714648.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6727 | PA      | $6424.03      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498743.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9438 | PA      | $9385.91      | 0.00%             | 2027-01-24      | Fixed         | 7.47%                 | 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        |      9339 | PA      | $9190.49      | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250245.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1789 | PA      | $1775.86      | 0.00%             | 2026-12-14      | Fixed         | 24.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1743776.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21262 | PA      | $20333.74     | 0.01%             | 2025-04-06      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992436268.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $134.39       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033008.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5515 | PA      | $5456.11      | 0.00%             | 2026-11-12      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185765188.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22593 | PA      | $21640.91     | 0.01%             | 2027-02-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992302611.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1252 | PA      | $1230.76      | 0.00%             | 2025-04-05      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992377543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       835 | PA      | $856.18       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992336619.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       160 | PA      | $161.91       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499948.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6155 | PA      | $6109.53      | 0.00%             | 2027-01-24      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11677084.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38926 | PA      | $39360.64     | 0.02%             | 2026-12-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251960.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9383 | PA      | $9243.83      | 0.00%             | 2026-12-15      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15094222.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21974 | PA      | $22270.92     | 0.01%             | 2025-07-14      | Fixed         | 10.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103150.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5159 | PA      | $5137.13      | 0.00%             | 2026-11-23      | Fixed         | 16.57%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11869808.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14092 | PA      | $13879.61     | 0.01%             | 2025-02-15      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972249.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5749 | PA      | $1684.18      | 0.00%             | 2027-04-19      | Fixed         | 25.46%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992262433.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       519 | PA      | $520.95       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249624.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4758 | PA      | $4716.54      | 0.00%             | 2026-12-14      | Fixed         | 13.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992265045.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       172 | PA      | $171.94       | 0.00%             | 2025-04-05      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                  | SCIH Salt Holdings, Inc.                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268287.00    | 0.14%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1900981.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3034 | PA      | $2866.28      | 0.00%             | 2026-10-22      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1664622.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1820 | PA      | $1752.68      | 0.00%             | 2024-11-08      | Fixed         | 16.90%                | No            |                  3 | On Loan: No      |
| Sensata Technologies BV                                                   | Sensata Technologies BV                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $871621.89    | 0.44%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253422.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10493 | PA      | $10419.93     | 0.01%             | 2026-12-15      | Fixed         | 24.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971854.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2843 | PA      | $2810.81      | 0.00%             | 2027-04-19      | Fixed         | 16.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185606478.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22832 | PA      | $22328.85     | 0.01%             | 2027-01-31      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253145.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11676 | PA      | $3349.24      | 0.00%             | 2027-05-15      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Constellium SE                                                            | Constellium SE                                                                     | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $493773.00    | 0.25%             | 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        |      1347 | PA      | $1338.07      | 0.00%             | 2026-12-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502995.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $2982.84      | 0.00%             | 2027-01-25      | Fixed         | 25.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185828353.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14580 | PA      | $14084.09     | 0.01%             | 2025-02-08      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8674 | PA      | $8582.71      | 0.00%             | 2027-04-12      | Fixed         | 21.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13808 | PA      | $13689.95     | 0.01%             | 2026-12-14      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11759070.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42007 | PA      | $41876.05     | 0.02%             | 2026-12-24      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502912.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18791 | PA      | $18701.07     | 0.01%             | 2027-01-25      | Fixed         | 25.69%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992272067.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       199 | PA      | $43.85        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992237034.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $134.18       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992319813.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         4 | PA      | $3.74         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |     15060 | PA      | $15168.17     | 0.01%             | 2027-02-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1625740.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8411 | PA      | $8115.68      | 0.00%             | 2026-09-16      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032502.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $6843.89      | 0.00%             | 2026-11-12      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992284954.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $0.06         | 0.00%             | 2027-07-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992305223.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.23       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15064308.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20352 | PA      | $20366.47     | 0.01%             | 2026-07-15      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992294700.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.40        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 165150776.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1140 | PA      | $1148.73      | 0.00%             | 2023-01-21      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1619286.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9923 | PA      | $9604.92      | 0.00%             | 2026-09-16      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4251 | PA      | $85.37        | 0.00%             | 2027-01-24      | Fixed         | 24.57%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992261113.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        36 | PA      | $35.56        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992296469.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $278.49       | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249391.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569 | PA      | $1557.24      | 0.00%             | 2024-12-14      | Fixed         | 12.58%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1645271.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12836 | PA      | $12464.16     | 0.01%             | 2024-10-27      | Fixed         | 10.80%                | No            |                  3 | On Loan: No      |
| BHP Group Ltd.                                                            | BHP Group Ltd.                                                                     | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     25185 | NS      | $1581618.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253547.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3340 | PA      | $3276.63      | 0.00%             | 2026-12-15      | Fixed         | 18.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992413501.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       896 | PA      | $896.65       | 0.00%             | 2024-04-05      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1040 | PA      | $1035.48      | 0.00%             | 2024-11-23      | Fixed         | 12.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252879.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       978 | PA      | $970.63       | 0.00%             | 2026-12-15      | Fixed         | 22.23%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700775.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23088 | PA      | $22155.78     | 0.01%             | 2025-01-12      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184889420.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22594 | PA      | $10880.51     | 0.01%             | 2025-01-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502390.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       828 | PA      | $231.50       | 0.00%             | 2025-01-25      | Fixed         | 16.88%                | No            |                  3 | On Loan: No      |
| California Resources Corp.                                                | California Resources Corp.                                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        27 | NS      | $1225.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707950.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8965 | PA      | $8560.84      | 0.00%             | 2027-02-15      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 171545777.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       875 | PA      | $862.03       | 0.00%             | 2023-10-30      | Fixed         | 10.81%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 167132427.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12030 | PA      | $11626.23     | 0.01%             | 2025-02-28      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2247285.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5464 | PA      | $5416.91      | 0.00%             | 2026-12-14      | Fixed         | 30.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499756.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24699 | PA      | $24513.66     | 0.01%             | 2027-01-24      | Fixed         | 15.54%                | No            |                  3 | On Loan: No      |
| Chesapeake Energy Corp.                                                   | Chesapeake Energy Corp.                                                            | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483028.38    | 0.24%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1750735.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5062 | PA      | $4802.57      | 0.00%             | 2027-04-07      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501610.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2995 | PA      | $2981.80      | 0.00%             | 2027-01-25      | Fixed         | 25.67%                | 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        |      8613 | PA      | $8589.72      | 0.00%             | 2026-09-17      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901053.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3099 | PA      | $3093.96      | 0.00%             | 2026-10-22      | Fixed         | 28.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253724.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       749 | PA      | $734.78       | 0.00%             | 2026-12-15      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033213.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1348 | PA      | $1341.62      | 0.00%             | 2026-11-12      | Fixed         | 30.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992332109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.84       | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103598.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13330 | PA      | $13287.52     | 0.01%             | 2026-11-23      | Fixed         | 8.71%                 | No            |                  3 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                    | First Student Bidco, Inc. / First Transit Parent, Inc.                             | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $748737.00    | 0.38%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11025662.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20404 | PA      | $20439.91     | 0.01%             | 2025-12-06      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992459731.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $81.37        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249399.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4022 | PA      | $3959.05      | 0.00%             | 2026-12-14      | Fixed         | 24.09%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661320.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6005 | PA      | $5804.78      | 0.00%             | 2024-11-12      | Fixed         | 12.30%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                 | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184516.00    | 0.09%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444107.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $195.18       | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185090414.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7789 | PA      | $7597.45      | 0.00%             | 2025-01-18      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11799488.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16017 | PA      | $16099.76     | 0.01%             | 2026-02-05      | 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        |      8122 | PA      | $7852.95      | 0.00%             | 2026-10-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252687.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13648 | PA      | $13553.50     | 0.01%             | 2026-12-15      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| CSI Compressco LP / CSI Compressco Finance, Inc.                          | CSI Compressco LP / CSI Compressco Finance, Inc.                                   | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982453 | PA      | $872457.56    | 0.44%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992291104.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       266 | PA      | $265.21       | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992326966.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       156 | PA      | $159.18       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992386343.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $137.29       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| CMS Energy Corp.                                                          | CMS Energy Corp.                                                                   | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     78000 | NS      | $4763460.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992340410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       179 | PA      | $183.41       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 153974620.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9508 | PA      | $9305.84      | 0.00%             | 2024-06-24      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1611259.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3389 | PA      | $3293.86      | 0.00%             | 2024-08-19      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1744328.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18363 | PA      | $17600.06     | 0.01%             | 2027-04-07      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11799331.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23635 | PA      | $23861.38     | 0.01%             | 2025-02-06      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188665152.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9405 | PA      | $9281.44      | 0.00%             | 2027-04-25      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                            | GPD Cos., Inc.                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1288905.00   | 0.65%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11107180.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20672 | PA      | $20899.66     | 0.01%             | 2026-12-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13471580.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6313 | PA      | $6394.77      | 0.00%             | 2024-05-19      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11681583.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8359 | PA      | $8461.76      | 0.00%             | 2025-01-30      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188661710.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9334 | PA      | $9210.95      | 0.00%             | 2027-04-25      | Fixed         | 23.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033202.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14017 | PA      | $13940.08     | 0.01%             | 2026-11-12      | Fixed         | 25.01%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1693870.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3807 | PA      | $3681.77      | 0.00%             | 2025-01-12      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1117500.00   | 0.57%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1752996.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1721 | PA      | $1643.18      | 0.00%             | 2025-04-06      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2030941.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26379 | PA      | $26234.70     | 0.01%             | 2026-11-12      | Fixed         | 26.62%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12341500.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15178 | PA      | $15121.63     | 0.01%             | 2027-03-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101935.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1152 | PA      | $1151.34      | 0.00%             | 2026-11-23      | Fixed         | 25.31%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11097002.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38653 | PA      | $39113.89     | 0.02%             | 2025-12-15      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S6, Class PT | CUSIP: 21056AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82531 | PA      | $76824.55     | 0.04%             | 2044-10-17      | Variable      | 12.13%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992409011.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       155 | PA      | $153.54       | 0.00%             | 2025-04-05      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11091099.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26582 | PA      | $26995.00     | 0.01%             | 2026-12-20      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248893.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1640 | PA      | $1625.94      | 0.00%             | 2026-12-14      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992266370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       546 | PA      | $552.79       | 0.00%             | 2025-04-04      | Fixed         | 29.49%                | 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        |     12204 | PA      | $11866.99     | 0.01%             | 2027-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2971982.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1583 | PA      | $1565.71      | 0.00%             | 2027-04-19      | Fixed         | 21.48%                | 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        |      1820 | PA      | $1804.78      | 0.00%             | 2026-12-14      | Fixed         | 30.44%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11751323.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12274 | PA      | $12325.93     | 0.01%             | 2026-12-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15068808.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12055 | PA      | $4245.61      | 0.00%             | 2025-07-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730120.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9470 | PA      | $9447.85      | 0.00%             | 2026-09-17      | Fixed         | 23.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1654774.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30050 | PA      | $28627.46     | 0.01%             | 2026-11-05      | Fixed         | 16.18%                | 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        |     17297 | PA      | $17441.22     | 0.01%             | 2026-03-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992394239.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       196 | PA      | $197.53       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13485355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34030 | PA      | $34323.44     | 0.02%             | 2027-05-20      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102772.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4375 | PA      | $4329.45      | 0.00%             | 2025-04-23      | Fixed         | 25.91%                | 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        |     15984 | PA      | $16134.23     | 0.01%             | 2025-12-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 154596020.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16844 | PA      | $16411.67     | 0.01%             | 2024-07-24      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12299545.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15849 | PA      | $15843.44     | 0.01%             | 2025-03-21      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688699.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6723 | PA      | $6466.58      | 0.00%             | 2025-01-27      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2495525.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6200 | PA      | $6121.93      | 0.00%             | 2027-01-25      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| Camelot Finance SA                                                        | Camelot Finance SA                                                                 | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    900000 | PA      | $854370.00    | 0.43%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165352318.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19232 | PA      | $17412.36     | 0.01%             | 2025-06-22      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| PROG Holdings, Inc.                                                       | PROG Holdings, Inc.                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $785695.50    | 0.40%             | 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        |      6292 | PA      | $6036.57      | 0.00%             | 2026-11-22      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14865954.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25601 | PA      | $25978.00     | 0.01%             | 2027-07-16      | Fixed         | 11.74%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185584314.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11857 | PA      | $11599.32     | 0.01%             | 2027-02-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992263759.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       571 | PA      | $579.06       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248119.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2621 | PA      | $185.59       | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185764512.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20068 | PA      | $19526.26     | 0.01%             | 2025-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1606145.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12169 | PA      | $11663.85     | 0.01%             | 2026-08-17      | Fixed         | 14.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729220.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3324 | PA      | $3167.68      | 0.00%             | 2027-02-17      | Fixed         | 32.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992419177.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       162 | PA      | $161.60       | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1750351.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2939 | PA      | $2822.40      | 0.00%             | 2025-04-06      | Fixed         | 15.20%                | 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        |      4237 | PA      | $4216.19      | 0.00%             | 2026-11-23      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992254237.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       235 | PA      | $236.41       | 0.00%             | 2025-04-05      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188894731.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2712 | PA      | $2688.34      | 0.00%             | 2025-04-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901937.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8627 | PA      | $8554.57      | 0.00%             | 2024-10-22      | Fixed         | 24.32%                | 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        |      4220 | PA      | $4214.75      | 0.00%             | 2026-09-17      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1717 | PA      | $1703.66      | 0.00%             | 2026-12-14      | Fixed         | 25.12%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992356084.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.58        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     17813 | PA      | $18023.52     | 0.01%             | 2027-02-15      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250225.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493 | PA      | $1477.34      | 0.00%             | 2027-05-14      | Fixed         | 30.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499062.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1296 | PA      | $1282.36      | 0.00%             | 2027-01-24      | 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        |     12877 | PA      | $12954.01     | 0.01%             | 2027-05-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-51, Class PT | CUSIP: 21055HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    122303 | PA      | $115485.17    | 0.06%             | 2045-01-15      | Variable      | 15.54%                | No            |                  2 | On Loan: No      |
| 0.0001% 02/20/2049 *BACKSTOP SETUP FOR SM#624121*                         | 0.0001% 02/20/2049 *BACKSTOP SETUP FOR SM#624121*                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2260000 | PA      | $734500.00    | 0.37%             | 2049-02-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729059.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       995 | PA      | $940.65       | 0.00%             | 2024-09-17      | Fixed         | 7.36%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992253455.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $94.46        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 164542068.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7649 | PA      | $7473.93      | 0.00%             | 2025-01-21      | Fixed         | 25.65%                | No            |                  3 | On Loan: No      |
| Emergent BioSolutions, Inc.                                               | Emergent BioSolutions, Inc.                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $406435.50    | 0.21%             | 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        |      4380 | PA      | $4345.46      | 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        |     29656 | PA      | $29342.60     | 0.01%             | 2027-04-19      | 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        |     13798 | PA      | $13784.82     | 0.01%             | 2026-12-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11874582.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19113 | PA      | $19203.80     | 0.01%             | 2026-12-23      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502154.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22394 | PA      | $22164.33     | 0.01%             | 2027-01-25      | Fixed         | 17.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184987590.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9048 | PA      | $3250.35      | 0.00%             | 2027-01-13      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992401130.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       194 | PA      | $198.57       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6836 | PA      | $6784.46      | 0.00%             | 2027-04-19      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031168.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4412 | PA      | $4391.25      | 0.00%             | 2026-11-12      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661433.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4469 | PA      | $4309.74      | 0.00%             | 2026-11-05      | Fixed         | 28.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103547.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       973 | PA      | $966.41       | 0.00%             | 2026-11-23      | Fixed         | 24.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500002.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3274 | PA      | $496.72       | 0.00%             | 2027-01-24      | Fixed         | 25.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501076.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $611.49       | 0.00%             | 2025-01-25      | Fixed         | 12.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1655723.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14303 | PA      | $13767.24     | 0.01%             | 2024-11-15      | Fixed         | 15.10%                | 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        |     10918 | PA      | $10542.59     | 0.01%             | 2026-11-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992454738.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2075 | PA      | $2081.29      | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188722342.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6601 | PA      | $6511.33      | 0.00%             | 2027-04-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164288173.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1644 | PA      | $1639.79      | 0.00%             | 2023-01-03      | Fixed         | 12.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992424634.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       626 | PA      | $630.27       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1609562.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7296 | PA      | $1053.32      | 0.00%             | 2024-08-24      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992345576.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       325 | PA      | $326.84       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1649014.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2731 | PA      | $2693.30      | 0.00%             | 2024-10-27      | Fixed         | 22.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992260816.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       192 | PA      | $197.22       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032677.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7118 | PA      | $7084.13      | 0.00%             | 2026-11-12      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103334.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2233 | PA      | $335.61       | 0.00%             | 2027-04-23      | Fixed         | 30.61%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                      | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89475.37     | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502561.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2224 | PA      | $2211.80      | 0.00%             | 2025-01-25      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1655028.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $6552.77      | 0.00%             | 2026-11-01      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992455407.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $168.56       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250494.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3594 | PA      | $3563.22      | 0.00%             | 2026-12-14      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511470.00    | 0.26%             | 2029-05-01      | Fixed         | 4.50%                 | 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        |      7086 | PA      | $7025.52      | 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        |      7555 | PA      | $7291.60      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11763914.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20986 | PA      | $20868.88     | 0.01%             | 2027-02-18      | Fixed         | 23.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102091.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5123 | PA      | $5109.83      | 0.00%             | 2026-11-23      | Fixed         | 29.86%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032885.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4230 | PA      | $4202.46      | 0.00%             | 2026-11-12      | Fixed         | 12.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1896884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4923 | PA      | $4900.72      | 0.00%             | 2024-10-22      | Fixed         | 19.31%                | 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      | $826595.00    | 0.42%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1690265.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5511 | PA      | $5352.94      | 0.00%             | 2025-01-18      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249818.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2880 | PA      | $2859.93      | 0.00%             | 2024-12-14      | Fixed         | 9.92%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188741644.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18512 | PA      | $17502.00     | 0.01%             | 2027-04-26      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                  | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-37, Class PT | CUSIP: 21054QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112519 | PA      | $104977.58    | 0.05%             | 2044-10-17      | Variable      | 19.34%                | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992372587.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.08         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165275435.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1986 | PA      | $1981.09      | 0.00%             | 2023-08-21      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497797.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6117 | PA      | $6071.92      | 0.00%             | 2027-01-24      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1660078.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17012 | PA      | $16422.05     | 0.01%             | 2026-11-10      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258743.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $64.96        | 0.00%             | 2025-04-05      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 168118890.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5102 | PA      | $5061.84      | 0.00%             | 2023-03-12      | Fixed         | 14.30%                | 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        |     24236 | PA      | $24423.58     | 0.01%             | 2025-12-02      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251983.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3754 | PA      | $3718.24      | 0.00%             | 2027-10-15      | Fixed         | 30.90%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992255166.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $91.40        | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253186.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1913 | PA      | $1900.24      | 0.00%             | 2026-12-15      | Fixed         | 31.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498779.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       755 | PA      | $751.07       | 0.00%             | 2025-01-24      | Fixed         | 11.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250196.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4062 | PA      | $4025.83      | 0.00%             | 2024-12-15      | Fixed         | 14.38%                | 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        |     19021 | PA      | $19166.46     | 0.01%             | 2026-06-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101315.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5933 | PA      | $5904.49      | 0.00%             | 2026-11-23      | Fixed         | 12.86%                | 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        |      3477 | PA      | $3432.66      | 0.00%             | 2026-11-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX                                                   | LendingClub Corp. - LCX, 161175578.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $237.25       | 0.00%             | 2032-12-20      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185186598.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7193 | PA      | $6996.33      | 0.00%             | 2027-01-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497608.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1564 | PA      | $1556.53      | 0.00%             | 2027-01-24      | Fixed         | 31.43%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249529.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9237 | PA      | $1370.19      | 0.00%             | 2026-12-14      | Fixed         | 23.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707944.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11025 | PA      | $10665.47     | 0.01%             | 2027-02-15      | Fixed         | 10.90%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1666485.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2803 | PA      | $2707.88      | 0.00%             | 2024-11-09      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10581131.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8557 | PA      | $8586.62      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247201.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.59        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901213.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17998 | PA      | $17093.28     | 0.01%             | 2024-10-22      | Fixed         | 15.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1610444.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9070 | PA      | $8888.56      | 0.00%             | 2024-08-25      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13485474.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5907 | PA      | $5992.74      | 0.00%             | 2024-05-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688336.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12425 | PA      | $11968.99     | 0.01%             | 2025-01-12      | Fixed         | 19.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249577.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        31 | PA      | $30.31        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992341078.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $13.33        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501336.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1509 | PA      | $1483.57      | 0.00%             | 2027-01-25      | Fixed         | 26.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500654.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       912 | PA      | $907.76       | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502461.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1948 | PA      | $1933.13      | 0.00%             | 2025-01-25      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1716271.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20571 | PA      | $19802.29     | 0.01%             | 2025-02-16      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286659.00    | 0.15%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       578 | PA      | $570.04       | 0.00%             | 2027-01-25      | Fixed         | 25.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729859.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9376 | PA      | $9345.17      | 0.00%             | 2027-02-17      | Fixed         | 30.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499103.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2735 | PA      | $2722.10      | 0.00%             | 2027-01-24      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504662.50    | 0.26%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188838885.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9430 | PA      | $9308.73      | 0.00%             | 2027-04-27      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992368911.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       342 | PA      | $338.91       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992411134.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       185 | PA      | $181.59       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992240128.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711 | PA      | $707.00       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186248821.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11776 | PA      | $11633.69     | 0.01%             | 2025-02-16      | Fixed         | 12.94%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247638.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       573 | PA      | $-4.46        | -0.00%            | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661575.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6167 | PA      | $372.91       | 0.00%             | 2024-11-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729704.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17039 | PA      | $16849.96     | 0.01%             | 2026-09-17      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499098.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27575 | PA      | $8018.03      | 0.00%             | 2027-01-24      | Fixed         | 31.57%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031299.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6016 | PA      | $5940.99      | 0.00%             | 2024-11-12      | Fixed         | 21.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992286124.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $17.66        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      2660 | PA      | $2655.87      | 0.00%             | 2026-11-23      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1694470.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5745 | PA      | $5516.11      | 0.00%             | 2025-01-13      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729751.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5958 | PA      | $5943.49      | 0.00%             | 2026-09-17      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250154.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8808 | PA      | $8695.78      | 0.00%             | 2026-12-14      | Fixed         | 19.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2970836.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4194 | PA      | $4165.74      | 0.00%             | 2025-04-19      | Fixed         | 15.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902333.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20275 | PA      | $20116.08     | 0.01%             | 2026-10-22      | Fixed         | 15.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992261033.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       252 | PA      | $170.26       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     20765 | PA      | $20628.16     | 0.01%             | 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      | $276223.82    | 0.14%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC Holdings LLC                                                                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234256.50    | 0.12%             | 2028-04-01      | Fixed         | 7.50%                 | 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        |     11221 | PA      | $11159.43     | 0.01%             | 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        |      3108 | PA      | $3081.12      | 0.00%             | 2026-12-14      | Fixed         | 21.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248499.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4541 | PA      | $1229.79      | 0.00%             | 2026-12-14      | Fixed         | 18.23%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11021643.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12263 | PA      | $12395.65     | 0.01%             | 2024-12-14      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1754398.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10301 | PA      | $9836.39      | 0.00%             | 2027-04-12      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503345.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2284 | PA      | $2272.68      | 0.00%             | 2025-01-25      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1730388.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13466 | PA      | $13450.13     | 0.01%             | 2026-09-17      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992256001.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       513 | PA      | $518.32       | 0.00%             | 2025-04-05      | Fixed         | 19.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2475583.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       925 | PA      | $907.32       | 0.00%             | 2029-01-25      | Fixed         | 20.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13506828.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31565 | PA      | $32010.83     | 0.02%             | 2027-05-18      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715347.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13476 | PA      | $12813.80     | 0.01%             | 2027-02-15      | Fixed         | 17.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10577758.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $10216.46     | 0.01%             | 2026-11-04      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249943.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19164 | PA      | $1359.40      | 0.00%             | 2026-12-14      | Fixed         | 25.97%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992452945.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       281 | PA      | $280.58       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032549.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2312 | PA      | $338.20       | 0.00%             | 2026-11-12      | Fixed         | 29.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8562 | PA      | $620.73       | 0.00%             | 2027-01-24      | Fixed         | 13.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249206.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1092 | PA      | $1076.48      | 0.00%             | 2024-12-14      | Fixed         | 28.96%                | No            |                  3 | 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        |     31392 | PA      | $30854.34     | 0.02%             | 2027-02-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186094287.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9387 | PA      | $9172.46      | 0.00%             | 2027-02-28      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| EQT Corp.                                                                 | EQT Corp.                                                                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277270.60    | 0.14%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 172997264.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4111 | PA      | $3970.49      | 0.00%             | 2023-12-19      | Fixed         | 14.02%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241314.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        75 | PA      | $73.58        | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251215.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3736 | PA      | $3703.19      | 0.00%             | 2026-12-14      | Fixed         | 31.16%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254517.00    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498761.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6566 | PA      | $1945.63      | 0.00%             | 2027-01-24      | Fixed         | 26.35%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10830375.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13516 | PA      | $13533.20     | 0.01%             | 2026-11-21      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2495345.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6059 | PA      | $6005.57      | 0.00%             | 2025-01-24      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1757968.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5022 | PA      | $4845.62      | 0.00%             | 2025-04-18      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901571.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10609 | PA      | $10525.97     | 0.01%             | 2026-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992293542.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $118.66       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1610720.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5141 | PA      | $4985.79      | 0.00%             | 2024-08-25      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $223300.50    | 0.11%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1887930.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3392 | PA      | $91.88        | 0.00%             | 2027-03-22      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729768.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1951 | PA      | $1939.79      | 0.00%             | 2024-09-17      | Fixed         | 11.21%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1606127.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7345 | PA      | $7038.55      | 0.00%             | 2026-08-17      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| Glatfelter Corp.                                                          | Glatfelter Corp.                                                                   | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $261804.00    | 0.13%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2101742.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6571 | PA      | $6521.09      | 0.00%             | 2026-11-23      | Fixed         | 18.05%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992290432.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4999 | PA      | $5110.63      | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102978.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2258 | PA      | $2144.19      | 0.00%             | 2024-11-23      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 155823205.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7444 | PA      | $7195.50      | 0.00%             | 2024-08-01      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1695970.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1581 | PA      | $218.74       | 0.00%             | 2025-01-14      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13531221.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10732 | PA      | $1069.24      | 0.00%             | 2025-05-19      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250255.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2896 | PA      | $2868.45      | 0.00%             | 2026-12-14      | Fixed         | 9.36%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7380 | PA      | $7313.54      | 0.00%             | 2027-01-25      | Fixed         | 11.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460590.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $5.32         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                             | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $664153.00    | 0.34%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                     | Rocket Software, Inc.                                                              | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $866739.17    | 0.44%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901126.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14478 | PA      | $2227.42      | 0.00%             | 2024-10-22      | Fixed         | 23.27%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032155.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6799 | PA      | $6753.46      | 0.00%             | 2026-11-12      | Fixed         | 12.96%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992375568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        42 | PA      | $41.76        | 0.00%             | 2025-04-04      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46736 | PA      | $46578.88     | 0.02%             | 2027-02-17      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031289.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6960 | PA      | $6871.64      | 0.00%             | 2026-11-12      | Fixed         | 19.82%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501180.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742 | PA      | $2730.00      | 0.00%             | 2027-01-25      | Fixed         | 28.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992321475.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       524 | PA      | $536.27       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4232 | PA      | $-368.36      | -0.00%            | 2025-02-17      | Fixed         | 30.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729744.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7897 | PA      | $7875.27      | 0.00%             | 2026-09-17      | Fixed         | 29.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253004.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6082 | PA      | $5755.23      | 0.00%             | 2024-12-15      | Fixed         | 13.29%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992241764.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $131.55       | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253384.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10370 | PA      | $10286.04     | 0.01%             | 2026-12-15      | Fixed         | 13.79%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661007.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17147 | PA      | $16335.96     | 0.01%             | 2026-11-05      | Fixed         | 15.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11022377.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6209 | PA      | $6275.07      | 0.00%             | 2023-12-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497199.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1841 | PA      | $129.45       | 0.00%             | 2027-01-25      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11838245.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9100 | PA      | $5230.90      | 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        |      7054 | PA      | $6812.42      | 0.00%             | 2026-08-24      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2052565.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14476 | PA      | $14472.95     | 0.01%             | 2026-11-23      | Fixed         | 26.09%                | 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      | $842745.00    | 0.43%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2305 | PA      | $2267.68      | 0.00%             | 2024-12-14      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992420315.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.35        | 0.00%             | 2024-04-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2387 | PA      | $2353.83      | 0.00%             | 2024-12-14      | Fixed         | 22.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250234.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3757 | PA      | $3702.77      | 0.00%             | 2024-12-14      | Fixed         | 24.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14860724.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17824 | PA      | $18005.39     | 0.01%             | 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      | $4263120.00   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1634850.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17405 | PA      | $16709.07     | 0.01%             | 2026-09-21      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032147.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6748 | PA      | $6704.18      | 0.00%             | 2026-11-12      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250087.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       839 | PA      | $827.42       | 0.00%             | 2026-12-14      | Fixed         | 25.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501544.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2591 | PA      | $2574.84      | 0.00%             | 2025-01-25      | Fixed         | 6.11%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249611.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1560 | PA      | $1537.34      | 0.00%             | 2024-12-14      | Fixed         | 28.33%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15111841.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27393 | PA      | $27883.11     | 0.01%             | 2026-07-28      | Fixed         | 7.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031539.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4448 | PA      | $4426.89      | 0.00%             | 2026-11-12      | Fixed         | 26.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161424051.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6878 | PA      | $6632.31      | 0.00%             | 2024-11-05      | Fixed         | 10.33%                | 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        |     21556 | PA      | $21147.72     | 0.01%             | 2027-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1650988.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $3434.24      | 0.00%             | 2024-11-01      | Fixed         | 15.40%                | 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        |     30454 | PA      | $7817.95      | 0.00%             | 2027-01-24      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5114 | PA      | $5095.08      | 0.00%             | 2027-01-24      | Fixed         | 5.70%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248450.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5374 | PA      | $5308.11      | 0.00%             | 2026-12-14      | Fixed         | 25.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500347.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17195 | PA      | $-148.25      | -0.00%            | 2027-06-24      | Fixed         | 19.63%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10384953.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13946 | PA      | $13900.20     | 0.01%             | 2026-11-02      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2029169.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10725 | PA      | $3083.23      | 0.00%             | 2026-11-12      | Fixed         | 24.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249671.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16074 | PA      | $15963.57     | 0.01%             | 2026-12-14      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103519.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2503 | PA      | $2495.03      | 0.00%             | 2024-11-23      | Fixed         | 17.52%                | No            |                  3 | 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      | $632383.50    | 0.32%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1900754.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2328 | PA      | $2309.31      | 0.00%             | 2024-10-22      | Fixed         | 23.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1748 | PA      | $1735.55      | 0.00%             | 2027-01-25      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992416415.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1695 | PA      | $1718.31      | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | 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        |      4121 | PA      | $4114.65      | 0.00%             | 2026-10-22      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185950419.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38701 | PA      | $3625.85      | 0.00%             | 2027-10-16      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250723.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3387 | PA      | $197.56       | 0.00%             | 2026-12-14      | Fixed         | 21.16%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1645667.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7267 | PA      | $7069.02      | 0.00%             | 2024-11-10      | Fixed         | 16.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992276595.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         2 | PA      | $1.61         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164271498.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       564 | PA      | $562.36       | 0.00%             | 2023-01-03      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249278.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1530 | PA      | $1515.27      | 0.00%             | 2024-12-14      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2247150.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3953 | PA      | $3923.38      | 0.00%             | 2024-12-14      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250657.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       761 | PA      | $753.12       | 0.00%             | 2024-12-14      | Fixed         | 22.04%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992245006.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        68 | PA      | $66.86        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902477.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8506 | PA      | $8028.31      | 0.00%             | 2026-10-22      | Fixed         | 13.65%                | 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        |      5995 | PA      | $5942.89      | 0.00%             | 2026-12-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992328217.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       133 | PA      | $134.22       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992357000.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        51 | PA      | $50.47        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184916811.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7682 | PA      | $7530.52      | 0.00%             | 2025-01-18      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729402.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19128 | PA      | $2858.36      | 0.00%             | 2026-09-17      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901936.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9494 | PA      | $9479.03      | 0.00%             | 2026-10-22      | Fixed         | 21.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497967.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9213 | PA      | $9115.06      | 0.00%             | 2027-01-24      | Fixed         | 16.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17335 | PA      | $17194.49     | 0.01%             | 2024-12-14      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992326831.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.94        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1673372.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5947 | PA      | $5752.91      | 0.00%             | 2024-12-15      | Fixed         | 16.00%                | 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        |     20449 | PA      | $19624.43     | 0.01%             | 2027-04-27      | 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        |      5328 | PA      | $5162.87      | 0.00%             | 2026-11-09      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2463420.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       911 | PA      | $904.78       | 0.00%             | 2027-06-24      | Fixed         | 28.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11757936.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8485 | PA      | $8483.42      | 0.00%             | 2027-02-07      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10838238.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276 | PA      | $275.37       | 0.00%             | 2026-10-15      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992300476.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        72 | PA      | $71.24        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992239162.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       163 | PA      | $167.29       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251695.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6138 | PA      | $442.93       | 0.00%             | 2024-12-15      | Fixed         | 19.28%                | 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        |     18044 | PA      | $17852.95     | 0.01%             | 2026-11-12      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992260902.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        30 | PA      | $30.21        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13498310.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11144 | PA      | $11178.14     | 0.01%             | 2027-05-13      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185170289.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8462 | PA      | $8037.45      | 0.00%             | 2025-01-22      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.   | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer, Inc.            | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $262978.50    | 0.13%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730191.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1467 | PA      | $1454.67      | 0.00%             | 2024-09-17      | Fixed         | 23.36%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032999.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4369 | PA      | $4331.13      | 0.00%             | 2024-11-12      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685637.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26247 | PA      | $25362.84     | 0.01%             | 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        |      5560 | PA      | $5497.06      | 0.00%             | 2026-12-15      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Centene Corp.                                                             | Centene Corp.                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395800.00    | 0.20%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11111300.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5144 | PA      | $5186.61      | 0.00%             | 2023-11-02      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188849723.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1696 | PA      | $1678.42      | 0.00%             | 2025-04-28      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258355.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        12 | PA      | $12.23        | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10084065.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3046 | PA      | $3062.18      | 0.00%             | 2023-08-01      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497860.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1154 | PA      | $1147.70      | 0.00%             | 2025-01-24      | Fixed         | 16.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992284873.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6416 | PA      | $6560.06      | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102908.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1072.72      | 0.00%             | 2024-11-23      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031248.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6585 | PA      | $6541.36      | 0.00%             | 2026-11-12      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992390386.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         3 | PA      | $2.60         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12270734.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16819 | PA      | $17060.48     | 0.01%             | 2027-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992268980.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       107 | PA      | $109.34       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      4245 | PA      | $4217.93      | 0.00%             | 2026-12-14      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500577.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1361 | PA      | $1354.44      | 0.00%             | 2027-01-25      | Fixed         | 25.40%                | 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        |      1620 | PA      | $1612.20      | 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        |     22540 | PA      | $22473.56     | 0.01%             | 2027-04-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715734.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5612 | PA      | $5390.36      | 0.00%             | 2025-02-16      | Fixed         | 19.83%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 157902245.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5517 | PA      | $5328.42      | 0.00%             | 2024-11-30      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992419811.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       151 | PA      | $151.95       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250302.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6487 | PA      | $463.92       | 0.00%             | 2026-12-14      | Fixed         | 23.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729743.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40777 | PA      | $40561.56     | 0.02%             | 2026-09-17      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275143.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       436 | PA      | $26.90        | 0.00%             | 2024-04-05      | Fixed         | 28.48%                | 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        |     14050 | PA      | $14254.01     | 0.01%             | 2027-02-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249030.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1952 | PA      | $1921.58      | 0.00%             | 2026-12-14      | Fixed         | 21.69%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500104.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3419 | PA      | $3378.83      | 0.00%             | 2027-06-24      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992320075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $53.89        | 0.00%             | 2024-04-05      | Fixed         | 16.49%                | 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        |      4327 | PA      | $4268.59      | 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        |     11989 | PA      | $12087.26     | 0.01%             | 2026-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164840710.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5874 | PA      | $5560.11      | 0.00%             | 2023-07-13      | Fixed         | 11.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500060.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3849 | PA      | $3830.00      | 0.00%             | 2027-01-24      | Fixed         | 29.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102346.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4608 | PA      | $4607.60      | 0.00%             | 2026-11-23      | Fixed         | 25.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992242547.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       157 | PA      | $156.88       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |    107284 | PA      | $101616.80    | 0.05%             | 2045-03-15      | Variable      | 16.13%                | 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      | $91250.00     | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902833.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46486 | PA      | $3281.18      | 0.00%             | 2026-10-22      | Fixed         | 26.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12419810.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32522 | PA      | $32870.17     | 0.02%             | 2026-03-20      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249856.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1076 | PA      | $1067.00      | 0.00%             | 2026-12-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502535.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43068 | PA      | $42747.21     | 0.02%             | 2027-01-25      | Fixed         | 13.13%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185529283.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15525 | PA      | $15191.66     | 0.01%             | 2025-01-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501136.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4367 | PA      | $48.05        | 0.00%             | 2027-01-25      | Fixed         | 27.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250352.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26868 | PA      | $25224.19     | 0.01%             | 2026-12-14      | Fixed         | 20.38%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992421251.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.70        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1708640.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6749 | PA      | $6584.66      | 0.00%             | 2025-02-28      | Fixed         | 21.80%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160507437.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2076 | PA      | $2028.80      | 0.00%             | 2032-10-17      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503051.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       820 | PA      | $810.23       | 0.00%             | 2025-01-25      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499784.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7789 | PA      | $7751.12      | 0.00%             | 2027-01-24      | Fixed         | 29.61%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252023.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4164 | PA      | $4135.04      | 0.00%             | 2026-12-15      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1661004.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4751 | PA      | $4528.08      | 0.00%             | 2026-11-05      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10482137.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5493 | PA      | $3031.47      | 0.00%             | 2024-11-01      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| CSI Compressco LP / CSI Compressco Finance, Inc.                          | CSI Compressco LP / CSI Compressco Finance, Inc.                                   | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92026.25     | 0.05%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992315976.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       135 | PA      | $28.85        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031497.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1612 | PA      | $1592.82      | 0.00%             | 2024-11-12      | Fixed         | 23.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15053667.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12248 | PA      | $12406.47     | 0.01%             | 2026-07-22      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3729 | PA      | $-70.81       | -0.00%            | 2027-01-25      | Fixed         | 31.34%                | No            |                  3 | On Loan: No      |
| Pinnacle West Capital Corp.                                               | Pinnacle West Capital Corp.                                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     25000 | NS      | $1958000.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185174308.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28465 | PA      | $2657.11      | 0.00%             | 2027-01-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992344325.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       167 | PA      | $171.52       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992301548.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       202 | PA      | $198.22       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498019.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26446 | PA      | $26252.49     | 0.01%             | 2027-01-24      | Fixed         | 15.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700011.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3811 | PA      | $3671.14      | 0.00%             | 2025-01-21      | Fixed         | 13.90%                | No            |                  3 | On Loan: No      |
| Gartner, Inc.                                                             | Gartner, Inc.                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471342.50    | 0.24%             | 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        |      1797 | PA      | $1782.85      | 0.00%             | 2026-12-14      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500567.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $652.67       | 0.00%             | 2027-01-24      | Fixed         | 33.54%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992257283.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       385 | PA      | $390.18       | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185617939.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3288 | PA      | $3268.49      | 0.00%             | 2025-01-31      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184697668.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18390 | PA      | $17918.75     | 0.01%             | 2027-02-23      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185298966.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22445 | PA      | $21861.50     | 0.01%             | 2027-01-21      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497791.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3028 | PA      | $3009.63      | 0.00%             | 2025-01-24      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1610038.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5336 | PA      | $5170.53      | 0.00%             | 2024-08-17      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13477482.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35308 | PA      | $35895.87     | 0.02%             | 2026-05-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992309762.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $613.17       | 0.00%             | 2024-04-05      | Fixed         | 29.48%                | 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        |      5648 | PA      | $5627.11      | 0.00%             | 2026-09-17      | Fixed         | 9.44%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186255693.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7399 | PA      | $7198.11      | 0.00%             | 2027-02-16      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2409 | PA      | $2384.76      | 0.00%             | 2026-11-12      | Fixed         | 22.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498111.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8563 | PA      | $2.62         | 0.00%             | 2027-01-24      | Fixed         | 34.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499551.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7483 | PA      | $7439.57      | 0.00%             | 2025-01-24      | Fixed         | 8.93%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502834.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2479 | PA      | $2464.27      | 0.00%             | 2027-01-25      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Alliant Energy Corp.                                                      | Alliant Energy Corp.                                                               | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80000 | NS      | $4504000.00   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1698238.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8354 | PA      | $8040.84      | 0.00%             | 2025-02-01      | Fixed         | 15.10%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247973.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       292 | PA      | $291.32       | 0.00%             | 2024-04-05      | Fixed         | 24.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032337.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8240 | PA      | $1196.90      | 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        |      8566 | PA      | $8491.31      | 0.00%             | 2026-12-14      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15089870.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13328 | PA      | $13521.21     | 0.01%             | 2024-07-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031985.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1771 | PA      | $1753.35      | 0.00%             | 2026-11-12      | Fixed         | 31.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12334114.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31446 | PA      | $31891.58     | 0.02%             | 2027-03-18      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250948.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40171 | PA      | $39825.99     | 0.02%             | 2026-12-14      | Fixed         | 23.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502374.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7348 | PA      | $7308.45      | 0.00%             | 2027-01-25      | Fixed         | 9.72%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901771.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4607 | PA      | $4570.39      | 0.00%             | 2026-10-22      | Fixed         | 24.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460627.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        35 | PA      | $35.21        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Roller Bearing Co. of America, Inc.                                       | Roller Bearing Co. of America, Inc.                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350800.00    | 0.18%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992404668.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       171 | PA      | $168.55       | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185085067.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13376 | PA      | $13099.89     | 0.01%             | 2025-01-18      | Fixed         | 22.99%                | 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        |      4857 | PA      | $4779.33      | 0.00%             | 2026-12-15      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13476049.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9147 | PA      | $9225.03      | 0.00%             | 2024-05-17      | Fixed         | 21.49%                | 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        |     10399 | PA      | $10269.14     | 0.01%             | 2026-12-14      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992276049.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       212 | PA      | $217.88       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972267.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5336 | PA      | $5283.11      | 0.00%             | 2027-04-19      | Fixed         | 22.43%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13531806.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18602 | PA      | $18882.88     | 0.01%             | 2027-05-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033082.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14455 | PA      | $14358.53     | 0.01%             | 2026-11-12      | Fixed         | 16.64%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901955.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8949 | PA      | $411.56       | 0.00%             | 2026-10-22      | Fixed         | 15.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499403.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2573 | PA      | $2560.03      | 0.00%             | 2027-01-24      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1634583.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2023 | PA      | $1979.82      | 0.00%             | 2024-09-21      | Fixed         | 18.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251497.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5430 | PA      | $5337.49      | 0.00%             | 2026-12-14      | Fixed         | 23.11%                | 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      | $662328.90    | 0.34%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1902354.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3409 | PA      | $3391.57      | 0.00%             | 2024-10-22      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2253542.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1731 | PA      | $1719.33      | 0.00%             | 2026-12-15      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032923.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5652 | PA      | $409.26       | 0.00%             | 2026-11-12      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249821.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       723 | PA      | $717.85       | 0.00%             | 2024-12-14      | Fixed         | 9.10%                 | No            |                  3 | On Loan: No      |
| JELD-WEN, Inc.                                                            | JELD-WEN, Inc.                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235389.00    | 0.12%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30880 | PA      | $30748.93     | 0.02%             | 2026-11-12      | Fixed         | 9.89%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1695958.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13010 | PA      | $12567.67     | 0.01%             | 2027-01-14      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992426541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       520 | PA      | $523.42       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250596.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2456 | PA      | $2421.44      | 0.00%             | 2024-12-14      | Fixed         | 22.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163724403.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6368 | PA      | $6304.64      | 0.00%             | 2032-12-30      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992417871.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $37.18        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992263652.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        78 | PA      | $77.95        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Diamond Sports Group LLC / Diamond Sports Finance Co.                     | Diamond Sports Group LLC / Diamond Sports Finance Co.                              | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $131027.18    | 0.07%             | 2026-08-15      | Fixed         | 5.38%                 | 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        |      2227 | PA      | $2198.38      | 0.00%             | 2027-01-24      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031627.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4502 | PA      | $4480.55      | 0.00%             | 2026-11-12      | Fixed         | 30.86%                | No            |                  3 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1050696.00   | 0.53%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252788.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4010 | PA      | $3982.74      | 0.00%             | 2026-12-15      | Fixed         | 31.31%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250926.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16011 | PA      | $512.77       | 0.00%             | 2026-12-14      | Fixed         | 19.09%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033066.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6579 | PA      | $6547.37      | 0.00%             | 2026-11-12      | Fixed         | 31.16%                | 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        |      8878 | PA      | $8739.21      | 0.00%             | 2026-12-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992409881.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        40 | PA      | $38.83        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720908.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26804 | PA      | $25598.69     | 0.01%             | 2027-02-15      | Fixed         | 15.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250867.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37442 | PA      | $2705.43      | 0.00%             | 2026-12-14      | Fixed         | 18.63%                | No            |                  3 | On Loan: No      |
| WEC Energy Group, Inc.                                                    | WEC Energy Group, Inc.                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     28000 | NS      | $2775920.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992437875.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       350 | PA      | $348.06       | 0.00%             | 2025-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030998.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9915 | PA      | $1466.93      | 0.00%             | 2025-04-12      | Fixed         | 20.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1450 | PA      | $1432.08      | 0.00%             | 2027-01-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188736809.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12059 | PA      | $11363.94     | 0.01%             | 2027-04-27      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 172078618.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7247 | PA      | $6917.34      | 0.00%             | 2023-11-27      | Fixed         | 8.46%                 | No            |                  3 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                            | Upgrade Master Pass-Thru Trust, Series 2019-PT2, Class A                           | CUSIP: 91531XAB0<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |     68295 | PA      | $67262.33     | 0.03%             | 2026-02-15      | Variable      | 16.20%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11874547.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12502 | PA      | $1467.63      | 0.00%             | 2027-02-18      | Fixed         | 19.49%                | 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        |      3370 | PA      | $3185.92      | 0.00%             | 2025-04-19      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249428.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11526 | PA      | $11443.14     | 0.01%             | 2026-12-14      | Fixed         | 8.72%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992460543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        95 | PA      | $5.76         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1743767.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7055 | PA      | $6733.85      | 0.00%             | 2025-05-05      | Fixed         | 25.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165274334.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       698 | PA      | $699.29       | 0.00%             | 2023-01-22      | Fixed         | 15.24%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992320378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       236 | PA      | $242.30       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     16603 | PA      | $16793.02     | 0.01%             | 2026-11-30      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15084327.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17195 | PA      | $17463.72     | 0.01%             | 2025-07-14      | Fixed         | 10.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032174.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5985 | PA      | $5947.02      | 0.00%             | 2026-11-12      | Fixed         | 15.10%                | 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        |     32149 | PA      | $32037.71     | 0.02%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992270384.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $88.55        | 0.00%             | 2024-04-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252113.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1275 | PA      | $1266.06      | 0.00%             | 2026-12-15      | Fixed         | 30.81%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10236665.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3776 | PA      | $3805.23      | 0.00%             | 2023-10-04      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1752645.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9187 | PA      | $8923.67      | 0.00%             | 2027-04-05      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498768.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1376 | PA      | $1369.61      | 0.00%             | 2027-01-24      | Fixed         | 30.06%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992286525.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       150 | PA      | $151.84       | 0.00%             | 2025-04-05      | Fixed         | 18.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1728143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4663 | PA      | $4650.31      | 0.00%             | 2026-09-17      | Fixed         | 30.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103532.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8951 | PA      | $8949.74      | 0.00%             | 2026-11-23      | Fixed         | 28.75%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13047632.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12854 | PA      | $12971.11     | 0.01%             | 2027-05-05      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992351269.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       229 | PA      | $233.79       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| APX Group, Inc.                                                           | APX Group, Inc.                                                                    | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $682000.00    | 0.35%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $973182.00    | 0.49%             | 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      | $213003.00    | 0.11%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253195.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1775.34      | 0.00%             | 2026-12-15      | Fixed         | 24.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032877.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4387 | PA      | $4362.29      | 0.00%             | 2026-11-12      | Fixed         | 27.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500571.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11318 | PA      | $209.26       | 0.00%             | 2027-01-24      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5097 | PA      | $5017.09      | 0.00%             | 2026-12-14      | Fixed         | 30.75%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031108.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43380 | PA      | $43121.45     | 0.02%             | 2027-04-12      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11007940.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9859 | PA      | $9985.36      | 0.01%             | 2024-12-19      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Sempra Energy                                                             | Sempra Energy                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     45000 | NS      | $7478550.00   | 3.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678396.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5330 | PA      | $5147.58      | 0.00%             | 2026-12-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992279429.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $56.01        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992353602.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        24 | PA      | $23.32        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250659.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $-4.76        | -0.00%            | 2026-12-15      | Fixed         | 28.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992359180.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.73        | 0.00%             | 2025-04-05      | Fixed         | 29.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 163764805.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12640 | PA      | $6220.33      | 0.00%             | 2024-12-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188781202.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12192 | PA      | $11635.48     | 0.01%             | 2025-04-28      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10846417.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16937 | PA      | $1870.49      | 0.00%             | 2026-10-15      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252481.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11694 | PA      | $11611.28     | 0.01%             | 2026-12-15      | Fixed         | 26.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992255211.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        76 | PA      | $77.05        | 0.00%             | 2024-04-05      | Fixed         | 29.47%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12397051.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10780 | PA      | $10764.51     | 0.01%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1678399.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1861 | PA      | $1794.09      | 0.00%             | 2024-12-14      | Fixed         | 16.30%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 166444317.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26796 | PA      | $22854.23     | 0.01%             | 2025-11-04      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992358354.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $9.44         | 0.00%             | 2024-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992366199.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        56 | PA      | $55.06        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                           | Camelot Return Merger Sub, Inc.                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $630756.00    | 0.32%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186256667.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19242 | PA      | $18704.60     | 0.01%             | 2027-02-16      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1674770.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11023 | PA      | $10609.92     | 0.01%             | 2024-12-17      | Fixed         | 13.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10541747.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7757 | PA      | $7774.77      | 0.00%             | 2024-09-05      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance SA                                            | Consolidated Energy Finance SA                                                     | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $525240.00    | 0.27%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249257.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7917 | PA      | $7848.66      | 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        |      6340 | PA      | $6296.72      | 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        |      6352 | PA      | $6271.68      | 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        |      6950 | PA      | $6832.05      | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715202.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4411 | PA      | $0.00         | 0.00%             | 2025-02-04      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10140897.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17285 | PA      | $17478.68     | 0.01%             | 2026-08-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| EQM Midstream Partners LP                                                 | EQM Midstream Partners LP                                                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101170.50    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11579320.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17049 | PA      | $17200.09     | 0.01%             | 2025-12-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186053383.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22546 | PA      | $21986.13     | 0.01%             | 2027-02-10      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253091.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25872 | PA      | $25668.17     | 0.01%             | 2026-12-15      | Fixed         | 14.60%                | 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        |      1401 | PA      | $1387.52      | 0.00%             | 2026-11-12      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| CommScope, Inc.                                                           | CommScope, Inc.                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1242592.00   | 0.63%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252902.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14845 | PA      | $14670.30     | 0.01%             | 2026-12-15      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| ATS Corp.                                                                 | ATS Corp.                                                                          | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1115685.66   | 0.57%             | 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        |      1746 | PA      | $1730.48      | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2972137.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13490 | PA      | $13449.27     | 0.01%             | 2027-04-19      | Fixed         | 6.42%                 | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                         | Duke Energy Corp.                                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     40000 | NS      | $3997200.00   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGCard                                                                    | UGCard, 992377941.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $97.61        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 162923894.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $5141.14      | 0.00%             | 2024-12-06      | Fixed         | 18.62%                | No            |                  3 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                 | Chobani LLC / Chobani Finance Corp., Inc.                                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $705846.26    | 0.36%             | 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        |     23576 | PA      | $23338.36     | 0.01%             | 2027-04-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031364.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3263 | PA      | $1941.82      | 0.00%             | 2027-04-12      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                                    | 1011778 BC ULC / New Red Finance, Inc.                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $506145.00    | 0.26%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Upgrade, Inc.                                                             | Upgrade, Inc., 25591564.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        77 | PA      | $78.06        | 0.00%             | 2022-12-30      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                               | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $223886.86    | 0.11%             | 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        |    300000 | PA      | $246483.37    | 0.12%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2908 | PA      | $2883.57      | 0.00%             | 2024-10-22      | Fixed         | 26.82%                | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.             | Martin Midstream Partners LP / Martin Midstream Finance Corp.                      | CUSIP: 573334AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1476232 | PA      | $1472615.23   | 0.75%             | 2025-02-28      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248417.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1973 | PA      | $1955.73      | 0.00%             | 2026-12-14      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031479.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13109 | PA      | $12973.72     | 0.01%             | 2026-11-12      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1707743.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7107 | PA      | $6786.25      | 0.00%             | 2027-02-14      | Fixed         | 13.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1901994.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6826 | PA      | $6817.32      | 0.00%             | 2026-10-22      | Fixed         | 32.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250365.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26299 | PA      | $25969.35     | 0.01%             | 2026-12-14      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500185.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6704 | PA      | $6742.74      | 0.00%             | 2027-11-24      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1714633.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13368 | PA      | $12767.95     | 0.01%             | 2027-02-15      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 165707974.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3512 | PA      | $3421.04      | 0.00%             | 2025-01-28      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1610027.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4546 | PA      | $4453.18      | 0.00%             | 2024-08-27      | Fixed         | 18.09%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992243919.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $70.81        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| InterGen NV                                                               | InterGen NV                                                                        | CUSIP: 45867XAG9<br>LEI: 549300E3XRGX2JMPEC79 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1864162.47   | 0.94%             | 2023-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1730225.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $707.16       | 0.00%             | 2026-09-17      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1626395.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23076 | PA      | $22372.92     | 0.01%             | 2024-09-24      | Fixed         | 13.87%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1623410.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1350 | PA      | $1320.47      | 0.00%             | 2024-09-21      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1644866.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8424 | PA      | $8250.05      | 0.00%             | 2026-10-29      | Fixed         | 11.10%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502644.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8740 | PA      | $8677.24      | 0.00%             | 2027-01-25      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Antero Resources Corp.                                                    | Antero Resources Corp.                                                             | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656775.00    | 0.33%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1688073.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16600 | PA      | $15855.79     | 0.01%             | 2027-12-04      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2100737.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15123 | PA      | $14420.44     | 0.01%             | 2026-11-23      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992346135.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $484.05       | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | 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        |     41678 | PA      | $41546.67     | 0.02%             | 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        |     16054 | PA      | $16270.68     | 0.01%             | 2026-08-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10839250.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12355 | PA      | $12433.09     | 0.01%             | 2026-12-17      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1694107.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6972 | PA      | $6689.77      | 0.00%             | 2025-01-12      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11765220.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43785 | PA      | $44303.00     | 0.02%             | 2027-02-04      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 158913750.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11331 | PA      | $10975.50     | 0.01%             | 2024-09-30      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1686378.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6997 | PA      | $6677.71      | 0.00%             | 2026-12-15      | Fixed         | 17.23%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502143.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9969 | PA      | $2912.75      | 0.00%             | 2025-01-25      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Studio City Finance Ltd.                                                  | Studio City Finance Ltd.                                                           | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1600000 | PA      | $1134960.00   | 0.58%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance, Inc.                             | Oscar AcquisitionCo LLC / Oscar Finance, Inc.                                      | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884398.53    | 0.45%             | 2030-04-15      | Fixed         | 9.50%                 | 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        |     13404 | PA      | $3597.07      | 0.00%             | 2026-11-12      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 156235700.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6342 | PA      | $6147.67      | 0.00%             | 2024-08-06      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248252.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2635 | PA      | $2593.91      | 0.00%             | 2026-12-14      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 158674158.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1658 | PA      | $157.57       | 0.00%             | 2032-11-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1752981.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6046 | PA      | $5750.74      | 0.00%             | 2027-04-06      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                             | Clearway Energy Operating LLC                                                      | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319504.89    | 0.16%             | 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        |      8652 | PA      | $8701.07      | 0.00%             | 2026-09-24      | 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        |     11297 | PA      | $11276.19     | 0.01%             | 2026-10-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253781.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5252 | PA      | $5217.78      | 0.00%             | 2026-12-15      | Fixed         | 25.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992393132.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.43        | 0.00%             | 2024-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                             | CUSIP: 57763RAA5<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982644.56    | 0.50%             | 2024-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1626067.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9103 | PA      | $8800.57      | 0.00%             | 2024-09-17      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971769.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6234 | PA      | $6184.43      | 0.00%             | 2027-04-19      | Fixed         | 25.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186160994.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18289 | PA      | $17801.77     | 0.01%             | 2027-02-16      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101736.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       804 | PA      | $801.50       | 0.00%             | 2026-11-23      | Fixed         | 8.06%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033085.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5197 | PA      | $5136.90      | 0.00%             | 2024-11-12      | Fixed         | 25.77%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 164752651.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       652 | PA      | $650.60       | 0.00%             | 2023-01-13      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186131505.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10716 | PA      | $10574.45     | 0.01%             | 2027-02-14      | Fixed         | 14.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249440.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       756 | PA      | $748.73       | 0.00%             | 2024-12-14      | Fixed         | 19.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188615433.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7482 | PA      | $7396.15      | 0.00%             | 2027-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992305890.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        32 | PA      | $31.83        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185957980.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28459 | PA      | $28058.59     | 0.01%             | 2027-02-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992275310.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        64 | PA      | $8.66         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031176.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8569 | PA      | $611.69       | 0.00%             | 2026-11-12      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992323394.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1990 | PA      | $2004.08      | 0.00%             | 2025-04-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685619.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4438 | PA      | $4264.18      | 0.00%             | 2024-12-14      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1648309.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6877 | PA      | $6650.02      | 0.00%             | 2024-10-26      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992312387.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $178.27       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032681.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2302 | PA      | $2270.12      | 0.00%             | 2027-04-12      | Fixed         | 22.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1705005.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22890 | PA      | $21877.45     | 0.01%             | 2027-01-19      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251276.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11298 | PA      | $807.44       | 0.00%             | 2026-12-14      | Fixed         | 27.23%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501697.50    | 0.25%             | 2025-01-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992252024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        89 | PA      | $90.88        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 161121841.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4940 | PA      | $4262.95      | 0.00%             | 2023-08-09      | 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        |      5647 | PA      | $5601.55      | 0.00%             | 2027-04-19      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188683873.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10568 | PA      | $10409.44     | 0.01%             | 2025-05-01      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15068287.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9746.66      | 0.00%             | 2027-08-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2248936.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5334 | PA      | $5298.59      | 0.00%             | 2026-12-15      | Fixed         | 26.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2253118.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17725 | PA      | $17596.61     | 0.01%             | 2026-12-15      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188623124.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35826 | PA      | $12721.11     | 0.01%             | 2025-04-30      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102485.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       404 | PA      | $144.29       | 0.00%             | 2026-11-23      | Fixed         | 25.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992376698.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        43 | PA      | $42.92        | 0.00%             | 2025-04-04      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499400.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12858 | PA      | $1887.07      | 0.00%             | 2027-01-24      | Fixed         | 15.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901089.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       917 | PA      | $14.47        | 0.00%             | 2026-10-22      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2033005.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3444 | PA      | $3409.62      | 0.00%             | 2026-11-12      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1660360.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3565 | PA      | $3424.63      | 0.00%             | 2024-11-10      | Fixed         | 14.39%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12399683.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6845 | PA      | $6906.86      | 0.00%             | 2024-03-20      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 159089545.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5600 | PA      | $5439.07      | 0.00%             | 2024-09-23      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2497587.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1428 | PA      | $1416.08      | 0.00%             | 2025-01-24      | Fixed         | 16.78%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1649926.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28077 | PA      | $27337.13     | 0.01%             | 2026-10-29      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032627.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1426 | PA      | $1417.12      | 0.00%             | 2024-11-12      | Fixed         | 14.45%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                  | WESCO Distribution, Inc.                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405670.00    | 0.21%             | 2028-06-15      | Fixed         | 7.25%                 | 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        |     37377 | PA      | $37913.09     | 0.02%             | 2027-07-15      | Fixed         | 9.74%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901748.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7489 | PA      | $7453.42      | 0.00%             | 2026-10-22      | Fixed         | 12.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032651.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2445 | PA      | $2428.68      | 0.00%             | 2024-11-12      | Fixed         | 9.80%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497524.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2365 | PA      | $2340.08      | 0.00%             | 2025-01-24      | Fixed         | 28.76%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992252291.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        19 | PA      | $19.31        | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902391.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3200 | PA      | $3198.75      | 0.00%             | 2026-10-22      | Fixed         | 31.19%                | 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        |      2495 | PA      | $2473.60      | 0.00%             | 2026-09-17      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992344959.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        80 | PA      | $77.86        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | 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        |     42553 | PA      | $43015.47     | 0.02%             | 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        |   9746666 | NS      | $9746666.20   | 4.94%             |  |  |  | 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        |      2271 | PA      | $2255.78      | 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        |   1000000 | PA      | $843370.00    | 0.43%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032267.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4345 | PA      | $316.50       | 0.00%             | 2024-11-12      | Fixed         | 18.58%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902782.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16730 | PA      | $16652.10     | 0.01%             | 2026-10-22      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11461595.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12021 | PA      | $12012.99     | 0.01%             | 2026-12-24      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358319.50    | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2497836.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6203 | PA      | $1837.29      | 0.00%             | 2027-06-24      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251298.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6440 | PA      | $937.52       | 0.00%             | 2026-12-15      | Fixed         | 21.73%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185731098.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3201 | PA      | $3122.97      | 0.00%             | 2025-02-14      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1645337.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17078 | PA      | $16460.84     | 0.01%             | 2026-10-27      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10835593.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10264 | PA      | $10294.53     | 0.01%             | 2026-10-15      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258284.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        94 | PA      | $95.09        | 0.00%             | 2024-04-05      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992273410.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         1 | PA      | $1.32         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | 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        |     42568 | PA      | $42407.72     | 0.02%             | 2027-01-24      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1900838.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4883 | PA      | $162.24       | 0.00%             | 2024-10-22      | Fixed         | 22.33%                | 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        |      9284 | PA      | $9459.29      | 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        |      8002 | PA      | $7766.60      | 0.00%             | 2026-10-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499978.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30804 | PA      | $30578.46     | 0.02%             | 2027-01-24      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Cheniere Energy, Inc.                                                     | Cheniere Energy, Inc.                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647188.50    | 0.33%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992326392.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $-5.30        | -0.00%            | 2024-04-05      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184794872.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8673 | PA      | $1075.73      | 0.00%             | 2025-01-18      | Fixed         | 17.19%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185022110.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15525 | PA      | $15131.15     | 0.01%             | 2025-01-13      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729408.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3477 | PA      | $248.72       | 0.00%             | 2026-09-17      | Fixed         | 23.55%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11695329.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15194 | PA      | $15156.43     | 0.01%             | 2024-12-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Rain CII Carbon LLC / CII Carbon Corp.                                    | Rain CII Carbon LLC / CII Carbon Corp.                                             | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1367272.50   | 0.69%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                        | DT Midstream, Inc.                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $904950.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1628497.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8866 | PA      | $8506.29      | 0.00%             | 2026-09-22      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15042863.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13785 | PA      | $13978.92     | 0.01%             | 2027-07-20      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2492277.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5837 | PA      | $5804.85      | 0.00%             | 2027-01-24      | Fixed         | 7.60%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498378.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26136 | PA      | $25947.99     | 0.01%             | 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        |         5 | PA      | $4.99         | 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        |     13272 | PA      | $13452.84     | 0.01%             | 2025-11-03      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1626424.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7188 | PA      | $6969.94      | 0.00%             | 2024-09-20      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032689.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5136 | PA      | $5071.02      | 0.00%             | 2026-11-12      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902648.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5418 | PA      | $381.16       | 0.00%             | 2024-10-22      | Fixed         | 29.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992403635.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44 | PA      | $43.91        | 0.00%             | 2025-04-05      | Fixed         | 15.97%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                      | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82119.00     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | 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        |      1002 | PA      | $993.44       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-13453820.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37048 | PA      | $37533.24     | 0.02%             | 2027-05-16      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| T-Mobile USA, Inc.                                                        | T-Mobile USA, Inc.                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255976.17    | 0.13%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2247630.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2812 | PA      | $2795.38      | 0.00%             | 2026-12-15      | Fixed         | 30.42%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14983376.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24112 | PA      | $24414.79     | 0.01%             | 2027-07-14      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103543.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $831.11       | 0.00%             | 2026-11-23      | Fixed         | 19.91%                | 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        |      7237 | PA      | $7148.65      | 0.00%             | 2027-01-25      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10852298.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4710 | PA      | $4746.34      | 0.00%             | 2023-10-05      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499253.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31220 | PA      | $31025.05     | 0.02%             | 2025-01-24      | Fixed         | 7.19%                 | 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        |      6038 | PA      | $6002.09      | 0.00%             | 2027-01-25      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1715809.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7736 | PA      | $7463.93      | 0.00%             | 2025-02-16      | Fixed         | 13.60%                | No            |                  3 | On Loan: No      |
| CrownRock LP / CrownRock Finance, Inc.                                    | CrownRock LP / CrownRock Finance, Inc.                                             | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $276720.00    | 0.14%             | 2029-05-01      | Fixed         | 5.00%                 | 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        |     13779 | PA      | $13171.22     | 0.01%             | 2026-11-10      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Enerflex Ltd.                                                             | Enerflex Ltd.                                                                      | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $890212.50    | 0.45%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188082596.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18607 | PA      | $17805.46     | 0.01%             | 2027-04-26      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Dominion Energy, Inc.                                                     | Dominion Energy, Inc.                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     65000 | NS      | $3972150.00   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101981.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7551 | PA      | $7515.86      | 0.00%             | 2026-11-23      | Fixed         | 11.14%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971841.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1366 | PA      | $1354.28      | 0.00%             | 2027-04-19      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992291799.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       279 | PA      | $19.30        | 0.00%             | 2025-04-05      | None          | 0.00%                 | 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        |     28213 | PA      | $28609.34     | 0.01%             | 2026-09-20      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103666.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6693 | PA      | $1907.09      | 0.00%             | 2026-11-23      | Fixed         | 21.53%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103410.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3653 | PA      | $3643.01      | 0.00%             | 2024-11-23      | Fixed         | 20.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250547.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3226 | PA      | $939.26       | 0.00%             | 2026-12-15      | Fixed         | 27.22%                | 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        |     42907 | PA      | $42375.82     | 0.02%             | 2026-12-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Chesapeake Energy Corp.                                                   | Chesapeake Energy Corp., Escrow Account                                            | CUSIP: 165ESCAJ3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $36000.00     | 0.02%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11139281.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9683 | PA      | $9755.09      | 0.00%             | 2024-11-01      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Occidental Petroleum Corp.                                                | Occidental Petroleum Corp.                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1262420.50   | 0.64%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                 | Standard Industries, Inc.                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453900.00    | 0.23%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729688.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1816 | PA      | $16.37        | 0.00%             | 2026-09-17      | Fixed         | 26.02%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248645.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4680 | PA      | $4422.39      | 0.00%             | 2024-12-14      | Fixed         | 17.82%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992394900.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       474 | PA      | $33.52        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12381900.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19108 | PA      | $19175.39     | 0.01%             | 2027-03-22      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1729788.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4816 | PA      | $4805.34      | 0.00%             | 2026-09-17      | Fixed         | 32.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992250607.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        29 | PA      | $28.76        | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2252476.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8493 | PA      | $8443.13      | 0.00%             | 2026-12-15      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251006.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1788 | PA      | $1775.68      | 0.00%             | 2024-12-15      | Fixed         | 6.59%                 | 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        |     22005 | PA      | $21219.59     | 0.01%             | 2026-11-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992338606.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       178 | PA      | $178.31       | 0.00%             | 2025-04-05      | Fixed         | 29.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2972173.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9097 | PA      | $8969.66      | 0.00%             | 2025-04-19      | Fixed         | 22.89%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                               | Vibrantz Technologies, Inc.                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751900.00    | 0.38%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1709846.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9189 | PA      | $8826.21      | 0.00%             | 2027-02-17      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Entergy Corp.                                                             | Entergy Corp.                                                                      | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     30000 | NS      | $3488100.00   | 1.77%             |  |  |  | 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        |      6013 | PA      | $5934.94      | 0.00%             | 2027-01-24      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992375406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        60 | PA      | $60.86        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Civitas Resources, Inc.                                                   | Civitas Resources, Inc.                                                            | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     18598 | NS      | $1252761.28   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498623.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1919 | PA      | $1904.96      | 0.00%             | 2027-01-24      | Fixed         | 12.18%                | No            |                  3 | On Loan: No      |
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp.                | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $781232.82    | 0.40%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15055216.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16630 | PA      | $16681.46     | 0.01%             | 2027-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 160809803.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17258 | PA      | $14687.42     | 0.01%             | 2025-11-23      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103797.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5309 | PA      | $5275.52      | 0.00%             | 2024-11-23      | Fixed         | 29.82%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12396355.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20769 | PA      | $20521.38     | 0.01%             | 2027-02-04      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188845200.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1686 | PA      | $1675.73      | 0.00%             | 2025-04-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11738038.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15430 | PA      | $9947.35      | 0.01%             | 2025-02-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971728.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9746 | PA      | $9673.43      | 0.00%             | 2027-04-19      | Fixed         | 11.46%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2251566.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5660 | PA      | $5621.68      | 0.00%             | 2026-12-15      | Fixed         | 31.95%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1742906.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1749 | PA      | $1683.04      | 0.00%             | 2025-04-30      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15125689.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7570 | PA      | $7673.61      | 0.00%             | 2024-07-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1046 | PA      | $1036.56      | 0.00%             | 2024-12-14      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250011.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3257 | PA      | $3209.91      | 0.00%             | 2024-12-14      | Fixed         | 27.44%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992371567.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       395 | PA      | $400.15       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1625713.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4211 | PA      | $948.00       | 0.00%             | 2025-08-16      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031918.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2081 | PA      | $2067.19      | 0.00%             | 2024-11-12      | Fixed         | 8.28%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1644860.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9907 | PA      | $9567.99      | 0.00%             | 2026-10-26      | Fixed         | 18.33%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1692512.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8043 | PA      | $7738.93      | 0.00%             | 2025-01-19      | Fixed         | 19.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503342.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5827 | PA      | $5796.02      | 0.00%             | 2027-01-25      | Fixed         | 25.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503315.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        23 | PA      | $22.32        | 0.00%             | 2027-01-25      | Fixed         | 13.41%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1606124.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6606 | PA      | $6405.54      | 0.00%             | 2024-08-17      | Fixed         | 12.30%                | 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        |      8478 | PA      | $8135.59      | 0.00%             | 2025-01-12      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992234771.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        14 | PA      | $14.14        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10142701.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20584 | PA      | $20696.58     | 0.01%             | 2024-09-21      | Fixed         | 15.49%                | 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        |      6666 | PA      | $6632.86      | 0.00%             | 2026-11-12      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992428468.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       139 | PA      | $137.65       | 0.00%             | 2025-04-03      | Fixed         | 25.95%                | 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        |      1775 | PA      | $1757.42      | 0.00%             | 2027-01-25      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501884.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8913 | PA      | $8804.54      | 0.00%             | 2027-01-25      | Fixed         | 19.04%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15065994.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43980 | PA      | $44401.01     | 0.02%             | 2026-07-15      | Fixed         | 17.74%                | 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        |    300000 | PA      | $276750.00    | 0.14%             | 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        |     11453 | PA      | $10998.85     | 0.01%             | 2026-08-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992375541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       136 | PA      | $135.22       | 0.00%             | 2025-04-05      | Fixed         | 27.95%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992343756.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       443 | PA      | $435.41       | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992345378.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1155 | PA      | $1166.26      | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250563.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3011 | PA      | $2984.85      | 0.00%             | 2026-12-14      | Fixed         | 31.74%                | No            |                  3 | On Loan: No      |
| Endo Dac / Endo Finance LLC / Endo Finco, Inc.                            | Endo Dac / Endo Finance LLC / Endo Finco, Inc.                                     | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $19691.18     | 0.01%             | 2028-06-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2103127.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7735 | PA      | $7681.62      | 0.00%             | 2024-11-23      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729813.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6398 | PA      | $273.92       | 0.00%             | 2026-09-17      | Fixed         | 21.17%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1630510.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $4976.50      | 0.00%             | 2024-10-10      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032674.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1381 | PA      | $31.08        | 0.00%             | 2026-11-12      | Fixed         | 21.86%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1701108.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30882 | PA      | $29438.82     | 0.01%             | 2027-01-12      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1728842.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17495 | PA      | $16678.43     | 0.01%             | 2026-09-17      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                      | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $605268.23    | 0.31%             | 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        |      9102 | PA      | $9057.83      | 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        |     13405 | PA      | $13043.66     | 0.01%             | 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        |      7761 | PA      | $7500.63      | 0.00%             | 2026-12-18      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992280231.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $23.63        | 0.00%             | 2024-04-04      | Fixed         | 28.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2031263.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3617 | PA      | $3593.83      | 0.00%             | 2026-11-12      | Fixed         | 27.74%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1700805.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8756 | PA      | $8348.30      | 0.00%             | 2027-01-12      | Fixed         | 13.30%                | 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        |      1179 | PA      | $1173.47      | 0.00%             | 2027-01-24      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992440270.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        27 | PA      | $26.94        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992250581.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        37 | PA      | $13.29        | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102991.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3722 | PA      | $1103.89      | 0.00%             | 2026-11-23      | Fixed         | 25.76%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1629025.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6781 | PA      | $6641.40      | 0.00%             | 2024-09-23      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2971684.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9277 | PA      | $9203.97      | 0.00%             | 2027-04-19      | Fixed         | 30.82%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 155686835.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6156 | PA      | $5925.79      | 0.00%             | 2024-09-30      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2252237.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5264 | PA      | $5227.02      | 0.00%             | 2026-12-15      | Fixed         | 29.62%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 186114907.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9166 | PA      | $8914.81      | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2503099.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11412 | PA      | $1738.48      | 0.00%             | 2027-01-25      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 156812488.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4554 | PA      | $4422.01      | 0.00%             | 2024-08-12      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992385717.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       331 | PA      | $126.64       | 0.00%             | 2025-04-05      | Fixed         | 18.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250179.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2574 | PA      | $2538.92      | 0.00%             | 2024-12-14      | Fixed         | 25.41%                | 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        |     22384 | PA      | $22659.17     | 0.01%             | 2027-03-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902510.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17362 | PA      | $17339.11     | 0.01%             | 2026-10-22      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101597.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6083 | PA      | $6041.85      | 0.00%             | 2026-11-23      | Fixed         | 19.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500977.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6303 | PA      | $6275.09      | 0.00%             | 2027-01-25      | Fixed         | 22.64%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188850161.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7406 | PA      | $7333.34      | 0.00%             | 2027-04-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500694.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5182 | PA      | $374.59       | 0.00%             | 2027-01-25      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 188805747.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15373 | PA      | $15107.88     | 0.01%             | 2025-04-27      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971979.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24128 | PA      | $24056.78     | 0.01%             | 2027-04-19      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2102716.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3441 | PA      | $3420.23      | 0.00%             | 2024-11-23      | Fixed         | 6.59%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250385.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2664 | PA      | $2554.94      | 0.00%             | 2026-12-14      | Fixed         | 26.11%                | No            |                  3 | On Loan: No      |
| CenterPoint Energy, Inc.                                                  | CenterPoint Energy, Inc.                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    122800 | NS      | $3820308.00   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2247535.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5933 | PA      | $5835.04      | 0.00%             | 2026-12-14      | Fixed         | 25.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250801.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2604 | PA      | $2578.29      | 0.00%             | 2026-12-14      | Fixed         | 31.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2103069.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1983 | PA      | $1982.78      | 0.00%             | 2026-11-23      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2500473.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2805 | PA      | $2789.71      | 0.00%             | 2027-06-25      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408062.50    | 0.21%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2499846.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4485.66      | 0.00%             | 2025-01-24      | Fixed         | 10.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992270710.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       117 | PA      | $115.70       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11123280.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28892 | PA      | $29311.03     | 0.01%             | 2026-12-14      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992376431.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992327965.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       125 | PA      | $101.10       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2032397.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2290 | PA      | $161.84       | 0.00%             | 2026-11-12      | Fixed         | 31.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1902521.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       733 | PA      | $730.25       | 0.00%             | 2024-10-22      | Fixed         | 21.52%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2971929.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20419 | PA      | $20149.82     | 0.01%             | 2027-04-19      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 158130288.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6539 | PA      | $6324.27      | 0.00%             | 2024-09-04      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Everi Holdings, Inc.                                                      | Everi Holdings, Inc.                                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607718.27    | 0.31%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250857.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25871 | PA      | $25549.81     | 0.01%             | 2026-12-14      | Fixed         | 15.23%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992360406.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        96 | PA      | $5.95         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992249297.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        79 | PA      | $78.46        | 0.00%             | 2024-04-05      | Fixed         | 23.45%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992313421.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        54 | PA      | $54.49        | 0.00%             | 2024-04-05      | Fixed         | 22.47%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249946.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2996 | PA      | $2966.78      | 0.00%             | 2024-12-14      | Fixed         | 17.98%                | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                         | Hanesbrands, Inc.                                                                  | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971915.00    | 0.49%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                             | Calpine Corp.                                                                      | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $779451.03    | 0.39%             | 2031-02-01      | Fixed         | 5.00%                 | 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        |      9407 | PA      | $9421.51      | 0.00%             | 2027-05-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444707.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       130 | PA      | $130.98       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I             | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S8, Class PT | CUSIP: 21057BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73512 | PA      | $68526.66     | 0.03%             | 2045-01-15      | Variable      | 9.90%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1618077.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2554 | PA      | $2470.97      | 0.00%             | 2024-08-19      | Fixed         | 15.40%                | 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        |      4865 | PA      | $4815.35      | 0.00%             | 2027-01-24      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992299044.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1018 | PA      | $1030.03      | 0.00%             | 2025-04-05      | Fixed         | 19.80%                | 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        |     16549 | PA      | $16559.91     | 0.01%             | 2026-12-23      | 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        |     13331 | PA      | $13339.30     | 0.01%             | 2026-07-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                   | Talen Energy Supply LLC                                                            | CUSIP: 87422VAA6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $757500.00    | 0.38%             | 2025-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW1728162.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2745 | PA      | $410.90       | 0.00%             | 2026-09-17      | Fixed         | 31.41%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992369850.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1289.66      | 0.00%             | 2025-04-05      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2501802.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       787 | PA      | $779.70       | 0.00%             | 2025-01-25      | Fixed         | 23.18%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720764.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10015 | PA      | $9609.24      | 0.00%             | 2027-02-14      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Credit Trust                                | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-S4, Class PT | CUSIP: 21054GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82791 | PA      | $78514.49     | 0.04%             | 2044-08-15      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11694349.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25339 | PA      | $25341.00     | 0.01%             | 2025-02-07      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2499865.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1680 | PA      | $1688.79      | 0.00%             | 2027-11-24      | Fixed         | 31.15%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-10850461.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7999 | PA      | $8056.85      | 0.00%             | 2025-10-10      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15019783.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14403 | PA      | $14396.99     | 0.01%             | 2027-07-19      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                             | Netflix, Inc.                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810168.00    | 0.41%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2032742.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2594 | PA      | $2559.24      | 0.00%             | 2026-11-12      | Fixed         | 22.42%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992324857.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       106 | PA      | $108.38       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992424538.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1271 | PA      | $1279.13      | 0.00%             | 2025-04-05      | Fixed         | 19.21%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15111331.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20816 | PA      | $21083.09     | 0.01%             | 2027-06-11      | Fixed         | 11.99%                | 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        |      7312 | PA      | $7083.32      | 0.00%             | 2026-08-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1625882.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       501 | PA      | $493.95       | 0.00%             | 2024-09-24      | Fixed         | 14.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2503082.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324 | PA      | $691.72       | 0.00%             | 2027-01-25      | Fixed         | 26.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1608923.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3543 | PA      | $3454.84      | 0.00%             | 2026-09-22      | Fixed         | 27.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729289.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2508 | PA      | $2486.25      | 0.00%             | 2026-09-17      | Fixed         | 17.07%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1720923.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20901 | PA      | $20094.09     | 0.01%             | 2025-02-28      | Fixed         | 18.70%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992338388.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1246 | PA      | $1277.81      | 0.00%             | 2025-04-04      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1656591.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29894 | PA      | $29711.63     | 0.02%             | 2026-10-29      | Fixed         | 14.79%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498254.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2687 | PA      | $2674.22      | 0.00%             | 2027-01-24      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-12410877.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25070 | PA      | $25268.91     | 0.01%             | 2025-03-15      | Fixed         | 13.74%                | 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        |      2009 | PA      | $1986.49      | 0.00%             | 2027-04-19      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upgrade, Inc.                                                             | Upgrade, Inc., 25764424.UG.FTS.B                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2164 | PA      | $2180.72      | 0.00%             | 2023-02-07      | Fixed         | 25.26%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                         | LendingClub Corp., 155408143.LC.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10974 | PA      | $10706.63     | 0.01%             | 2024-07-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2247969.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5550 | PA      | $5498.70      | 0.00%             | 2026-12-14      | Fixed         | 31.61%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992247109.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2235 | PA      | $2241.89      | 0.00%             | 2024-04-05      | Fixed         | 21.48%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992359656.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $825.56       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992258570.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        53 | PA      | $52.36        | 0.00%             | 2024-04-03      | Fixed         | 26.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502079.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3905 | PA      | $3883.44      | 0.00%             | 2025-01-25      | Fixed         | 20.91%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992417616.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       122 | PA      | $122.79       | 0.00%             | 2025-04-05      | Fixed         | 17.99%                | 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        |      4440 | PA      | $4395.46      | 0.00%             | 2027-01-25      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251602.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2626 | PA      | $2602.38      | 0.00%             | 2024-12-15      | Fixed         | 18.36%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992354024.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        58 | PA      | $58.24        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1901585.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1249 | PA      | $1229.64      | 0.00%             | 2026-10-22      | Fixed         | 18.87%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992416161.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       103 | PA      | $102.34       | 0.00%             | 2025-04-05      | Fixed         | 21.46%                | 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        |      1587 | PA      | $1567.15      | 0.00%             | 2026-12-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-09915050.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4245 | PA      | $4285.52      | 0.00%             | 2023-11-20      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Lithia Motors, Inc.                                                       | Lithia Motors, Inc.                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254100.00    | 0.13%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1660285.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1453 | PA      | $1405.05      | 0.00%             | 2024-11-10      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248407.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2388 | PA      | $169.86       | 0.00%             | 2027-05-14      | Fixed         | 25.27%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185670318.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11870 | PA      | $11364.67     | 0.01%             | 2025-02-02      | Fixed         | 15.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2249183.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3117 | PA      | $3090.01      | 0.00%             | 2026-12-14      | Fixed         | 22.87%                | 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        |     17973 | PA      | $17398.26     | 0.01%             | 2026-09-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992314494.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       210 | PA      | $214.32       | 0.00%             | 2025-04-05      | Fixed         | 29.46%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185828265.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12822 | PA      | $12498.97     | 0.01%             | 2025-02-10      | Fixed         | 19.44%                | No            |                  3 | On Loan: No      |
| Garden Spinco Corp.                                                       | Garden Spinco Corp.                                                                | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $425101.12    | 0.22%             | 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        |     16590 | PA      | $16644.47     | 0.01%             | 2027-08-27      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992444060.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1080 | PA      | $1091.96      | 0.00%             | 2025-04-05      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                 | Hilcorp Energy I LP / Hilcorp Finance Co.                                          | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183548.40    | 0.09%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251599.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2441 | PA      | $2412.59      | 0.00%             | 2026-12-15      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992433537.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1272 | PA      | $1287.31      | 0.00%             | 2025-04-05      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1690253.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4436 | PA      | $4230.00      | 0.00%             | 2027-01-18      | Fixed         | 17.50%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1679110.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7249 | PA      | $7019.12      | 0.00%             | 2024-12-15      | Fixed         | 13.36%                | 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        |     47180 | PA      | $48063.72     | 0.02%             | 2027-07-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992360370.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        70 | PA      | $53.87        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2102544.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2845 | PA      | $200.32       | 0.00%             | 2026-11-23      | Fixed         | 27.32%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992387568.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         6 | PA      | $6.39         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1685271.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13100 | PA      | $12498.18     | 0.01%             | 2026-12-14      | Fixed         | 16.80%                | 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        |      2572 | PA      | $2546.62      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1744391.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2659 | PA      | $2541.27      | 0.00%             | 2025-04-07      | Fixed         | 24.09%                | 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        |      3912 | PA      | $3901.42      | 0.00%             | 2026-09-17      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1645670.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2444 | PA      | $2384.17      | 0.00%             | 2024-10-27      | Fixed         | 17.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L1729699.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2691 | PA      | $2656.07      | 0.00%             | 2026-09-17      | Fixed         | 18.77%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992310969.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       219 | PA      | $214.57       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.                | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $381905.00    | 0.19%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2068146.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8582 | PA      | $8522.28      | 0.00%             | 2026-11-23      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185510835.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25383 | PA      | $4800.25      | 0.00%             | 2027-01-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2502792.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4992 | PA      | $1470.93      | 0.00%             | 2027-01-25      | Fixed         | 24.01%                | 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        |     21780 | PA      | $21636.72     | 0.01%             | 2026-11-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992293341.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1375 | PA      | $1385.75      | 0.00%             | 2025-04-05      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2498976.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11250 | PA      | $11183.85     | 0.01%             | 2025-01-24      | Fixed         | 9.51%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 184948000.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27433 | PA      | $26684.20     | 0.01%             | 2027-02-14      | Fixed         | 23.99%                | 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        |      3094 | PA      | $3070.84      | 0.00%             | 2027-04-19      | Fixed         | 26.72%                | No            |                  3 | On Loan: No      |
| Cheniere Energy Partners LP                                               | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $326002.00    | 0.17%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992295541.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        39 | PA      | $38.46        | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992373703.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       425 | PA      | $429.75       | 0.00%             | 2025-04-05      | Fixed         | 20.46%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1656261.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5040 | PA      | $4877.14      | 0.00%             | 2024-10-28      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992418075.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $65.29        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11757188.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34070 | PA      | $34136.05     | 0.02%             | 2026-02-02      | Fixed         | 18.24%                | 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        |     11455 | PA      | $11412.41     | 0.01%             | 2027-01-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2251060.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3719 | PA      | $269.18       | 0.00%             | 2026-12-14      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| Carnival Holdings Bermuda Ltd.                                            | Carnival Holdings Bermuda Ltd.                                                     | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417108.00    | 0.21%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2500163.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14037 | PA      | $4019.17      | 0.00%             | 2027-01-25      | Fixed         | 21.71%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-15053675.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12299 | PA      | $12547.00     | 0.01%             | 2026-07-30      | Fixed         | 10.99%                | 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        |      4462 | PA      | $4423.51      | 0.00%             | 2026-12-14      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992457777.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       183 | PA      | $182.67       | 0.00%             | 2024-04-04      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 187330959.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12855 | PA      | $12723.88     | 0.01%             | 2025-04-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2501594.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1123 | PA      | $1116.26      | 0.00%             | 2027-01-25      | Fixed         | 30.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2030693.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2619 | PA      | $1532.50      | 0.00%             | 2024-11-12      | Fixed         | 17.81%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2491568.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2253 | PA      | $2238.57      | 0.00%             | 2025-01-24      | Fixed         | 7.35%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502725.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4318 | PA      | $4293.04      | 0.00%             | 2027-01-25      | Fixed         | 26.94%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2502647.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7791 | PA      | $7741.63      | 0.00%             | 2027-01-25      | 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        |     45766 | PA      | $46178.97     | 0.02%             | 2027-04-01      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2101130.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2904 | PA      | $412.54       | 0.00%             | 2026-11-23      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.       | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.                | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $801810.00    | 0.41%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                    | UGCard, 992341543.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        92 | PA      | $94.25        | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     12867 | PA      | $12753.21     | 0.01%             | 2026-12-14      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Clear Channel International BV                                            | Clear Channel International BV                                                     | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    400000 | PA      | $379101.75    | 0.19%             | 2025-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2250018.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1086 | PA      | $1051.29      | 0.00%             | 2027-05-14      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992357933.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       277 | PA      | $282.18       | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1697473.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11293 | PA      | $10943.40     | 0.01%             | 2025-01-19      | Fixed         | 10.54%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2498295.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       952 | PA      | $0.31         | 0.00%             | 2027-01-24      | Fixed         | 30.40%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185051135.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21523 | PA      | $20946.74     | 0.01%             | 2027-01-28      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2033143.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19066 | PA      | $1329.85      | 0.00%             | 2026-11-12      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992425321.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       153 | PA      | $152.89       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | 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        |     11011 | PA      | $3259.79      | 0.00%             | 2026-09-17      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-14953979.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27494 | PA      | $27852.80     | 0.01%             | 2025-07-13      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                       | Prosper Funding LLC, 1634534.PS.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3407 | PA      | $3291.79      | 0.00%             | 2024-10-08      | Fixed         | 11.60%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2031352.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2078 | PA      | $2064.53      | 0.00%             | 2026-11-12      | Fixed         | 11.14%                | 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        |    300000 | PA      | $263737.50    | 0.13%             | 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      | $229527.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., FW2249991.UP.FTS.B                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3355 | PA      | $3321.91      | 0.00%             | 2024-12-14      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                    | Freedom Financial Asset Management LLC, APP-11798391.FP.FTS.B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8533 | PA      | $8588.53      | 0.00%             | 2026-01-04      | Fixed         | 18.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2248558.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       759 | PA      | $748.37       | 0.00%             | 2024-12-14      | Fixed         | 21.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 173004399.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6976 | PA      | $6782.21      | 0.00%             | 2025-12-16      | Fixed         | 15.40%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992305197.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       195 | PA      | $195.89       | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                    | UGCard, 992301441.UG.FTS.B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       239 | PA      | $244.66       | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                     | Upstart Network, Inc., L2250750.UP.FTS.B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3954 | PA      | $165.18       | 0.00%             | 2026-12-14      | Fixed         | 16.01%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                | LendingClub Corp. - LCX PM, 185215933.LC.FTS.B                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16535 | PA      | $16116.33     | 0.01%             | 2027-01-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Franklin Universal Trust

**Signature:** Jeffrey W. White

**Name of Signer:** Jeffrey W. White

**Title:** Assistant Treasurer