# EDGAR Filing Document

**Accession Number:** 0000833040
**File Stem:** 0001752724-25-178334
**Filing Date:** 2025-7
**Character Count:** 416627
**Document Hash:** 1f4f55ff1f973926345d30642de6ac1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-178334.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-178334

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05569
- **FILM NUMBER:** 251150162

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $268382846.57

**Total Liabilities:** $61689081.28

**Net Assets:** $206693765.29

**Delayed Delivery Securities:** $950000.00

**Cash Not Reported:** $527223.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3.08000000 | **1-Year:** -332.26000000 | **5-Year:** -1772.08000000 | **10-Year:** -370.28000000 | **30-Year:** 0.00000000

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

- **3-Month:** -27.15000000 | **1-Year:** -6110.74000000 | **5-Year:** -29578.35000000 | **10-Year:** -7326.65000000 | **30-Year:** -41.72000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.45%               | -0.70%               | 2.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-93536.02               | $-1633948.99                               |
| Month 2  | $-245945.72              | $-1597533.45                               |
| Month 3  | $-39326.88               | $3487780.20                                |

**Designated Index Information**

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

- **Index Identifier:** HB10953

### Schedule of Portfolio Investments

| Name                                                                                  | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $500384.00    | 0.24%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | 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        |     12692 | PA      | $12852.42     | 0.01%             | 2027-01-01      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1714627.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8737 | PA      | $8657.12      | 0.00%             | 2027-02-17      | Fixed         | 11.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501053.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3951 | PA      | $3900.44      | 0.00%             | 2027-01-25      | Fixed         | 27.35%                | No            |                  3 | On Loan: No      |
| Energizer Holdings, Inc.                                                              | Energizer Holdings, Inc.                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188095.88    | 0.09%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1637445.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3360 | PA      | $3355.56      | 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        |      5920 | PA      | $0.00         | 0.00%             | 2027-02-10      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292937.97    | 0.14%             | 2032-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                                 | Allwyn Entertainment Financing UK plc                                                 | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $830659.20    | 0.40%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15048744.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12538 | PA      | $12914.96     | 0.01%             | 2027-07-31      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252318.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1292 | PA      | $1269.08      | 0.00%             | 2026-12-15      | Fixed         | 20.43%                | No            |                  3 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $300037.86    | 0.15%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902199.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1774 | PA      | $1749.66      | 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        |       855 | PA      | $844.99       | 0.00%             | 2026-12-14      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501430.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $278.22       | 0.00%             | 2027-01-25      | Fixed         | 31.03%                | No            |                  3 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93922.99     | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1634247.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8896 | PA      | $8917.02      | 0.00%             | 2026-10-05      | Fixed         | 16.70%                | 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        |        36 | PA      | $36.14        | 0.00%             | 2035-06-04      | Fixed         | 16.19%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410514.63    | 0.20%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13498730.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9159 | PA      | $9308.37      | 0.00%             | 2027-05-15      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250389.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11173 | PA      | $1479.67      | 0.00%             | 2027-05-28      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $153400.35    | 0.07%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2030886.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13859 | PA      | $13623.98     | 0.01%             | 2027-04-19      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533559.50    | 0.26%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506183.50    | 0.24%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651868.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4558 | PA      | $4533.05      | 0.00%             | 2026-11-08      | Fixed         | 9.45%                 | No            |                  3 | On Loan: No      |
| Bausch + Lomb Corp.                                                                   | Bausch + Lomb Corp.                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $414044.00    | 0.20%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249903.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132 | PA      | $1107.81      | 0.00%             | 2026-12-14      | Fixed         | 11.03%                | No            |                  3 | On Loan: No      |
| Cablevision Lightpath LLC                                                             | Cablevision Lightpath LLC                                                             | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480688.85    | 0.23%             | 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      | $273549.00    | 0.13%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2102939.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1301 | PA      | $1276.22      | 0.00%             | 2026-11-23      | Fixed         | 13.35%                | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                                                     | Hanesbrands, Inc.                                                                     | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740224.80    | 0.36%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                      | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187614.24    | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2253650.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2548 | PA      | $2495.36      | 0.00%             | 2026-12-15      | Fixed         | 13.61%                | 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        |      3752 | PA      | $3678.28      | 0.00%             | 2027-05-14      | Fixed         | 19.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1730150.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       308 | PA      | $303.89       | 0.00%             | 2026-09-17      | Fixed         | 30.64%                | No            |                  3 | On Loan: No      |
| McGraw-Hill Education, Inc.                                                           | McGraw-Hill Education, Inc.                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823664.80    | 0.40%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971527.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4853 | PA      | $4758.91      | 0.00%             | 2027-04-19      | Fixed         | 13.17%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992452371.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         5 | PA      | $0.95         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |      9328 | PA      | $2480.02      | 0.00%             | 2027-02-25      | Fixed         | 25.60%                | No            |                  3 | On Loan: No      |
| Martin Midstream Partners LP / Martin Midstream Finance Corp.                         | Martin Midstream Partners LP / Martin Midstream Finance Corp.                         | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1802263.50   | 0.87%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499981.25    | 0.24%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032266.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2903 | PA      | $2848.11      | 0.00%             | 2027-04-12      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | Calumet Specialty Products Partners LP / Calumet Finance Corp.                        | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $822000.00    | 0.40%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902681.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3551 | PA      | $3510.52      | 0.00%             | 2026-10-22      | Fixed         | 31.63%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188844587.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5086 | PA      | $5160.04      | 0.00%             | 2027-04-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12304720.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27863 | PA      | $2854.20      | 0.00%             | 2027-04-06      | 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        |       879 | PA      | $865.98       | 0.00%             | 2026-10-22      | Fixed         | 18.66%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992291590.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2025-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425788.40    | 0.21%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15064429.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13661 | PA      | $13904.42     | 0.01%             | 2027-07-15      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2248975.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3464 | PA      | $3422.04      | 0.00%             | 2026-12-14      | Fixed         | 19.98%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642464.82    | 0.31%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                                                | Global Net Lease, Inc.                                                                | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $863802.36    | 0.42%             | 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        |      2581 | PA      | $2574.82      | 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        |     15408 | PA      | $15649.48     | 0.01%             | 2027-05-13      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12397373.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3413 | PA      | $3459.65      | 0.00%             | 2026-03-15      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1720917.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5359 | PA      | $5346.24      | 0.00%             | 2027-02-15      | Fixed         | 13.70%                | No            |                  3 | On Loan: No      |
| Wrangler Holdco Corp.                                                                 | Wrangler Holdco Corp.                                                                 | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $722414.00    | 0.35%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1707734.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1063 | PA      | $1057.42      | 0.00%             | 2027-02-16      | Fixed         | 10.29%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                            | Allison Transmission, Inc.                                                            | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272562.78    | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10845328.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8650 | PA      | $8760.21      | 0.00%             | 2026-10-16      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| NRG Energy, Inc.                                                                      | NRG Energy, Inc.                                                                      | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795382.48    | 0.38%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501125.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       651 | PA      | $641.15       | 0.00%             | 2027-01-25      | Fixed         | 17.82%                | 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        |      5776 | PA      | $409.86       | 0.00%             | 2027-06-24      | Fixed         | 28.30%                | No            |                  3 | On Loan: No      |
| Herc Holdings, Inc.                                                                   | Herc Holdings, Inc.                                                                   | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    900000 | PA      | $912301.20    | 0.44%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2248550.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1909 | PA      | $1875.49      | 0.00%             | 2026-12-14      | Fixed         | 26.20%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992301470.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        97 | PA      | $29.89        | 0.00%             | 2025-12-02      | Fixed         | 28.98%                | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | Six Flags Entertainment Corp. / Six Flags Theme Parks, Inc. / Canada's Wonderland Co. | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $408052.80    | 0.20%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | 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        |      4505 | PA      | $4723.09      | 0.00%             | 2027-03-17      | Fixed         | 25.49%                | 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        |      1840 | PA      | $1812.24      | 0.00%             | 2027-01-24      | Fixed         | 22.37%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188684882.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3290 | PA      | $3317.29      | 0.00%             | 2027-04-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032722.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2046 | PA      | $2009.79      | 0.00%             | 2026-11-12      | Fixed         | 14.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1901212.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $2309.07      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 167747801.LC.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4400 | PA      | $0.00         | 0.00%             | 2035-03-15      | Fixed         | 16.12%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689173.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9705 | PA      | $0.00         | 0.00%             | 2027-01-14      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971759.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3623 | PA      | $3593.41      | 0.00%             | 2027-04-19      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15057995.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5360 | PA      | $5486.65      | 0.00%             | 2027-07-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2101750.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3263 | PA      | $2267.05      | 0.00%             | 2026-11-23      | Fixed         | 24.17%                | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205960.20    | 0.10%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SCE Trust II                                                                          | SCE Trust II                                                                          | CUSIP: 78407R204<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27500 | NS      | $481525.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524046.50    | 0.25%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501330.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2666 | PA      | $2630.61      | 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        |      2394 | PA      | $1647.55      | 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        |      9323 | PA      | $0.00         | 0.00%             | 2027-02-16      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15054013.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5754 | PA      | $5921.69      | 0.00%             | 2026-07-20      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497705.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1974 | PA      | $1945.18      | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | 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        |     14201 | PA      | $11023.10     | 0.01%             | 2027-05-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $710069.50    | 0.34%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273617.31    | 0.13%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2250974.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1650 | PA      | $1622.88      | 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        |      1810 | PA      | $1773.64      | 0.00%             | 2026-11-12      | Fixed         | 13.85%                | 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        |      5514 | PA      | $5400.00      | 0.00%             | 2026-11-12      | Fixed         | 12.57%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188770586.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9207 | PA      | $9278.32      | 0.00%             | 2027-04-28      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $901988.10    | 0.44%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032006.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2101 | PA      | $2062.67      | 0.00%             | 2026-11-12      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252298.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       552 | PA      | $542.81       | 0.00%             | 2026-12-15      | Fixed         | 8.83%                 | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                              | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2019-52, Class PT    | CUSIP: 21056JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1536 | PA      | $950.44       | 0.00%             | 2045-01-15      | Variable      | 16.27%                | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                                             | XPO, Inc.                                                                             | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726997.60    | 0.35%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                 | Chobani Holdco II LLC                                                                 | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625175 | PA      | $666021.98    | 0.32%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2972075.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19335 | PA      | $11486.98     | 0.01%             | 2027-09-19      | Fixed         | 9.42%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185465019.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11486 | PA      | $11799.84     | 0.01%             | 2027-01-27      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497458.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13228 | PA      | $12890.98     | 0.01%             | 2027-01-24      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $398688.12    | 0.19%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                                     | Gen Digital, Inc.                                                                     | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253400.75    | 0.12%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                      | Sunoco LP / Sunoco Finance Corp.                                                      | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500045.50    | 0.24%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391562.92    | 0.19%             | 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        |      3412 | PA      | $3483.42      | 0.00%             | 2027-02-12      | 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        |      1848 | PA      | $1860.67      | 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        |      6947 | PA      | $6930.10      | 0.00%             | 2026-10-26      | Fixed         | 12.20%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1721346.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8921 | PA      | $9097.91      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance, Inc.                            | Prime Security Services Borrower LLC / Prime Finance, Inc.                            | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $576543.84    | 0.28%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249629.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586 | PA      | $2533.89      | 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        |      2209 | PA      | $2134.97      | 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        |      7822 | PA      | $7973.92      | 0.00%             | 2027-03-21      | Fixed         | 13.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2503375.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1461 | PA      | $1441.14      | 0.00%             | 2027-01-25      | Fixed         | 24.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497350.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5092 | PA      | $4964.45      | 0.00%             | 2027-06-24      | Fixed         | 13.11%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251409.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5189 | PA      | $5094.78      | 0.00%             | 2026-12-14      | Fixed         | 20.71%                | 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        |       283 | PA      | $278.46       | 0.00%             | 2026-12-14      | Fixed         | 28.37%                | 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        |      1341 | PA      | $1340.77      | 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        |      4874 | PA      | $4770.28      | 0.00%             | 2026-12-15      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Crescent Energy Finance LLC                                                           | Crescent Energy Finance LLC                                                           | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185784.32    | 0.09%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2499095.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1288 | PA      | $1275.29      | 0.00%             | 2027-01-25      | Fixed         | 16.97%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      1985 | NS      | $230518.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305064.60    | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $322020.23    | 0.16%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249782.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1915 | PA      | $1880.28      | 0.00%             | 2026-12-14      | Fixed         | 24.98%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497527.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2270 | PA      | $2235.26      | 0.00%             | 2027-01-24      | Fixed         | 21.34%                | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                                                  | NextEra Energy, Inc.                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    115000 | NS      | $8123600.00   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13507352.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4752 | PA      | $4923.92      | 0.00%             | 2027-05-19      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70645.86     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kobe US Midco 2, Inc.                                                                 | Kobe US Midco 2, Inc.                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243101 | PA      | $216359.89    | 0.10%             | 2026-11-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188818650.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3255 | PA      | $3301.34      | 0.00%             | 2027-04-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                         | Dornoch Debt Merger Sub, Inc.                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1193230.30   | 0.58%             | 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        |      1177 | PA      | $21.96        | 0.00%             | 2026-12-14      | Fixed         | 25.45%                | 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        |     17803 | PA      | $18379.81     | 0.01%             | 2027-02-07      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251043.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12331 | PA      | $12069.18     | 0.01%             | 2026-12-28      | Fixed         | 12.11%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15053719.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5895 | PA      | $6045.21      | 0.00%             | 2027-07-28      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250541.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1363 | PA      | $1339.91      | 0.00%             | 2026-12-15      | Fixed         | 24.85%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2102751.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1556 | PA      | $1541.12      | 0.00%             | 2026-11-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1729390.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       946 | PA      | $933.30       | 0.00%             | 2026-09-17      | Fixed         | 32.18%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971662.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       542 | PA      | $534.84       | 0.00%             | 2027-04-19      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14956830.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10279 | PA      | $10652.70     | 0.01%             | 2026-07-28      | Fixed         | 15.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12407302.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5298 | PA      | $5472.76      | 0.00%             | 2027-03-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1900628.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       495 | PA      | $488.85       | 0.00%             | 2026-10-22      | Fixed         | 31.23%                | No            |                  3 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458686.35    | 0.22%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2102400.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2473 | PA      | $2437.72      | 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        |      5855 | PA      | $0.00         | 0.00%             | 2035-01-19      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2502319.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16030 | PA      | $15616.03     | 0.01%             | 2027-01-25      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| McAfee Corp.                                                                          | McAfee Corp.                                                                          | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740617.58    | 0.36%             | 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        |     10572 | PA      | $10788.35     | 0.01%             | 2027-07-25      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Murray Energy Corp.                                                                   | Murray Energy Corp.                                                                   | CUSIP: 62704PAM5<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    757734 | PA      | $0.00         | 0.00%             | 2024-04-15      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| M/I Homes, Inc.                                                                       | M/I Homes, Inc.                                                                       | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $552910.02    | 0.27%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251333.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6834 | PA      | $6704.04      | 0.00%             | 2026-12-14      | Fixed         | 22.77%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185203099.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4890 | PA      | $4967.48      | 0.00%             | 2027-01-19      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1487561.60   | 0.72%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250558.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3522 | PA      | $3451.91      | 0.00%             | 2026-12-14      | Fixed         | 20.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694719.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7742 | PA      | $7701.90      | 0.00%             | 2027-01-17      | Fixed         | 16.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1729187.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3689 | PA      | $3634.89      | 0.00%             | 2027-07-17      | Fixed         | 30.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500098.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3289 | PA      | $3257.77      | 0.00%             | 2027-01-24      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992460328.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        10 | PA      | $10.51        | 0.00%             | 2025-08-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Edison International                                                                  | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     36000 | NS      | $2003400.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                              | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                              | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $697507.46    | 0.34%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                               | Kodiak Gas Services LLC                                                               | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717834.60    | 0.35%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2502134.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12174 | PA      | $11867.03     | 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        |      6552 | PA      | $6547.61      | 0.00%             | 2027-01-28      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992432730.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-01      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10704368.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6922 | PA      | $7043.10      | 0.00%             | 2026-10-16      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279052.68    | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                        | DTE Energy Co.                                                                        | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     30000 | NS      | $4099500.00   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185208719.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4473 | PA      | $4599.54      | 0.00%             | 2027-01-19      | Fixed         | 27.99%                | 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        |      5325 | PA      | $5397.09      | 0.00%             | 2026-12-13      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1627036.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4753 | PA      | $4767.45      | 0.00%             | 2026-09-25      | Fixed         | 16.33%                | No            |                  3 | On Loan: No      |
| Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | Toucan FinCo Ltd. / Toucan FinCo Can, Inc. / Toucan FinCo US LLC                      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $746144.93    | 0.36%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2499090.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2641.55      | 0.00%             | 2027-01-24      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992238906.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2660 | PA      | $527.79       | 0.00%             | 2027-11-03      | Fixed         | 22.97%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251727.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1085 | PA      | $1065.95      | 0.00%             | 2026-12-15      | Fixed         | 20.77%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752654.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7305 | PA      | $7189.65      | 0.00%             | 2027-04-30      | Fixed         | 12.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2102028.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2643 | PA      | $2608.60      | 0.00%             | 2026-11-23      | Fixed         | 25.89%                | No            |                  3 | On Loan: No      |
| QXO Building Products, Inc.                                                           | QXO Building Products, Inc.                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719494.91    | 0.35%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251398.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2942 | PA      | $2867.34      | 0.00%             | 2026-12-14      | Fixed         | 9.28%                 | No            |                  3 | On Loan: No      |
| Snap, Inc.                                                                            | Snap, Inc.                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354877.60    | 0.17%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                    | Vertiv Group Corp.                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    800000 | PA      | $775626.88    | 0.38%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2102410.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2607 | PA      | $2565.29      | 0.00%             | 2027-05-07      | Fixed         | 22.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1695787.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9986 | PA      | $9918.04      | 0.00%             | 2027-01-14      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2494019.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2557 | PA      | $2530.97      | 0.00%             | 2027-01-24      | Fixed         | 16.44%                | No            |                  3 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp.                                                      | Sunoco LP / Sunoco Finance Corp.                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191745.20    | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1902840.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5568 | PA      | $5485.83      | 0.00%             | 2026-11-01      | 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        |     13559 | PA      | $2512.48      | 0.00%             | 2027-09-25      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752241.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13546 | PA      | $8713.66      | 0.00%             | 2035-05-10      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2101678.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1589 | PA      | $1568.17      | 0.00%             | 2026-11-23      | Fixed         | 26.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2102941.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8204 | PA      | $8081.22      | 0.00%             | 2026-11-23      | Fixed         | 20.37%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2501796.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6874 | PA      | $6688.98      | 0.00%             | 2027-06-25      | Fixed         | 9.36%                 | 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        |       390 | PA      | $389.65       | 0.00%             | 2035-05-25      | Fixed         | 18.99%                | 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        |      7726 | PA      | $7578.06      | 0.00%             | 2026-11-23      | Fixed         | 12.22%                | No            |                  3 | On Loan: No      |
| Endo GUC Trust                                                                        | Endo GUC Trust, Escrow Account                                                        | CUSIP: 29281F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51454 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1666362.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2822 | PA      | $2868.16      | 0.00%             | 2026-11-09      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Rain Carbon, Inc.                                                                     | Rain Carbon, Inc.                                                                     | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1251777.60   | 0.61%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250992.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4631 | PA      | $4546.47      | 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        |      5324 | PA      | $652.29       | 0.00%             | 2026-03-25      | Fixed         | 10.59%                | 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      | $183315.34    | 0.09%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net LLC                                                                | Diamond Sports Net LLC, First Lien, Exit Term Loan                                    | CUSIP: 25277EAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38043 | PA      | $34465.06     | 0.02%             | 2028-01-03      | Variable      | 15.00%                | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                    | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $813400.00    | 0.39%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altice France Holding SA                                                              | Altice France Holding SA                                                              | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $537532.50    | 0.26%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2967243.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7967 | PA      | $7814.77      | 0.00%             | 2027-04-19      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10145662.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7689 | PA      | $7932.90      | 0.00%             | 2026-09-17      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Regal Rexnord Corp.                                                                   | Regal Rexnord Corp.                                                                   | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414125.42    | 0.20%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500130.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3052 | PA      | $3003.46      | 0.00%             | 2027-01-24      | Fixed         | 18.16%                | No            |                  3 | On Loan: No      |
| Evergreen Acqco 1 LP / TVI, Inc.                                                      | Evergreen Acqco 1 LP / TVI, Inc.                                                      | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    584000 | PA      | $611787.30    | 0.30%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority                                      | Maricopa County Industrial Development Authority, Series 2024                         | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $440652.82    | 0.21%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2503169.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       485 | PA      | $478.79       | 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      | $98523.72     | 0.05%             |  |  |  | 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        |      6070 | PA      | $6027.05      | 0.00%             | 2027-01-13      | Fixed         | 12.62%                | 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        |      1171 | PA      | $81.46        | 0.00%             | 2027-01-24      | Fixed         | 33.75%                | 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        |       663 | PA      | $552.28       | 0.00%             | 2026-11-23      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309557.70    | 0.15%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                                               | RR Donnelley & Sons Co.                                                               | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1128923.81   | 0.55%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                           | Apollo Commercial Real Estate Finance, Inc.                                           | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1401771.36   | 0.68%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14958373.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9791 | PA      | $9983.26      | 0.00%             | 2027-09-16      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $683502.54    | 0.33%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2443263.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3150 | PA      | $3043.91      | 0.00%             | 2027-01-25      | Fixed         | 6.66%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2503424.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4459 | PA      | $4392.26      | 0.00%             | 2027-01-25      | Fixed         | 21.51%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186004411.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8814 | PA      | $7193.95      | 0.00%             | 2027-11-28      | Fixed         | 5.00%                 | 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        |      4149 | PA      | $4192.78      | 0.00%             | 2026-05-05      | Fixed         | 12.84%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992455102.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.47         | 0.00%             | 2030-04-03      | 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        |      8320 | PA      | $8464.29      | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386734.45    | 0.19%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 24 Hour Fitness Worldwide, Inc.                                                       | 24 Hour Fitness Worldwide, Inc.                                                       | CUSIP: 90132BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $0.00         | 0.00%             | 2022-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp.                                      | MPT Operating Partnership LP / MPT Finance Corp.                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $769334.25    | 0.37%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1730290.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2926 | PA      | $2879.48      | 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        |      2577 | PA      | $2523.16      | 0.00%             | 2027-01-24      | Fixed         | 11.45%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2076017.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1270 | PA      | $1247.19      | 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        |      8247 | PA      | $8493.96      | 0.00%             | 2027-04-30      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                      | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196758.00    | 0.10%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                                               | Element Solutions, Inc.                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192229.64    | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13478834.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9919 | PA      | $10240.77     | 0.00%             | 2027-05-03      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2502247.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1636 | PA      | $1602.99      | 0.00%             | 2027-01-25      | Fixed         | 13.43%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1752624.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9737 | PA      | $9623.00      | 0.00%             | 2027-04-05      | Fixed         | 17.23%                | 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        |       665 | PA      | $48.13        | 0.00%             | 2026-12-14      | Fixed         | 16.23%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185806351.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3705 | PA      | $0.00         | 0.00%             | 2035-02-07      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500427.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4823 | PA      | $4780.38      | 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        |     10526 | PA      | $10666.92     | 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        |      1109 | PA      | $1090.52      | 0.00%             | 2026-11-12      | Fixed         | 29.91%                | No            |                  3 | On Loan: No      |
| LGI Homes, Inc.                                                                       | LGI Homes, Inc.                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823817.60    | 0.40%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10111431.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2174 | PA      | $2187.67      | 0.00%             | 2025-09-30      | Fixed         | 10.99%                | No            |                  3 | On Loan: No      |
| Kinetik Holdings LP                                                                   | Kinetik Holdings LP                                                                   | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397905.04    | 0.19%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12270812.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4574 | PA      | $4712.66      | 0.00%             | 2026-06-22      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Newmont Corp.                                                                         | Newmont Corp.                                                                         | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     26000 | NS      | $1370720.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2031117.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4023 | PA      | $3950.48      | 0.00%             | 2026-11-27      | Fixed         | 18.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249898.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9602 | PA      | $9493.83      | 0.00%             | 2026-12-14      | Fixed         | 22.33%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2972190.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20372 | PA      | $19741.43     | 0.01%             | 2027-04-19      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992351381.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-03      | Fixed         | 21.97%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $595822.38    | 0.29%             | 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      | $869209.56    | 0.42%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1694725.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6567 | PA      | $6685.10      | 0.00%             | 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        |     13575 | PA      | $13758.63     | 0.01%             | 2026-09-18      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250314.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1622 | PA      | $1126.65      | 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        |      5416 | PA      | $5277.53      | 0.00%             | 2026-12-26      | Fixed         | 8.02%                 | No            |                  3 | On Loan: No      |
| Sinclair Television Group, Inc.                                                       | Sinclair Television Group, Inc.                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801096.00    | 0.39%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                    | Cerdia Finanz GmbH                                                                    | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $515012.00    | 0.25%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1621434.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       650 | PA      | $649.11       | 0.00%             | 2026-08-26      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285143.01    | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252339.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9103 | PA      | $8871.98      | 0.00%             | 2026-12-15      | Fixed         | 8.65%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2502058.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4591 | PA      | $4521.98      | 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        |       415 | PA      | $406.09       | 0.00%             | 2027-01-24      | Fixed         | 11.35%                | No            |                  3 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209067.60    | 0.10%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2503209.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3264 | PA      | $3219.50      | 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        |     11061 | PA      | $0.00         | 0.00%             | 2026-12-15      | Fixed         | 16.56%                | 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        |      4868 | PA      | $4833.27      | 0.00%             | 2026-12-14      | Fixed         | 10.44%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1646123.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2792 | PA      | $2804.29      | 0.00%             | 2026-10-28      | Fixed         | 13.32%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $409553.52    | 0.20%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250334.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3941 | PA      | $3872.27      | 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        |      4762 | PA      | $4723.32      | 0.00%             | 2027-01-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Zegona Finance plc                                                                    | Zegona Finance plc                                                                    | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1175625.00   | 0.57%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902836.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19674 | PA      | $19402.16     | 0.01%             | 2026-10-22      | Fixed         | 25.41%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1902683.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5008 | PA      | $4940.44      | 0.00%             | 2026-10-22      | Fixed         | 25.19%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106096.30    | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                                          | Avient Corp.                                                                          | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300657.30    | 0.15%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                          | Birch Permian Holdings, Inc.                                                          | CUSIP: 09075C104<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |      3694 | NS      | $20594.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971776.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3309 | PA      | $3282.49      | 0.00%             | 2027-04-19      | Fixed         | 19.69%                | No            |                  3 | On Loan: No      |
| Allied Universal Holdco LLC                                                           | Allied Universal Holdco LLC                                                           | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1244446.80   | 0.60%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1714642.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4583 | PA      | $4672.59      | 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      | $506516.00    | 0.25%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1901067.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6098 | PA      | $6012.25      | 0.00%             | 2026-10-22      | Fixed         | 23.17%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1729858.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14427 | PA      | $1101.96      | 0.00%             | 2027-02-17      | Fixed         | 25.05%                | No            |                  3 | On Loan: No      |
| CSC Holdings LLC                                                                      | CSC Holdings LLC                                                                      | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693239.47    | 0.34%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502187.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2418 | PA      | $2386.97      | 0.00%             | 2027-01-25      | Fixed         | 26.63%                | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                | Mauser Packaging Solutions Holding Co.                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478895.30   | 0.72%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1678354.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5692 | PA      | $5651.47      | 0.00%             | 2026-12-20      | Fixed         | 11.07%                | 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        |      5802 | PA      | $0.00         | 0.00%             | 2027-01-21      | Fixed         | 22.99%                | 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        |      2495 | PA      | $2443.65      | 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        |      9919 | PA      | $10069.65     | 0.00%             | 2026-11-30      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| ONEOK, Inc.                                                                           | ONEOK, Inc.                                                                           | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $846561.60    | 0.41%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | 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        |      2746 | PA      | $2845.21      | 0.00%             | 2027-04-27      | Fixed         | 27.99%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515956.12    | 0.25%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | 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        |      4814 | PA      | $4914.58      | 0.00%             | 2026-12-20      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249765.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1795 | PA      | $1761.76      | 0.00%             | 2026-12-14      | Fixed         | 23.67%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701537.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6526 | PA      | $6637.33      | 0.00%             | 2027-01-13      | Fixed         | 19.30%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11119432.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8005 | PA      | $8099.23      | 0.00%             | 2026-11-03      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12106158.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7229 | PA      | $7327.19      | 0.00%             | 2027-03-07      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1653323.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4639 | PA      | $4635.76      | 0.00%             | 2026-11-09      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Kedrion SpA                                                                           | Kedrion SpA                                                                           | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $964864.02    | 0.47%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13527002.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $3007.69      | 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        |      3400 | PA      | $3316.15      | 0.00%             | 2027-05-14      | Fixed         | 14.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1729970.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14004 | PA      | $13755.88     | 0.01%             | 2027-02-17      | Fixed         | 18.27%                | 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        |      2011 | PA      | $1659.44      | 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        |     18894 | PA      | $18993.11     | 0.01%             | 2027-02-15      | Fixed         | 20.44%                | No            |                  3 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209963.20    | 0.10%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185030629.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2967 | PA      | $3054.21      | 0.00%             | 2027-01-13      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2972334.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21004 | PA      | $20341.90     | 0.01%             | 2027-04-19      | Fixed         | 6.17%                 | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391106.60    | 0.19%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252234.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2543 | PA      | $601.06       | 0.00%             | 2027-05-15      | Fixed         | 21.66%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2498668.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21865 | PA      | $21332.37     | 0.01%             | 2027-11-25      | Fixed         | 13.66%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1672718.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3408 | PA      | $3377.91      | 0.00%             | 2027-01-07      | Fixed         | 14.38%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500467.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       902 | PA      | $242.04       | 0.00%             | 2027-01-24      | Fixed         | 25.44%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                                      | Virgin Media Secured Finance plc                                                      | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1016565.55   | 0.49%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1678372.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4888 | PA      | $5076.11      | 0.00%             | 2026-12-14      | Fixed         | 22.80%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032325.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       563 | PA      | $553.31       | 0.00%             | 2026-11-12      | Fixed         | 31.07%                | No            |                  3 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                     | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271631.58    | 0.13%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                   | Sirius XM Radio LLC                                                                   | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    600000 | PA      | $569819.16    | 0.28%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison, Inc.                                                             | Consolidated Edison, Inc.                                                             | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     20000 | NS      | $2089800.00   | 1.01%             |  |  |  | No            |                  1 | 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        |       519 | PA      | $525.28       | 0.00%             | 2025-07-25      | Fixed         | 25.49%                | 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        |       603 | PA      | $593.96       | 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        |      5491 | PA      | $5472.92      | 0.00%             | 2026-10-22      | Fixed         | 14.68%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500224.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3533 | PA      | $3487.23      | 0.00%             | 2027-06-24      | Fixed         | 25.04%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 184862697.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6418 | PA      | $6376.53      | 0.00%             | 2027-01-28      | Fixed         | 13.19%                | No            |                  3 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                                | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     40380 | NS      | $1553822.40   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185625736.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5637 | PA      | $5633.77      | 0.00%             | 2027-01-31      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Southern Co. (The)                                                                    | Southern Co. (The)                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     50000 | NS      | $4500000.00   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                                                        | Enbridge, Inc.                                                                        | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     39360 | NS      | $1829452.80   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250662.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $3918.47      | 0.00%             | 2026-12-14      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2253392.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3350 | PA      | $3292.74      | 0.00%             | 2026-12-15      | Fixed         | 25.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500808.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3064 | PA      | $3002.49      | 0.00%             | 2027-01-25      | Fixed         | 14.30%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497754.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1370 | PA      | $1348.37      | 0.00%             | 2027-01-24      | Fixed         | 19.19%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13302186.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8323 | PA      | $8701.76      | 0.00%             | 2027-07-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| VM Consolidated, Inc.                                                                 | VM Consolidated, Inc.                                                                 | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $792229.20    | 0.38%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2031174.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4139 | PA      | $4063.92      | 0.00%             | 2026-11-12      | Fixed         | 25.25%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032373.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4056 | PA      | $2065.63      | 0.00%             | 2026-11-12      | Fixed         | 14.92%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2501547.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2386 | PA      | $2324.46      | 0.00%             | 2027-01-25      | Fixed         | 8.21%                 | No            |                  3 | On Loan: No      |
| Zebra Technologies Corp.                                                              | Zebra Technologies Corp.                                                              | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305586.30    | 0.15%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502276.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2626 | PA      | $2596.95      | 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        |     11423 | PA      | $11645.85     | 0.01%             | 2027-02-15      | Fixed         | 18.59%                | No            |                  3 | On Loan: No      |
| Terex Corp.                                                                           | Terex Corp.                                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295256.70    | 0.14%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                        | Opal Bidco SAS                                                                        | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $949843.44    | 0.46%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500357.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5013 | PA      | $799.28       | 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        |       533 | PA      | $526.39       | 0.00%             | 2027-02-01      | Fixed         | 31.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2497520.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3406 | PA      | $3366.79      | 0.00%             | 2027-06-24      | Fixed         | 17.89%                | 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        |     12268 | PA      | $12032.42     | 0.01%             | 2026-11-23      | Fixed         | 12.34%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806936.00    | 0.39%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $418380.00    | 0.20%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032456.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       617 | PA      | $605.64       | 0.00%             | 2026-11-12      | Fixed         | 20.93%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497528.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2231 | PA      | $2196.00      | 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        |      3094 | PA      | $3071.45      | 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        |       550 | PA      | $540.89       | 0.00%             | 2026-12-15      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15053776.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6529 | PA      | $6737.99      | 0.00%             | 2027-07-30      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |    500000 | PA      | $522135.00    | 0.25%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250436.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13109 | PA      | $12898.76     | 0.01%             | 2027-05-27      | Fixed         | 22.79%                | 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        |      7542 | PA      | $7291.34      | 0.00%             | 2027-01-25      | Fixed         | 7.80%                 | 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        |      4841 | PA      | $4783.85      | 0.00%             | 2026-11-12      | Fixed         | 19.14%                | No            |                  3 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                         | Freedom Mortgage Holdings LLC                                                         | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309552.00    | 0.15%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1707746.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2763 | PA      | $2741.73      | 0.00%             | 2027-02-14      | Fixed         | 9.45%                 | 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        |     12989 | PA      | $946.68       | 0.00%             | 2026-12-14      | Fixed         | 18.58%                | 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        |      8692 | PA      | $8910.13      | 0.00%             | 2026-03-08      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2141755.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17401 | PA      | $16969.02     | 0.01%             | 2026-12-15      | Fixed         | 8.51%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2499205.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2849 | PA      | $2802.56      | 0.00%             | 2027-01-24      | Fixed         | 20.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2249049.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3124 | PA      | $3071.63      | 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        |     11223 | PA      | $11027.88     | 0.01%             | 2026-11-12      | Fixed         | 27.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2253234.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5106 | PA      | $5024.32      | 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      | $459417.20    | 0.22%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1689251.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1780 | PA      | $1809.96      | 0.00%             | 2027-01-21      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Commercial Metals Co.                                                                 | Commercial Metals Co.                                                                 | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $634425.26    | 0.31%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10460831.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2847 | PA      | $2953.13      | 0.00%             | 2026-09-19      | Fixed         | 21.99%                | 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        |      2089 | PA      | $2130.15      | 0.00%             | 2026-12-17      | Fixed         | 19.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2499482.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8153 | PA      | $8050.19      | 0.00%             | 2027-01-28      | Fixed         | 28.65%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp.                                                                   | CUSIP: 165167180<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             |  | CORP              | US        |       215 | NS      | $22467.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2050778.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3576 | PA      | $3543.13      | 0.00%             | 2026-11-23      | Fixed         | 18.01%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $615724.20    | 0.30%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500860.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       646 | PA      | $637.18       | 0.00%             | 2027-01-25      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306720.05    | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                   | Station Casinos LLC                                                                   | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388191.09    | 0.19%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                  | IHO Verwaltungs GmbH                                                                  | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $404351.27    | 0.20%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2031715.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2255 | PA      | $2217.79      | 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        |       693 | PA      | $680.24       | 0.00%             | 2026-12-14      | Fixed         | 28.77%                | No            |                  3 | On Loan: No      |
| Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | Intelligent Packaging Ltd. Finco, Inc. / Intelligent Packaging Ltd. Co-Issuer LLC     | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    325000 | PA      | $325709.69    | 0.16%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty. Ltd.                                                            | Coronado Finance Pty. Ltd.                                                            | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    950000 | PA      | $706986.87    | 0.34%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500786.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1464 | PA      | $102.74       | 0.00%             | 2027-02-09      | Fixed         | 26.35%                | 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        |      1591 | PA      | $1569.20      | 0.00%             | 2027-01-25      | Fixed         | 24.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10224478.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13313 | PA      | $13877.95     | 0.01%             | 2027-02-02      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                    | CHS/Community Health Systems, Inc.                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288473.19    | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Manitowoc Co., Inc. (The)                                                             | Manitowoc Co., Inc. (The)                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312969.49    | 0.15%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1702455.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6805 | PA      | $6745.32      | 0.00%             | 2027-01-20      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                                           | Wayfair LLC                                                                           | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785801.19    | 0.38%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2971643.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12052 | PA      | $2978.10      | 0.00%             | 2027-04-19      | Fixed         | 24.95%                | No            |                  3 | On Loan: No      |
| Grifols SA                                                                            | Grifols SA                                                                            | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $571167.06    | 0.28%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                      | Jaguar Land Rover Automotive plc                                                      | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $690545.87    | 0.33%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992319935.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2251410.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2572 | PA      | $689.60       | 0.00%             | 2026-12-14      | Fixed         | 31.25%                | 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      | $197005.72    | 0.10%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186055580.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11496 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| TTM Technologies, Inc.                                                                | TTM Technologies, Inc.                                                                | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476226.55    | 0.23%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1660066.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12876 | PA      | $12806.79     | 0.01%             | 2026-11-10      | Fixed         | 12.60%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269427.00    | 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        |       447 | PA      | $440.56       | 0.00%             | 2027-01-25      | Fixed         | 20.14%                | No            |                  3 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                     | Cornerstone Building Brands, Inc.                                                     | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219434.04    | 0.11%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1621428.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3495 | PA      | $3571.90      | 0.00%             | 2026-08-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1608617.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1903 | PA      | $1898.96      | 0.00%             | 2026-08-20      | Fixed         | 13.70%                | 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        |      5057 | PA      | $5265.81      | 0.00%             | 2026-12-08      | Fixed         | 19.49%                | No            |                  3 | On Loan: No      |
| Darling Ingredients, Inc.                                                             | Darling Ingredients, Inc.                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200484.73    | 0.10%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                       | Northriver Midstream Finance LP                                                       | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $605979.60    | 0.29%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Calderys Financing LLC                                                                | Calderys Financing LLC                                                                | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $852824.80    | 0.41%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233333 | PA      | $233080.53    | 0.11%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC               | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $661939.20    | 0.32%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10578403.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2871 | PA      | $2931.33      | 0.00%             | 2025-10-30      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Grand Canyon University                                                               | Grand Canyon University                                                               | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $758240.84    | 0.37%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                   | Viking Cruises Ltd.                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $604613.51    | 0.29%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                                             | Banijay Entertainment SAS                                                             | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $830921.22    | 0.40%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2251249.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7102 | PA      | $6946.99      | 0.00%             | 2026-12-14      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    425000 | PA      | $445422.33    | 0.22%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500513.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8350 | PA      | $8182.65      | 0.00%             | 2027-01-24      | Fixed         | 14.90%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1728926.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1101 | PA      | $1085.77      | 0.00%             | 2026-09-17      | Fixed         | 32.35%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250820.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1254 | PA      | $1227.31      | 0.00%             | 2026-12-14      | Fixed         | 13.59%                | No            |                  3 | On Loan: No      |
| Post Holdings, Inc.                                                                   | Post Holdings, Inc.                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378958.56    | 0.18%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                                     | Standard Building Solutions, Inc.                                                     | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609751.20    | 0.30%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15109634.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3579 | PA      | $3685.67      | 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      | $3855500.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1747163.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12017 | PA      | $11906.75     | 0.01%             | 2027-04-12      | Fixed         | 16.20%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2247794.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1703.36      | 0.00%             | 2026-12-15      | Fixed         | 12.65%                | No            |                  3 | On Loan: No      |
| Great Canadian Gaming Corp.                                                           | Great Canadian Gaming Corp.                                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $874583.10    | 0.42%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185553869.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7216 | PA      | $7219.62      | 0.00%             | 2027-01-31      | Fixed         | 17.44%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501561.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2443 | PA      | $2407.05      | 0.00%             | 2027-01-25      | Fixed         | 21.33%                | No            |                  3 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                             | Connect Finco SARL / Connect US Finco LLC                                             | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1240667.74   | 0.60%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2247235.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1558 | PA      | $1525.16      | 0.00%             | 2026-12-14      | Fixed         | 13.18%                | No            |                  3 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                         | Smyrna Ready Mix Concrete LLC                                                         | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1233325.20   | 0.60%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249823.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1794 | PA      | $1773.27      | 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      | $3646350.00   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                                                            | News Corp.                                                                            | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189812.86    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250707.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580 | PA      | $2550.17      | 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        |      1710 | PA      | $1690.14      | 0.00%             | 2026-10-22      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                          | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     90027 | PA      | $71865.85     | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1902657.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       824 | PA      | $812.93       | 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      | $640076.15    | 0.31%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond Club Certificate Issuer Trust I                         | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-7, Class PT     | CUSIP: 21056VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       909 | PA      | $591.23       | 0.00%             | 2045-04-17      | Variable      | 16.12%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2501876.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1671 | PA      | $1637.41      | 0.00%             | 2027-01-25      | Fixed         | 14.91%                | 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        |      5560 | PA      | $5535.28      | 0.00%             | 2026-12-20      | Fixed         | 11.50%                | 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        |      6408 | PA      | $6292.67      | 0.00%             | 2026-12-15      | Fixed         | 19.76%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10848002.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9407 | PA      | $9693.84      | 0.00%             | 2026-11-19      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1758243.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1678 | PA      | $0.00         | 0.00%             | 2025-07-16      | Fixed         | 24.40%                | No            |                  3 | On Loan: No      |
| PPL Corp.                                                                             | PPL Corp.                                                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     24500 | NS      | $851375.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032753.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624 | PA      | $613.10       | 0.00%             | 2026-11-12      | Fixed         | 27.55%                | No            |                  3 | On Loan: No      |
| Jefferson Capital Holdings LLC                                                        | Jefferson Capital Holdings LLC                                                        | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497922.50    | 0.24%             | 2026-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1672730.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13802 | PA      | $13760.78     | 0.01%             | 2026-12-14      | Fixed         | 13.80%                | No            |                  3 | On Loan: No      |
| Scripps Escrow, Inc.                                                                  | Scripps Escrow, Inc.                                                                  | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $509278.74    | 0.25%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311114.65    | 0.15%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | 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        |      3713 | PA      | $0.00         | 0.00%             | 2027-04-30      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Enviri Corp.                                                                          | Enviri Corp.                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491957.90    | 0.24%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Birch Permian Holdings, Inc.                                                          | Birch Permian Holdings, Inc.                                                          | CUSIP: 09075C203<br>LEI: 5493008GXCEAUIZGCH60 | Long             | EC               | CORP              | US        |     28796 | NS      | $160537.70    | 0.08%             |  |  |  | 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        |      3024 | PA      | $1872.36      | 0.00%             | 2027-05-15      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Allison Transmission, Inc.                                                            | Allison Transmission, Inc.                                                            | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590325.00    | 0.29%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Escrow, Inc.                                                            | Herc Holdings Escrow, Inc.                                                            | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154627.59    | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15058449.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5993 | PA      | $6103.19      | 0.00%             | 2027-07-25      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2101751.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9187 | PA      | $9087.46      | 0.00%             | 2027-09-23      | Fixed         | 16.63%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $148917.89    | 0.07%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 184608676.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8371 | PA      | $403.37       | 0.00%             | 2027-01-21      | Fixed         | 21.99%                | 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        |      1328 | PA      | $1304.27      | 0.00%             | 2026-12-15      | Fixed         | 22.59%                | 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        |       684 | PA      | $696.45       | 0.00%             | 2026-08-19      | Fixed         | 18.50%                | No            |                  3 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102611.40    | 0.05%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2252591.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5227 | PA      | $5169.12      | 0.00%             | 2027-05-15      | Fixed         | 31.67%                | 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        |      5147 | PA      | $370.00       | 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        |     50000 | NS      | $2097000.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                                                                   | Iron Mountain, Inc.                                                                   | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723679.60    | 0.35%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                                                          | H&E Equipment Services, Inc.                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604979.40    | 0.29%             | 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        |       498 | PA      | $490.74       | 0.00%             | 2027-01-24      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2103842.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1745 | PA      | $1722.14      | 0.00%             | 2026-11-23      | Fixed         | 25.11%                | No            |                  3 | On Loan: No      |
| XHR LP                                                                                | XHR LP                                                                                | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200676.20    | 0.10%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2501977.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16012 | PA      | $15687.14     | 0.01%             | 2027-01-25      | Fixed         | 12.89%                | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $943861.64    | 0.46%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2102727.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1740 | PA      | $1716.87      | 0.00%             | 2026-11-23      | Fixed         | 24.84%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032896.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2468 | PA      | $2406.52      | 0.00%             | 2026-11-12      | Fixed         | 9.90%                 | No            |                  3 | On Loan: No      |
| PHH Escrow Issuer LLC                                                                 | PHH Escrow Issuer LLC / PHH Corp.                                                     | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474290.00   | 0.71%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 164089980.LC.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2560 | PA      | $0.00         | 0.00%             | 2035-02-28      | Fixed         | 17.74%                | 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        |      2065 | PA      | $2023.08      | 0.00%             | 2027-01-25      | Fixed         | 13.93%                | No            |                  3 | On Loan: No      |
| NiSource, Inc.                                                                        | NiSource, Inc.                                                                        | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     60000 | NS      | $2372400.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2972220.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2108 | PA      | $2082.42      | 0.00%             | 2027-04-19      | Fixed         | 26.42%                | No            |                  3 | On Loan: No      |
| Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | Coty, Inc. / HFC Prestige Products, Inc. / HFC Prestige International US LLC          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $612874.80    | 0.30%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252931.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1352 | PA      | $1335.25      | 0.00%             | 2026-12-15      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11674918.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11861 | PA      | $12387.18     | 0.01%             | 2027-02-25      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | Ashton Woods USA LLC / Ashton Woods Finance Co.                                       | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1131906.11   | 0.55%             | 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        |      4023 | PA      | $4002.70      | 0.00%             | 2026-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| FMC Corp.                                                                             | FMC Corp.                                                                             | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303247.50    | 0.15%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502652.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2400 | PA      | $2369.38      | 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        |      2458 | PA      | $2413.72      | 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        |      1380 | PA      | $1351.99      | 0.00%             | 2026-12-19      | Fixed         | 13.91%                | No            |                  3 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $90269.18     | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                         | Kraken Oil & Gas Partners LLC                                                         | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260847.68    | 0.13%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2103284.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1700 | PA      | $1677.90      | 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        |      7004 | PA      | $7257.15      | 0.00%             | 2026-07-15      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500230.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2480 | PA      | $2446.06      | 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        |      1978 | PA      | $1954.07      | 0.00%             | 2026-11-12      | Fixed         | 17.71%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032727.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1293 | PA      | $1265.85      | 0.00%             | 2026-11-12      | Fixed         | 12.91%                | No            |                  3 | On Loan: No      |
| Constellation Energy Corp.                                                            | Constellation Energy Corp.                                                            | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     10000 | NS      | $3061500.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186073191.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4613 | PA      | $4735.40      | 0.00%             | 2027-01-26      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2497553.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7960 | PA      | $7843.80      | 0.00%             | 2027-01-24      | Fixed         | 23.05%                | No            |                  3 | On Loan: No      |
| Weatherford International Ltd.                                                        | Weatherford International Ltd.                                                        | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $508272.00    | 0.25%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651871.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2317 | PA      | $2349.06      | 0.00%             | 2026-11-20      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188821742.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10512 | PA      | $10833.33     | 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        |       364 | PA      | $359.73       | 0.00%             | 2027-01-25      | Fixed         | 29.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1753011.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6830 | PA      | $6733.93      | 0.00%             | 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      | $500000.00    | 0.24%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500086.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4021 | PA      | $3928.34      | 0.00%             | 2027-01-24      | Fixed         | 7.95%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188652977.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1925 | PA      | $1954.50      | 0.00%             | 2027-05-24      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2248144.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2129 | PA      | $2089.49      | 0.00%             | 2026-12-14      | Fixed         | 25.08%                | No            |                  3 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285937.66    | 0.14%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Arcosa, Inc.                                                                          | Arcosa, Inc.                                                                          | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286181.31    | 0.14%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                                | Antero Resources Corp.                                                                | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $170029.82    | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2103491.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       134 | PA      | $131.92       | 0.00%             | 2026-11-23      | Fixed         | 25.40%                | No            |                  3 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93906.04     | 0.05%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd.                                                           | Digicel Group Holdings Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     26671 | PA      | $843.96       | 0.00%             | 2033-11-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 186109882.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384 | PA      | $2402.96      | 0.00%             | 2035-02-14      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11844341.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14919 | PA      | $15325.79     | 0.01%             | 2027-02-01      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11007668.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7628 | PA      | $7940.22      | 0.00%             | 2026-12-19      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Endo, Inc., Escrow Account                                                            | Endo, Inc., Escrow Account                                                            | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902299.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3687 | PA      | $3641.22      | 0.00%             | 2026-10-27      | Fixed         | 31.27%                | No            |                  3 | On Loan: No      |
| Amplify Energy Corp.                                                                  | Amplify Energy Corp.                                                                  | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       245 | NS      | $703.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252199.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4901 | PA      | $351.69       | 0.00%             | 2026-12-15      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Cogent Communications Group, Inc. / Cogent Communications Finance, Inc.               | Cogent Communications Group, Inc. / Cogent Communications Finance, Inc.               | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $704867.10    | 0.34%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                           | Endo Finance Holdings, Inc.                                                           | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207266.20    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $511734.50    | 0.25%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                          | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    137786 | PA      | $135970.67    | 0.07%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2972008.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2783 | PA      | $2743.45      | 0.00%             | 2027-04-19      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252737.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7657 | PA      | $7462.32      | 0.00%             | 2026-12-15      | Fixed         | 8.71%                 | No            |                  3 | On Loan: No      |
| Exelon Corp.                                                                          | Exelon Corp.                                                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |     65000 | NS      | $2848300.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2500797.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $941.45       | 0.00%             | 2027-01-25      | Fixed         | 28.58%                | No            |                  3 | On Loan: No      |
| Weekley Homes LLC / Weekley Finance Corp.                                             | Weekley Homes LLC / Weekley Finance Corp.                                             | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1250578.42   | 0.61%             | 2028-09-15      | Fixed         | 4.88%                 | 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        |       941 | PA      | $928.28       | 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        |      5017 | PA      | $4913.64      | 0.00%             | 2027-01-25      | Fixed         | 12.05%                | 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        |      7150 | PA      | $747.96       | 0.00%             | 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        |      3977 | PA      | $3948.83      | 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      | $493405.30    | 0.24%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507946.00    | 0.25%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                 | Axon Enterprise, Inc.                                                                 | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254269.50    | 0.12%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032183.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4309 | PA      | $4228.81      | 0.00%             | 2026-11-12      | Fixed         | 24.12%                | No            |                  3 | On Loan: No      |
| Endo, Inc.                                                                            | Endo, Inc., Escrow Account                                                            | CUSIP: 292ESCB09<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $0.00         | 0.00%             | 2029-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251670.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2585 | PA      | $75.87        | 0.00%             | 2026-12-15      | Fixed         | 22.36%                | 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        |     11370 | PA      | $11128.65     | 0.01%             | 2026-12-15      | Fixed         | 11.28%                | No            |                  3 | On Loan: No      |
| Forestar Group, Inc.                                                                  | Forestar Group, Inc.                                                                  | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191144.72   | 0.58%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15070181.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9442 | PA      | $9779.71      | 0.00%             | 2027-07-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                           | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    900000 | PA      | $910227.23    | 0.44%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1901951.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1002 | PA      | $989.01       | 0.00%             | 2026-10-22      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188681928.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5513 | PA      | $0.00         | 0.00%             | 2027-04-25      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11744634.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9480 | PA      | $9814.83      | 0.00%             | 2027-04-01      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                                                           | Adient Global Holdings Ltd.                                                           | CUSIP: 00687YAC9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $306476.40    | 0.15%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                 | United Airlines, Inc.                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98877.47     | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1754293.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1000 | PA      | $991.09       | 0.00%             | 2027-04-12      | Fixed         | 13.40%                | No            |                  3 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CCO Holdings LLC / CCO Holdings Capital Corp.                                         | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1595162.36   | 0.77%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185502.02    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.                                                       | Oceaneering International, Inc.                                                       | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296145.57    | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                     | American Electric Power Co., Inc.                                                     | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     36000 | NS      | $3725640.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2248500.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1614 | PA      | $1582.84      | 0.00%             | 2027-05-14      | Fixed         | 23.60%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11845152.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8970 | PA      | $9044.85      | 0.00%             | 2027-05-15      | Fixed         | 11.74%                | 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        |      3345 | PA      | $3335.55      | 0.00%             | 2027-02-15      | Fixed         | 16.70%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188825826.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5232 | PA      | $5383.68      | 0.00%             | 2027-04-28      | Fixed         | 23.49%                | 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        |     15443 | PA      | $0.00         | 0.00%             | 2035-04-06      | Fixed         | 20.40%                | No            |                  3 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279898.91    | 0.14%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2033008.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2514 | PA      | $2482.84      | 0.00%             | 2026-11-12      | Fixed         | 17.14%                | No            |                  3 | On Loan: No      |
| Endo, Inc.                                                                            | Endo, Inc.                                                                            | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11375 | NS      | $238875.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2499948.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3415 | PA      | $175.83       | 0.00%             | 2027-01-24      | Fixed         | 14.60%                | No            |                  3 | On Loan: No      |
| Rio Tinto plc                                                                         | Rio Tinto plc                                                                         | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |     15000 | NS      | $891450.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11677084.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17845 | PA      | $18128.88     | 0.01%             | 2026-12-26      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Herc Holdings Escrow, Inc.                                                            | Herc Holdings Escrow, Inc.                                                            | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102990.19    | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                        | Constellium SE                                                                        | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $554383.92    | 0.27%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252209.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       539 | PA      | $530.04       | 0.00%             | 2026-12-15      | Fixed         | 25.21%                | No            |                  3 | On Loan: No      |
| Civitas Resources, Inc.                                                               | Civitas Resources, Inc.                                                               | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97895.58     | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | 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        |      7305 | PA      | $7427.48      | 0.00%             | 2027-02-03      | Fixed         | 16.99%                | 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        |      3133 | PA      | $3069.88      | 0.00%             | 2026-11-12      | Fixed         | 16.77%                | No            |                  3 | On Loan: No      |
| BHP Group Ltd.                                                                        | BHP Group Ltd.                                                                        | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |     25185 | NS      | $1233813.15   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Anagram Holdings LLC / Anagram International, Inc.                                    | Anagram Holdings LLC / Anagram International, Inc.                                    | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257209 | PA      | $0.00         | 0.00%             | 2026-08-15      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $334095.00    | 0.16%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| California Resources Corp.                                                            | California Resources Corp.                                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |        47 | NS      | $2075.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1750735.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3319 | PA      | $1952.96      | 0.00%             | 2027-05-15      | Fixed         | 16.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1729627.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3921 | PA      | $3859.78      | 0.00%             | 2026-09-17      | Fixed         | 24.42%                | No            |                  3 | On Loan: No      |
| California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | California Buyer Ltd. / Atlantica Sustainable Infrastructure plc                      | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1484100.45   | 0.72%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc. / First Transit Parent, Inc.                                | First Student Bidco, Inc. / First Transit Parent, Inc.                                | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $842189.49    | 0.41%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11799488.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $5398.57      | 0.00%             | 2026-03-16      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1626046.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3625 | PA      | $3608.58      | 0.00%             | 2026-10-16      | Fixed         | 15.18%                | No            |                  3 | On Loan: No      |
| Quikrete Holdings, Inc.                                                               | Quikrete Holdings, Inc.                                                               | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152332.65    | 0.07%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2252687.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7311 | PA      | $7198.32      | 0.00%             | 2026-12-15      | Fixed         | 30.62%                | No            |                  3 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                    | Macquarie Airfinance Holdings Ltd.                                                    | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208013.40    | 0.10%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                      | CMS Energy Corp.                                                                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     60000 | NS      | $4213800.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1744328.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9533 | PA      | $9432.71      | 0.00%             | 2027-04-15      | Fixed         | 14.89%                | No            |                  3 | On Loan: No      |
| GPD Cos., Inc.                                                                        | GPD Cos., Inc.                                                                        | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1443677.67   | 0.70%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    600000 | PA      | $640500.00    | 0.31%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                        | Carnival Corp.                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1500000 | PA      | $1504689.60   | 0.73%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12341500.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7996 | PA      | $8379.24      | 0.00%             | 2027-03-20      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185257156.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6350 | PA      | $6525.34      | 0.00%             | 2027-01-19      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2249951.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       953 | PA      | $937.15       | 0.00%             | 2026-12-14      | Fixed         | 30.44%                | 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        |      5137 | PA      | $295.98       | 0.00%             | 2026-09-17      | Fixed         | 23.06%                | 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        |      1772 | PA      | $1778.83      | 0.00%             | 2026-03-23      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11843242.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3335 | PA      | $3359.59      | 0.00%             | 2025-12-15      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Camelot Finance SA                                                                    | Camelot Finance SA                                                                    | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     86000 | PA      | $85573.74     | 0.04%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROG Holdings, Inc.                                                                   | PROG Holdings, Inc.                                                                   | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855735.93    | 0.41%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1651913.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3238 | PA      | $3347.99      | 0.00%             | 2026-11-22      | Fixed         | 25.67%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2103822.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1844 | PA      | $1808.67      | 0.00%             | 2026-11-23      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1729641.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2028 | PA      | $1999.39      | 0.00%             | 2026-09-17      | Fixed         | 30.22%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11801830.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9666 | PA      | $9893.92      | 0.00%             | 2027-04-30      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Insulet Corp.                                                                         | Insulet Corp.                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205814.20    | 0.10%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2499062.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       916 | PA      | $188.86       | 0.00%             | 2027-12-08      | Fixed         | 17.84%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13485605.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6905 | PA      | $7178.16      | 0.00%             | 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        |      1444 | PA      | $1286.53      | 0.00%             | 2045-01-15      | Variable      | 16.01%                | No            |                  2 | On Loan: No      |
| Emergent BioSolutions, Inc.                                                           | Emergent BioSolutions, Inc.                                                           | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    900000 | PA      | $682542.00    | 0.33%             | 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        |      2090 | PA      | $2048.69      | 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        |     22981 | PA      | $22836.43     | 0.01%             | 2027-09-19      | Fixed         | 24.00%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11036570.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2496 | PA      | $2502.15      | 0.00%             | 2027-01-20      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| UGCard                                                                                | UGCard, 992401130.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.09         | 0.00%             | 2030-04-03      | Fixed         | 29.49%                | 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        |      2408 | PA      | $2141.72      | 0.00%             | 2026-11-14      | Fixed         | 28.23%                | 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        |      4642 | PA      | $4617.57      | 0.00%             | 2026-11-10      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Fortress Intermediate 3, Inc.                                                         | Fortress Intermediate 3, Inc.                                                         | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620880.00    | 0.30%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aris Water Holdings LLC                                                               | Aris Water Holdings LLC                                                               | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603673.80    | 0.29%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                                    | Nationstar Mortgage Holdings, Inc.                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102638.90   | 0.53%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                                              | WESCO Distribution, Inc.                                                              | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408800.80    | 0.20%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98162.46     | 0.05%             | 2026-11-15      | Fixed         | 3.25%                 | 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        |      3476 | PA      | $3408.57      | 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        |      3207 | PA      | $3189.15      | 0.00%             | 2026-11-08      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                   | Illuminate Buyer LLC / Illuminate Holdings IV, Inc.                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004034.00   | 0.49%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP / Five Point Capital Corp.                                | Five Point Operating Co. LP / Five Point Capital Corp.                                | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335834 | PA      | $342275.23    | 0.17%             | 2028-01-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497797.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2835 | PA      | $2776.64      | 0.00%             | 2027-01-24      | Fixed         | 12.70%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10868780.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7145 | PA      | $7335.38      | 0.00%             | 2026-02-27      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14943761.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6783 | PA      | $6874.56      | 0.00%             | 2026-06-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2030806.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1624 | PA      | $1594.27      | 0.00%             | 2026-11-12      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                             | Seagate Data Storage Technology Pte. Ltd.                                             | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    550000 | PA      | $552232.83    | 0.27%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2497608.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       742 | PA      | $732.50       | 0.00%             | 2027-01-24      | Fixed         | 31.43%                | 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        |      3837 | PA      | $4001.64      | 0.00%             | 2026-10-22      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                 | Clydesdale Acquisition Holdings, Inc.                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011328.16   | 0.49%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                                             | ATI, Inc.                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $733577.60    | 0.35%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2500654.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       494 | PA      | $488.33       | 0.00%             | 2027-01-25      | Fixed         | 31.21%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2101880.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1421 | PA      | $396.53       | 0.00%             | 2026-11-23      | Fixed         | 25.39%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032226.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9066 | PA      | $8882.27      | 0.00%             | 2026-11-12      | Fixed         | 14.31%                | No            |                  3 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284881.71    | 0.14%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                    | Venture Global Plaquemines LNG LLC                                                    | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210787.20    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497353.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4965 | PA      | $4840.34      | 0.00%             | 2027-01-24      | Fixed         | 9.69%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2248314.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536 | PA      | $1506.90      | 0.00%             | 2026-12-14      | Fixed         | 21.92%                | 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        |       194 | PA      | $13.91        | 0.00%             | 2035-01-25      | 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        |      6376 | PA      | $6284.38      | 0.00%             | 2026-09-17      | Fixed         | 28.64%                | No            |                  3 | On Loan: No      |
| ESAB Corp.                                                                            | ESAB Corp.                                                                            | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610860.00    | 0.30%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185962334.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16237 | PA      | $6025.56      | 0.00%             | 2027-02-14      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| EQT Corp.                                                                             | EQT Corp.                                                                             | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294661.30    | 0.14%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271010.17    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1901571.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4662 | PA      | $4615.78      | 0.00%             | 2026-10-22      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442497.51    | 0.21%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1606127.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2966 | PA      | $2976.91      | 0.00%             | 2026-08-17      | Fixed         | 15.20%                | No            |                  3 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                          | MPH Acquisition Holdings LLC                                                          | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    772185 | PA      | $564250.01    | 0.27%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                         | Magnera Corp.                                                                         | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339461.68    | 0.16%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                       | FirstCash, Inc.                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1128884.30   | 0.55%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UGCard                                                                                | UGCard, 992460590.UG.FTS.B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-03      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Rocket Software, Inc.                                                                 | Rocket Software, Inc.                                                                 | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1069075.92   | 0.52%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2253384.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5800 | PA      | $417.09       | 0.00%             | 2026-12-15      | Fixed         | 13.79%                | 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        |      3588 | PA      | $3672.99      | 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        |      3397 | PA      | $3551.64      | 0.00%             | 2026-09-17      | Fixed         | 27.60%                | No            |                  3 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                                               | Leeward Renewable Energy Operations LLC                                               | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911725.00    | 0.44%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Transocean, Inc.                                                                      | Transocean, Inc.                                                                      | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $649315.20    | 0.31%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14860724.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7035 | PA      | $7391.16      | 0.00%             | 2026-07-26      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Evergy, Inc.                                                                          | Evergy, Inc.                                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     72000 | NS      | $4781520.00   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032147.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2900 | PA      | $2839.36      | 0.00%             | 2026-11-12      | Fixed         | 11.65%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185785605.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10888 | PA      | $10839.92     | 0.01%             | 2027-02-04      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2497574.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14706 | PA      | $14383.36     | 0.01%             | 2027-11-24      | Fixed         | 12.62%                | 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        |      6930 | PA      | $7153.16      | 0.00%             | 2026-12-02      | Fixed         | 19.99%                | 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      | $687487.22    | 0.33%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                                 | Matador Resources Co.                                                                 | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169003.99    | 0.08%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502179.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       811 | PA      | $794.29       | 0.00%             | 2027-01-25      | Fixed         | 12.78%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902401.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1976 | PA      | $1948.64      | 0.00%             | 2026-10-22      | Fixed         | 25.71%                | 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        |      5165 | PA      | $276.82       | 0.00%             | 2027-03-22      | 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        |      2403 | PA      | $2354.11      | 0.00%             | 2026-12-14      | Fixed         | 12.15%                | No            |                  3 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 188698368.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15452 | PA      | $2917.97      | 0.00%             | 2028-04-27      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1666359.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2547 | PA      | $2638.02      | 0.00%             | 2026-11-15      | Fixed         | 21.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032268.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9223 | PA      | $1361.48      | 0.00%             | 2027-04-12      | Fixed         | 15.84%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685637.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12153 | PA      | $12066.40     | 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        |      2571 | PA      | $2541.16      | 0.00%             | 2026-12-15      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203299.39    | 0.10%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                         | Centene Corp.                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424851.40    | 0.21%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp.                                           | RHP Hotel Properties LP / RHP Finance Corp.                                           | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309509.70    | 0.15%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-12270734.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8562 | PA      | $8759.85      | 0.00%             | 2027-03-21      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249279.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1928 | PA      | $1248.71      | 0.00%             | 2026-12-14      | Fixed         | 9.09%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2031644.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       840 | PA      | $826.27       | 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        |     10684 | PA      | $10351.76     | 0.01%             | 2027-04-19      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501180.00    | 0.24%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1729743.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16256 | PA      | $15944.39     | 0.01%             | 2026-09-17      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11872928.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7312 | PA      | $7431.57      | 0.00%             | 2027-04-15      | Fixed         | 11.24%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032284.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1994 | PA      | $1956.72      | 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        |      3280 | PA      | $3316.21      | 0.00%             | 2026-02-01      | Fixed         | 15.99%                | No            |                  3 | On Loan: No      |
| Consumer Loan Underlying Bond Certificate Issuer Trust I                              | Consumer Loan Underlying Bond Certificate Issuer Trust I, Series 2020-2, Class PT     | CUSIP: 21056TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1397 | PA      | $1137.82      | 0.00%             | 2045-03-15      | Variable      | 16.26%                | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp.                             | Outfront Media Capital LLC / Outfront Media Capital Corp.                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98772.43     | 0.05%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249856.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549 | PA      | $539.23       | 0.00%             | 2026-12-14      | Fixed         | 25.32%                | No            |                  3 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                             | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504076.00    | 0.24%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534885.50    | 0.26%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                     | OneSky Flight LLC                                                                     | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252259.75    | 0.12%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp.                                              | Pebblebrook Hotel LP / PEB Finance Corp.                                              | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $696680.60    | 0.34%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    300000 | PA      | $304237.50    | 0.15%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                                    | Iliad Holding SASU                                                                    | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $428263.37    | 0.21%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2252023.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2192 | PA      | $2156.49      | 0.00%             | 2026-12-15      | Fixed         | 28.67%                | No            |                  3 | On Loan: No      |
| Boeing Co. (The)                                                                      | Boeing Co. (The)                                                                      | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      3000 | NS      | $201960.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                                                           | Pinnacle West Capital Corp.                                                           | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     20000 | NS      | $1824600.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                                                         | Gartner, Inc.                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197752.12    | 0.10%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2248932.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       944 | PA      | $251.51       | 0.00%             | 2026-12-14      | Fixed         | 23.62%                | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629940.95    | 0.30%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13477482.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10884 | PA      | $11010.33     | 0.01%             | 2026-05-18      | Fixed         | 10.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1729657.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2198 | PA      | $2145.61      | 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        |      4723 | PA      | $0.00         | 0.00%             | 2027-02-16      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Alliant Energy Corp.                                                                  | Alliant Energy Corp.                                                                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80000 | NS      | $4978400.00   | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2032337.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4911 | PA      | $4823.88      | 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        |      4282 | PA      | $648.35       | 0.00%             | 2026-12-14      | Fixed         | 10.51%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2253164.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1772 | PA      | $1741.20      | 0.00%             | 2026-12-15      | Fixed         | 17.76%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249248.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4814 | PA      | $4754.66      | 0.00%             | 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        |        14 | PA      | $0.94         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | 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        |     11735 | PA      | $1163.56      | 0.00%             | 2027-05-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| GGAM Finance Ltd.                                                                     | GGAM Finance Ltd.                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $735799.40    | 0.36%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2499403.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1418 | PA      | $1401.27      | 0.00%             | 2027-01-24      | Fixed         | 30.76%                | No            |                  3 | On Loan: No      |
| CITGO Petroleum Corp.                                                                 | CITGO Petroleum Corp.                                                                 | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508645.50    | 0.25%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                    | Global Net Lease, Inc. / Global Net Lease Operating Partnership LP                    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $760033.28    | 0.37%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                              | Venture Global LNG, Inc.                                                              | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614481.00    | 0.30%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                                                    | StoneX Group, Inc.                                                                    | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526987.00    | 0.25%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2253542.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       932 | PA      | $918.07       | 0.00%             | 2026-12-15      | Fixed         | 31.19%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2031623.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12136 | PA      | $11832.16     | 0.01%             | 2026-11-16      | 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        |      5908 | PA      | $5859.08      | 0.00%             | 2027-01-14      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $500405.57    | 0.24%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500341.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1103 | PA      | $1085.84      | 0.00%             | 2027-01-28      | Fixed         | 18.83%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2249149.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4387 | PA      | $4308.14      | 0.00%             | 2026-12-14      | Fixed         | 21.87%                | No            |                  3 | On Loan: No      |
| WEC Energy Group, Inc.                                                                | WEC Energy Group, Inc.                                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     20000 | NS      | $2148800.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods, Inc.                                                                        | US Foods, Inc.                                                                        | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720637.40    | 0.35%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500298.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       792 | PA      | $779.30       | 0.00%             | 2027-01-24      | Fixed         | 25.15%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2971973.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1009 | PA      | $904.82       | 0.00%             | 2025-09-19      | Fixed         | 20.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10848317.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8732 | PA      | $8878.12      | 0.00%             | 2027-02-28      | Fixed         | 12.24%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11021456.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15552 | PA      | $16273.55     | 0.01%             | 2026-12-15      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Nabors Industries, Inc.                                                               | Nabors Industries, Inc.                                                               | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685216.10    | 0.33%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2498768.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       739 | PA      | $730.18       | 0.00%             | 2027-01-24      | Fixed         | 30.06%                | 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        |      2195 | PA      | $2164.55      | 0.00%             | 2026-09-17      | Fixed         | 30.44%                | 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        |      4447 | PA      | $4499.16      | 0.00%             | 2027-05-05      | Fixed         | 11.49%                | No            |                  3 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                                | Cleveland-Cliffs, Inc.                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518278.50    | 0.25%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                          | DaVita, Inc.                                                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1122079.08   | 0.54%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                    | Braskem Idesa SAPI                                                                    | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $220768.91    | 0.11%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2031108.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23225 | PA      | $5361.30      | 0.00%             | 2027-04-12      | Fixed         | 11.34%                | No            |                  3 | On Loan: No      |
| Sempra, Inc.                                                                          | Sempra, Inc.                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     90000 | NS      | $7073100.00   | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                                                   | Regal Rexnord Corp.                                                                   | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518654.10    | 0.25%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | 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        |      5397 | PA      | $5553.96      | 0.00%             | 2027-02-06      | Fixed         | 17.49%                | No            |                  3 | On Loan: No      |
| DSG Topco, Inc.                                                                       | DSG Topco, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2027 | NS      | $32432.00     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Consolidated Energy Finance SA                                                        | Consolidated Energy Finance SA                                                        | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $487405.62    | 0.24%             | 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        |      4229 | PA      | $4153.66      | 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        |      2647 | PA      | $2592.11      | 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        |      3120 | PA      | $3069.03      | 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        |      3869 | PA      | $3996.45      | 0.00%             | 2027-04-28      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2031580.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       369 | PA      | $362.56       | 0.00%             | 2026-11-12      | Fixed         | 14.88%                | No            |                  3 | On Loan: No      |
| CommScope LLC                                                                         | CommScope LLC                                                                         | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1540021.02   | 0.75%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATS Corp.                                                                             | ATS Corp.                                                                             | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1225139.63   | 0.59%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2249983.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       942 | PA      | $925.92       | 0.00%             | 2026-12-14      | Fixed         | 30.63%                | No            |                  3 | On Loan: No      |
| Duke Energy Corp.                                                                     | Duke Energy Corp.                                                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     40000 | NS      | $4708800.00   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp., Inc.                                             | Chobani LLC / Chobani Finance Corp., Inc.                                             | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $779966.48    | 0.38%             | 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        |     13880 | PA      | $14335.99     | 0.01%             | 2027-04-28      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                  | Clear Channel Outdoor Holdings, Inc.                                                  | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274392.00    | 0.13%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                        | NCL Corp. Ltd.                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $46057.82     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2031479.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6152 | PA      | $6075.49      | 0.00%             | 2026-11-12      | Fixed         | 17.32%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707733.82    | 0.34%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2500185.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6139 | PA      | $1470.96      | 0.00%             | 2027-11-24      | Fixed         | 30.96%                | No            |                  3 | On Loan: No      |
| Fortrea Holdings, Inc.                                                                | Fortrea Holdings, Inc.                                                                | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $354814.99    | 0.17%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management, Inc.                                          | Jones Deslauriers Insurance Management, Inc.                                          | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $966060.70    | 0.47%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                                | Antero Resources Corp.                                                                | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689247.23    | 0.33%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2100737.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12426 | PA      | $1904.09      | 0.00%             | 2027-04-23      | Fixed         | 22.28%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2102006.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18263 | PA      | $11983.78     | 0.01%             | 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        |      6161 | PA      | $6231.29      | 0.00%             | 2026-08-11      | Fixed         | 11.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2031845.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6324 | PA      | $3252.53      | 0.00%             | 2026-11-12      | Fixed         | 15.93%                | No            |                  3 | On Loan: No      |
| Clearway Energy Operating LLC                                                         | Clearway Energy Operating LLC                                                         | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351694.16    | 0.17%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10128827.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3768 | PA      | $3909.02      | 0.00%             | 2027-02-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902353.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4380 | PA      | $4243.35      | 0.00%             | 2026-10-22      | Fixed         | 5.71%                 | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $691176.38    | 0.33%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                                 | OneMain Finance Corp.                                                                 | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484850.00    | 0.23%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                 | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $839585.60    | 0.41%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032681.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1567 | PA      | $113.11       | 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        |     15491 | PA      | $8739.13      | 0.00%             | 2028-01-15      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2972305.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3275 | PA      | $3236.20      | 0.00%             | 2027-04-19      | Fixed         | 27.33%                | No            |                  3 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                          | Royal Caribbean Cruises Ltd.                                                          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    500000 | PA      | $502107.23    | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2248936.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2616.28      | 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        |      8716 | PA      | $8554.24      | 0.00%             | 2026-12-15      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| PRA Group, Inc.                                                                       | PRA Group, Inc.                                                                       | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605625.00    | 0.29%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-14906773.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19067 | PA      | $19369.60     | 0.01%             | 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        |       209 | PA      | $206.63       | 0.00%             | 2026-11-16      | Fixed         | 12.93%                | 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        |      1042 | PA      | $1030.69      | 0.00%             | 2026-09-17      | Fixed         | 15.91%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10745909.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18843 | PA      | $19170.71     | 0.01%             | 2026-10-16      | Fixed         | 17.99%                | No            |                  3 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio                                | Institutional Fiduciary Trust - Money Market Portfolio                                | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |   5548856 | NS      | $5548856.32   | 2.68%             |  |  |  | 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        |      1211 | PA      | $1192.40      | 0.00%             | 2026-12-15      | Fixed         | 30.05%                | No            |                  3 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                 | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1181653.98   | 0.57%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1902782.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5419 | PA      | $5327.93      | 0.00%             | 2026-10-22      | Fixed         | 14.11%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386939.20    | 0.19%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1645337.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7645 | PA      | $7821.57      | 0.00%             | 2026-10-27      | Fixed         | 18.48%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2499407.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18167 | PA      | $17549.92     | 0.01%             | 2027-01-24      | Fixed         | 5.37%                 | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15073340.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3442 | PA      | $3495.49      | 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        |      5058 | PA      | $4951.61      | 0.00%             | 2027-07-29      | Fixed         | 11.20%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                                                | Tenet Healthcare Corp.                                                                | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515338.50    | 0.25%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                          | Hess Midstream Operations LP                                                          | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $510759.00    | 0.25%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                    | DT Midstream, Inc.                                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $1047400.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2498378.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11994 | PA      | $11746.65     | 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        |         0 | PA      | $0.00         | 0.00%             | 2025-04-05      | Fixed         | 29.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10561192.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2177 | PA      | $2187.92      | 0.00%             | 2025-11-03      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| Novelis Corp.                                                                         | Novelis Corp.                                                                         | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88984.82     | 0.04%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                       | Transocean Titan Financing Ltd.                                                       | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     90476 | PA      | $91950.69     | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2249041.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       541 | PA      | $532.29       | 0.00%             | 2026-12-14      | Fixed         | 31.12%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500727.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3657 | PA      | $3599.16      | 0.00%             | 2027-01-25      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2500961.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2767 | PA      | $2725.06      | 0.00%             | 2027-01-25      | Fixed         | 20.28%                | No            |                  3 | On Loan: No      |
| Encore Capital Group, Inc.                                                            | Encore Capital Group, Inc.                                                            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424380.30    | 0.21%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                   | Newell Brands, Inc.                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46259.41     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                        | ZF North America Capital, Inc.                                                        | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665479.57    | 0.32%             | 2030-04-23      | Fixed         | 6.75%                 | 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        |      6376 | PA      | $6473.78      | 0.00%             | 2026-11-10      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Enerflex Ltd.                                                                         | Enerflex Ltd.                                                                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $164949.44    | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                 | Dominion Energy, Inc.                                                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     65000 | NS      | $3683550.00   | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971841.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       517 | PA      | $509.60       | 0.00%             | 2027-04-19      | Fixed         | 25.20%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-10572421.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2955 | PA      | $2963.38      | 0.00%             | 2026-09-20      | Fixed         | 10.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2247268.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24950 | PA      | $24582.67     | 0.01%             | 2027-05-14      | Fixed         | 14.22%                | No            |                  3 | On Loan: No      |
| Expand Energy Corp.                                                                   | Expand Energy Corp., Escrow Account                                                   | CUSIP: 165ESCAJ3<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $6000.00      | 0.00%             | 2026-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance, Inc.                                                 | Acrisure LLC / Acrisure Finance, Inc.                                                 | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $413019.62    | 0.20%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                        | Teva Pharmaceutical Finance Netherlands III BV                                        | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $324013.50    | 0.16%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                                             | Standard Industries, Inc.                                                             | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491282.75    | 0.24%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2252476.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3673 | PA      | $3581.00      | 0.00%             | 2026-12-15      | Fixed         | 9.18%                 | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1661010.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9551 | PA      | $9488.95      | 0.00%             | 2026-11-05      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| Vibrantz Technologies, Inc.                                                           | Vibrantz Technologies, Inc.                                                           | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $705865.00    | 0.34%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                         | Entergy Corp.                                                                         | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     60000 | NS      | $4996800.00   | 2.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2498546.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3247 | PA      | $827.05       | 0.00%             | 2027-01-24      | Fixed         | 19.91%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2498623.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1119 | PA      | $81.24        | 0.00%             | 2027-01-24      | Fixed         | 12.18%                | No            |                  3 | On Loan: No      |
| LendingClub Corp.                                                                     | LendingClub Corp., 160809803.LC.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3205 | PA      | $3179.52      | 0.00%             | 2034-11-08      | Fixed         | 13.08%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701129.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       713 | PA      | $666.30       | 0.00%             | 2025-07-17      | Fixed         | 16.40%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2003411.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4376 | PA      | $2186.76      | 0.00%             | 2027-04-12      | Fixed         | 27.50%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2501148.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       867 | PA      | $858.53       | 0.00%             | 2027-01-25      | Fixed         | 17.78%                | No            |                  3 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                        | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800296.59    | 0.39%             | 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        |      4604 | PA      | $4628.94      | 0.00%             | 2026-08-23      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| CACI International, Inc.                                                              | CACI International, Inc.                                                              | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433793.25    | 0.21%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1701108.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14782 | PA      | $14740.32     | 0.01%             | 2027-01-12      | Fixed         | 15.70%                | No            |                  3 | On Loan: No      |
| Watco Cos. LLC / Watco Finance Corp.                                                  | Watco Cos. LLC / Watco Finance Corp.                                                  | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $514931.50    | 0.25%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                         | Calpine Corp.                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682655.26    | 0.33%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2498744.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4847 | PA      | $4782.37      | 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        |      6572 | PA      | $6514.49      | 0.00%             | 2027-02-04      | Fixed         | 15.19%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1685997.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3506 | PA      | $3481.19      | 0.00%             | 2026-12-18      | Fixed         | 12.87%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500426.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       620 | PA      | $611.49       | 0.00%             | 2027-01-24      | Fixed         | 25.41%                | 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        |      3442 | PA      | $0.00         | 0.00%             | 2027-02-14      | Fixed         | 24.99%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13531026.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10796 | PA      | $10992.04     | 0.01%             | 2027-03-28      | Fixed         | 11.59%                | No            |                  3 | On Loan: No      |
| Dream Finders Homes, Inc.                                                             | Dream Finders Homes, Inc.                                                             | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $515062.00    | 0.25%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2500977.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3748 | PA      | $126.44       | 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        |      3974 | PA      | $3980.82      | 0.00%             | 2027-04-27      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                             | Vistra Operations Co. LLC                                                             | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416386.80    | 0.20%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971979.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11366 | PA      | $11010.04     | 0.01%             | 2027-04-19      | Fixed         | 6.84%                 | No            |                  3 | On Loan: No      |
| CenterPoint Energy, Inc.                                                              | CenterPoint Energy, Inc.                                                              | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    122800 | NS      | $4573072.00   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2103069.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1020.65      | 0.00%             | 2026-11-23      | Fixed         | 31.22%                | No            |                  3 | On Loan: No      |
| RB Global Holdings, Inc.                                                              | RB Global Holdings, Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127819.45    | 0.06%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                   | Medline Borrower LP                                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489012.20    | 0.24%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                                                 | Veritiv Operating Co.                                                                 | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $239592.38    | 0.12%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971929.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13701 | PA      | $8548.93      | 0.00%             | 2028-02-19      | Fixed         | 24.66%                | No            |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                                              | EquipmentShare.com, Inc.                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    800000 | PA      | $831508.00    | 0.40%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                             | Hilcorp Energy I LP / Hilcorp Finance Co.                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $697276.58    | 0.34%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13227905.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5304 | PA      | $5534.59      | 0.00%             | 2027-05-18      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2497377.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2347 | PA      | $2323.20      | 0.00%             | 2027-01-24      | Fixed         | 16.51%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-11752200.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4364 | PA      | $4407.89      | 0.00%             | 2027-02-23      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15107872.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3212 | PA      | $3262.45      | 0.00%             | 2026-11-15      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1611746.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2882 | PA      | $2879.71      | 0.00%             | 2026-08-27      | Fixed         | 14.29%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2971657.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1032 | PA      | $1023.66      | 0.00%             | 2027-04-19      | Fixed         | 16.32%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2501997.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2169 | PA      | $2148.58      | 0.00%             | 2027-01-25      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2251037.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       989 | PA      | $976.09       | 0.00%             | 2027-05-14      | Fixed         | 19.70%                | No            |                  3 | On Loan: No      |
| Prosper Funding LLC                                                                   | Prosper Funding LLC, 1635897.PS.FTS.B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7200 | PA      | $7195.14      | 0.00%             | 2026-09-23      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Neogen Food Safety Corp.                                                              | Neogen Food Safety Corp.                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417402.40    | 0.20%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15070551.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11711 | PA      | $12280.11     | 0.01%             | 2028-04-27      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-15039962.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27331 | PA      | $27868.35     | 0.01%             | 2027-08-28      | Fixed         | 12.49%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L1902855.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1161 | PA      | $1143.87      | 0.00%             | 2026-10-22      | Fixed         | 19.55%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW1730043.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1755 | PA      | $1725.15      | 0.00%             | 2026-09-17      | Fixed         | 21.14%                | No            |                  3 | On Loan: No      |
| Bombardier, Inc.                                                                      | Bombardier, Inc.                                                                      | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $507630.50    | 0.25%             | 2033-06-15      | Fixed         | 6.75%                 | 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        |      1938 | PA      | $1918.40      | 0.00%             | 2026-11-23      | Fixed         | 16.06%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2032947.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10228 | PA      | $10027.15     | 0.00%             | 2026-11-12      | Fixed         | 19.59%                | No            |                  3 | On Loan: No      |
| Caesars Entertainment, Inc.                                                           | Caesars Entertainment, Inc.                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308026.50    | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2972102.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1927 | PA      | $295.28       | 0.00%             | 2027-04-19      | Fixed         | 26.72%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502639.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4852 | PA      | $4686.26      | 0.00%             | 2027-01-25      | Fixed         | 4.89%                 | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., L2250010.UP.FTS.B                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2242 | PA      | $2199.59      | 0.00%             | 2026-12-14      | Fixed         | 23.56%                | No            |                  3 | On Loan: No      |
| Waste Pro USA, Inc.                                                                   | Waste Pro USA, Inc.                                                                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205565.80    | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2502647.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5856 | PA      | $5801.66      | 0.00%             | 2027-06-25      | Fixed         | 31.05%                | No            |                  3 | On Loan: No      |
| Freedom Financial Asset Management LLC                                                | Freedom Financial Asset Management LLC, APP-13513406.FP.FTS.B                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23354 | PA      | $23714.91     | 0.01%             | 2027-04-01      | Fixed         | 14.34%                | No            |                  3 | On Loan: No      |
| Upstart Network, Inc.                                                                 | Upstart Network, Inc., FW2249158.UP.FTS.B                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6617 | PA      | $6457.96      | 0.00%             | 2027-10-28      | Fixed         | 11.80%                | No            |                  3 | On Loan: No      |
| Efesto Bidco SpA Efesto US LLC                                                        | Efesto Bidco SpA Efesto US LLC, Series XR                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1050000 | PA      | $1057743.75   | 0.51%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                             | Sunoco LP                                                                             | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520195.00    | 0.25%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185051135.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14398 | PA      | $14488.06     | 0.01%             | 2027-08-28      | Fixed         | 23.99%                | 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        |      6236 | PA      | $6143.71      | 0.00%             | 2027-02-17      | Fixed         | 29.10%                | No            |                  3 | On Loan: No      |
| Jane Street Group / JSG Finance, Inc.                                                 | Jane Street Group / JSG Finance, Inc.                                                 | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481995.60    | 0.23%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                                                            | Woodside Energy Group Ltd.                                                            | CUSIP: 980228308<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |      9101 | NS      | $130417.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp. - LCX PM                                                            | LendingClub Corp. - LCX PM, 185215933.LC.FTS.B                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12591 | PA      | $0.00         | 0.00%             | 2027-06-25      | Fixed         | 28.99%                | No            |                  3 | On Loan: No      |
| Hillenbrand, Inc.                                                                     | Hillenbrand, Inc.                                                                     | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602820.60    | 0.29%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gates Corp.                                                                           | Gates Corp.                                                                           | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410403.64    | 0.20%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** Franklin Universal Trust

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer