# EDGAR Filing Document

**Accession Number:** 0001885778
**File Stem:** 0001193125-25-332687
**Filing Date:** 2025-12
**Character Count:** 393477
**Document Hash:** 67737a392015029438a5dd03a4e8be8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-332687.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-332687

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Marathon Asset-Based Lending Fund
- **CENTRAL INDEX KEY:** 0001885778

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23748
- **FILM NUMBER:** 251603856

**BUSINESS ADDRESS:**
- **STREET 1:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2261

**MAIL ADDRESS:**
- **STREET 1:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Asset-Based Lending Fund
- **DATE OF NAME CHANGE:** 20210930

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Marathon Asset-Based Lending Fund

- **b. Investment Company Act file number:** 811-23748

- **c. CIK number of Registrant:** 0001885778

- **d. LEI of Registrant:** 549300O72EC3J9L86B89

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** John Hancock Marathon Asset-Based Lending Fund

- **c. LEI of Series:** 549300O72EC3J9L86B89

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $338245226.98

**Total Liabilities:** $87509794.29

**Net Assets:** $250735432.69

**Stand-by Commitments:** $1413625.06

**Cash Not Reported:** $2214410.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4711.956899999999 | **1-Year:** -10720.156800000000 | **5-Year:** -8909.300199999998 | **10-Year:** -6257.844100000001 | **30-Year:** -6029.096000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.54%                | 1.05%                | 0.10%                |
| Class ID N/A | 0.59%                | 1.02%                | 0.15%                |
| Class ID N/A | 0.53%                | 0.94%                | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49752.30               | $488964.27                                 |
| Month 2  | $-66747.12               | $1379409.64                                |
| Month 3  | $-42390.85               | $-4428207.30                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 XS 144A                | CUSIP: 00449TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8092147 | PA      | $776846.09    | 0.31%             | 2039-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACREC 2023-FL2 LLC ACREC 2023 FL2 C 144A                          | ACREC 2023-FL2 LLC ACREC 2023 FL2 C 144A                          | CUSIP: 00501BAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013516.80   | 0.80%             | 2038-02-19      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP AG 2024 NLP B 144A                              | AG TRUST 2024-NLP AG 2024 NLP B 144A                              | CUSIP: 00792MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1604020.48   | 0.64%             | 2041-07-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                                            | ALLEGANY PARK CLO LTD ALLPK 2019 1A DRR 144A                      | CUSIP: 017154BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992665.00    | 0.40%             | 2035-01-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | THPT 2023-THL MORTGAGE TRUST THPT 2023 THL D 144A                 | CUSIP: 87252LAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3025627.50   | 1.21%             | 2034-12-10      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| STEVENS CREEK BOULEVARD TERM LOAN                                 | STEVENS CREEK BOULEVARD TERM LOAN                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4732080 | PA      | $4731133.58   | 1.89%             | 2026-07-11      | Floating      | 10.62%                | No            |                  3 | On Loan: No      |
| TRIMARAN CAVU 2021-3 LTD CAVU 2021 3A D 144A                      | TRIMARAN CAVU 2021-3 LTD CAVU 2021 3A D 144A                      | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504607.50   | 1.00%             | 2035-01-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED TACLN 2025 1 D 144A                | TRUIST BANK AUTO CREDIT-LINKED TACLN 2025 1 D 144A                | CUSIP: 897926CE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610955 | PA      | $1610491.65   | 0.64%             | 2033-09-26      | Fixed         | 9.69%                 | No            |                  2 | On Loan: No      |
| JH LIFTCO LLC 20340314 00001.0000000000                           | JH LIFTCO LLC 20340314 00001.0000000000                           | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $11871681.01  | 4.73%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| US BANK CandI CREDIT-LINKED NOTE USCLN 2025 SUP2 E 144A           | US BANK CandI CREDIT-LINKED NOTE USCLN 2025 SUP2 E 144A           | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457921 | PA      | $1457870.68   | 0.58%             | 2032-09-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2023 1 D 144A                                    | CUSIP: 90357PAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384963 | PA      | $391671.05    | 0.16%             | 2032-08-25      | Fixed         | 13.60%                | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US BANK NA USCLN 2025 SUP1 R 144A                                 | CUSIP: 90357PBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465722 | PA      | $1465721.89   | 0.58%             | 2032-02-25      | Floating      | 11.68%                | No            |                  3 | On Loan: No      |
| Clairemont Drive LLC                                              | CLAIREMONT DRIVE LLC TERM LOAN                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4555584 | PA      | $4539639.39   | 1.81%             | 2026-03-11      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 A F 144A                | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 A F 144A                | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2462885 | PA      | $2462382.87   | 0.98%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B F 144A                | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B F 144A                | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000065.00   | 0.80%             | 2033-09-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | AVANT LOANS FUNDING TRUST 2025 AVNT 2025 REV1 D 144A              | CUSIP: 05352BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3058165.50   | 1.22%             | 2034-05-15      | Fixed         | 8.39%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | AVANT LOANS FUNDING TRUST 2024 AVNT 2024 REV1 C 144A              | CUSIP: 05352UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1787856.00   | 0.71%             | 2033-10-15      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| AVANT LOANS FUNDING TRUST 2022 AVNT 2022 REV1 E 144A              | AVANT LOANS FUNDING TRUST 2022 AVNT 2022 REV1 E 144A              | CUSIP: 05356GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3017690.70   | 1.20%             | 2031-09-15      | Fixed         | 12.98%                | No            |                  2 | On Loan: No      |
| BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | BAMLL TRUST 2025-ASHF BAMLL 2025 ASHF C 144A                      | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000002.70   | 1.20%             | 2042-02-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 IMC D 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 IMC D 144A                 | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3920000.00   | 1.56%             | 2034-04-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA F 144A                            | BX TRUST 2021-ARIA BX 2021 ARIA F 144A                            | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996875.00   | 0.80%             | 2036-10-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M C 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M C 144A                 | CUSIP: 05609CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2793875.00   | 1.11%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M H 144A                 | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 21M H 144A                 | CUSIP: 05609CAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4160814.00   | 1.66%             | 2036-10-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2023-DELC BX 2023 DELC E 144A                            | BX TRUST 2023-DELC BX 2023 DELC E 144A                            | CUSIP: 05610DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2526214.00   | 1.01%             | 2038-05-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM BX 2024 PALM D 144A                                  | BX 2024-PALM BX 2024 PALM D 144A                                  | CUSIP: 05612UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3556731 | PA      | $3561085.99   | 1.42%             | 2037-06-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 C CERT 144A             | CUSIP: 08651UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $339105.97    | 0.14%             | 2035-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 A CERT 144A             | CUSIP: 08652AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $399324.53    | 0.16%             | 2035-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 B CERT 144A             | CUSIP: 08652QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $561146.89    | 0.22%             | 2035-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT 144A             | BEST EGG ASSET STRUCTURED PASS BEAST 2025 D CERT 144A             | CUSIP: 08652UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3003 | PA      | $604911.11    | 0.24%             | 2035-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | BIRCH GROVE CLO LTD BGCLO 19A D2RR 144A                           | CUSIP: 09075JBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1765809.50   | 0.70%             | 2037-07-17      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 SLCT E 144A                | CUSIP: 12433JAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1961017.28   | 0.78%             | 2042-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| CG FINANCE LP CHRN 2023 1 A                                       | CG FINANCE LP CHRN 2023 1 A                                       | CUSIP: 12531AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5154500.00   | 2.06%             | 2028-06-28      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 1 E 144A                | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 1 E 144A                | CUSIP: 44644NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605568 | PA      | $617907.59    | 0.25%             | 2032-05-20      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 2 E 144A                | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2024 2 E 144A                | CUSIP: 44644NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194080 | PA      | $1208642.84   | 0.48%             | 2032-10-20      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | J.P. MORGAN CHASE COMMERCIAL M JPMCC 2025 BHR5 C 144A             | CUSIP: 46649WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1600500.00   | 0.64%             | 2040-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO 2013-1 Ltd.                                     | KKR FINANCIAL CLO 2013-1 LTD KKR 2013 1A DR2 144A                 | CUSIP: 48249XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508602.50   | 1.00%             | 2029-04-15      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2024-1 CRFT 2024 1A CLN 144A               | CUSIP: BCC3F4L30<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   5000000 | PA      | $5086500.00   | 2.03%             | 2033-11-21      | Floating      | 13.52%                | No            |                  3 | On Loan: No      |
| TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | TILAPIA FINANCE PROFIT PARTICIPATING NOTES                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |   1102965 | PA      | $1276545.39   | 0.51%             | 2033-12-12      | Floating      | 8.94%                 | No            |                  3 | On Loan: No      |
| JH ARBOR LEASING LLC                                              | JH ARBOR LEASING LLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $8476610.82   | 3.38%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Genprov Holdco LLC                                                | GENPROV HOLDCO LLC TERM LOAN                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4914630 | PA      | $4927407.91   | 1.97%             | 2026-08-11      | Floating      | 9.78%                 | No            |                  3 | On Loan: No      |
| JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | JH AIRCRAFT LEASING 4535 DESIGNATED ACTIVITY COMPANY              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |  20897863 | PA      | $579363.79    | 0.23%             | 2044-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JH FINANCE LEASE CO LLC SPV                                       | JH FINANCE LEASE CO LLC SPV                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $5825795.17   | 2.32%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JH REO TRUST 20521014 00001.0000000000                            | JH REO TRUST 20521014 00001.0000000000                            | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $146098.57    | 0.06%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | ACHV ABS TRUST 2023-3PL ACHV 2023 3PL R 144A                      | CUSIP: 000876AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2637 | PA      | $225450.58    | 0.09%             | 2030-08-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHV ABS TRUST 2023-1PL ACHV 2023 1PL CERT 144A                   | ACHV ABS TRUST 2023-1PL ACHV 2023 1PL CERT 144A                   | CUSIP: 00091XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37848 | PA      | $2645359.47   | 1.06%             | 2030-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 C 144A                          | CUSIP: 00111NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3057007 | PA      | $3174770.73   | 1.27%             | 2038-10-25      | Variable      | 9.30%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | ACHM TRUST 2023-HE2 ACHM 2023 HE2 D 144A                          | CUSIP: 00111NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567739 | PA      | $348702.73    | 0.14%             | 2038-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | ACHM TRUST 2023-HE2 ACHM 2023 HE2 XS 144A                         | CUSIP: 00111NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4715204 | PA      | $209826.56    | 0.08%             | 2038-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | ACHM TRUST 2024-HE2 ACHM 2024 HE2 D 144A                          | CUSIP: 00112DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550513 | PA      | $38113.81     | 0.02%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | ACHM TRUST 2024-HE2 ACHM 2024 HE2 XS 144A                         | CUSIP: 00112DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7864627 | PA      | $1042372.96   | 0.42%             | 2039-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL ACHV 2025 1PL E 144A                      | ACHV ABS TRUST 2025-1PL ACHV 2025 1PL E 144A                      | CUSIP: 00112MAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960399 | PA      | $947147.93    | 0.38%             | 2032-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 F 144A                          | ACHM TRUST 2025-HE2 ACHM 2025 HE2 F 144A                          | CUSIP: 00112XAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232842 | PA      | $234086.70    | 0.09%             | 2055-08-25      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 G 144A                          | ACHM TRUST 2025-HE2 ACHM 2025 HE2 G 144A                          | CUSIP: 00112XAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114211 | PA      | $7169.93      | 0.00%             | 2055-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE2 ACHM 2025 HE2 XS 144A                         | ACHM TRUST 2025-HE2 ACHM 2025 HE2 XS 144A                         | CUSIP: 00112XAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7169167 | PA      | $600101.60    | 0.24%             | 2055-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | ARZ TRUST 2024-BILT ARZ 2024 BILT E 144A                          | CUSIP: 00218TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2049792.60   | 0.82%             | 2029-06-11      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | ACHM TRUST 2025-HE1 ACHM 2025 HE1 D 144A                          | CUSIP: 00449SAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365656 | PA      | $470741.77    | 0.19%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | ACHM TRUST 2025-HE1 ACHM 2025 HE1 XS 144A                         | CUSIP: 00449SAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19509378 | PA      | $1896311.58   | 0.76%             | 2055-03-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | ACHM MORTGAGE TRUST 2024-HE1 ACHM 2024 HE1 D 144A                 | CUSIP: 00449TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581262 | PA      | $103223.98    | 0.04%             | 2039-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CLNY TRUST 2019-IKPR CLNY 2019 IKPR C 144A                        | CUSIP: 12564NAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1447500.00   | 0.58%             | 2038-11-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM E 144A                 | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM E 144A                 | CUSIP: 12674GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3979876.40   | 1.59%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CARNOW AUTO RECEIVABLES TRUST CNART 2023 1A D 144A                | CUSIP: 14367RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2432392 | PA      | $2432345.20   | 0.97%             | 2028-02-15      | Fixed         | 7.99%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Limited                                      | COLUMBIA CENT CLO 29 LTD CECLO 2020 29A D1RR 144A                 | CUSIP: 197363BS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992340.00    | 0.40%             | 2034-10-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | COMM 2024-WCL1 MORTGAGE TRUST COMM 2024 WCL1 C 144A               | CUSIP: 20047DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3304122.03   | 1.32%             | 2041-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Credit Suisse ABS Repackaging Trust 2013-A                        | CREDIT SUISSE ABS REPACKAGING CSRT 2013 A R1 144A                 | CUSIP: 22546U108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $1584602.00   | 0.63%             | 2043-04-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DK TRUST 2025-LXP DK 2025 LXP E 144A                              | DK TRUST 2025-LXP DK 2025 LXP E 144A                              | CUSIP: 23292LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4011250.00   | 1.60%             | 2037-08-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS C 144A               | CUSIP: 23307KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1497656.25   | 0.60%             | 2037-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS D 144A               | DBWF 2024-LCRS MORTGAGE TRUST DBWF 2024 LCRS D 144A               | CUSIP: 23307KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2998125.00   | 1.20%             | 2037-04-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/CRAFT 2025-2 CRFT 2025 2A CLN 144A               | DEUTSCHE BANK AG/CRAFT 2025-2 CRFT 2025 2A CLN 144A               | CUSIP: 251937AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   5750000 | PA      | $5750000.00   | 2.29%             | 2035-01-21      | Floating      | 11.35%                | No            |                  3 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | DRYDEN 49 SENIOR LOAN FUND DRSLF 2017 49A DR 144A                 | CUSIP: 26244QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3730000 | PA      | $3732446.88   | 1.49%             | 2030-07-18      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | FS RIALTO 2021-FL3 FSRIA 2021 FL3 D 144A                          | CUSIP: 30323CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2494129.75   | 0.99%             | 2036-11-16      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | FS RIALTO 2025-FL10 ISSUER LLC FSRIA 2025 FL10 AS 144A            | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2494444.00   | 0.99%             | 2042-08-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | FIGRE TRUST 2024-HE5 FIGRE 2024 HE5 CE 144A                       | CUSIP: 31684FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394528 | PA      | $1483824.77   | 0.59%             | 2054-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | FREED ABS TRUST 2022-3FP FREED 2022 3FP CERT 144A                 | CUSIP: 35634EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23900 | PA      | $2496907.09   | 1.00%             | 2029-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GPMT 2021-FL4 Ltd.                                                | GPMT 2021-FL4 LTD GPMT 2021 FL4 D 144A                            | CUSIP: 36262TAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1852109.40   | 0.74%             | 2036-12-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | GSMS TRUST 2024-FAIR GSMS 2024 FAIR E 144A                        | CUSIP: 36270JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4034024.40   | 1.61%             | 2029-07-15      | Variable      | 9.15%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | GREAT WOLF TRUST 2024-WOLF GWT 2024 WOLF E 144A                   | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2197712.50   | 0.88%             | 2039-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A E 144A                | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013077.40   | 0.40%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                   | HERTZ VEHICLE FINANCING III LL HERTZ 2025 1A D 144A               | CUSIP: 42806MCW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2007859.00   | 0.80%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2025-CES1                              | JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 CES1 M1 144A            | CUSIP: 46658XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2023104.00   | 0.81%             | 2055-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | KIND TRUST 2021-KIND KNDR 2021 KIND B 144A                        | CUSIP: 482606AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1983710 | PA      | $1966352.07   | 0.78%             | 2038-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd.                                                | KREF 2021-FL2 LTD KREF 2021 FL2 AS 144A                           | CUSIP: 48275RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $934876.95    | 0.37%             | 2039-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | KIND COMMERCIAL MORTGAGE TRUST KIND 2024 1 D 144A                 | CUSIP: 494925AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999998.20   | 1.20%             | 2041-08-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | KSL COMMERCIAL MORTGAGE TRUST KSL 2024 HT2 B 144A                 | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2427268 | PA      | $2424234.17   | 0.97%             | 2039-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                    | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 M1 144A            | CUSIP: 50205YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009574.80   | 0.80%             | 2040-08-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                    | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 M2 144A            | CUSIP: 50205YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2559104.78   | 1.02%             | 2040-08-25      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023 LAQ D 144A                   | CUSIP: 516681AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871516 | PA      | $850198.38    | 0.34%             | 2036-03-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| MAM SRT Holder II Limited                                         | MAM SRT HOLDER II LTD 08/32 6.5                                   | CUSIP: 56145RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3542176 | PA      | $3540051.01   | 1.41%             | 2032-08-06      | Floating      | 10.54%                | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | MARLETTE FUNDING TRUST 2022-3 MFT 2022 3A D 144A                  | CUSIP: 57109NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3798891.00   | 1.52%             | 2032-11-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | MOSAIC SOLAR LOAN TRUST 2018-2 MSAIC 2018 2GS R 144A              | CUSIP: 61946LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19131000 | PA      | $2896777.76   | 1.16%             | 2044-02-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-7 PAID 2023 7 D 144A                    | PAGAYA AI DEBT TRUST 2023-7 PAID 2023 7 D 144A                    | CUSIP: 69548RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3498696 | PA      | $3536742.47   | 1.41%             | 2031-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | PROSPER MARKETPLACE ISSUANCE T PMIT 2024 1A D 144A                | CUSIP: 74363CAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3094237.80   | 1.23%             | 2029-08-15      | Fixed         | 10.98%                | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2017-2 LTD ROCKT 2017 2A DR 144A               | ROCKFORD TOWER CLO 2017-2 LTD ROCKT 2017 2A DR 144A               | CUSIP: 77340GAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003972.00   | 0.80%             | 2029-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                               | SCC GOVERMENT MM GVXX 20301231 00001.0000000000                   | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |  27806725 | NS      | $27806724.56  | 11.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 S1 CERT 144A            | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 S1 CERT 144A            | CUSIP: 80286QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11500 | PA      | $3059339.25   | 1.22%             | 2028-04-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2023 A G 144A                | CUSIP: 80290CBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698510 | PA      | $3149154.15   | 1.26%             | 2033-06-15      | Fixed         | 24.70%                | No            |                  2 | On Loan: No      |
| THOR 2024-A LLC THOR 2024 A C 144A                                | THOR 2024-A LLC THOR 2024 A C 144A                                | CUSIP: 88517QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2042777 | PA      | $2048115.05   | 0.82%             | 2041-08-15      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| JH RAIL LLC                                                       | JH RAIL LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $8537340.83   | 3.40%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | VERENA AT GILBERT DELAYED DRAW TERM LOAN                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4766143 | PA      | $4747554.58   | 1.89%             | 2027-01-11      | Floating      | 9.62%                 | No            |                  3 | On Loan: No      |
| VERENA AT HILLARD TERM LOAN                                       | VERENA AT HILLARD TERM LOAN                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   6000000 | PA      | $6023400.00   | 2.40%             | 2027-04-11      | Floating      | 9.97%                 | No            |                  3 | On Loan: No      |
| MCR Newark Airport LLC                                            | MCR NEWARK AIRPORT LLC TERM LOAN                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   4617939 | PA      | $4636410.37   | 1.85%             | 2027-04-11      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51502010013                  | PPR Capital Management, Loan ID - R1D51502010013                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6904 | PA      | $3400.00      | 0.00%             | 2042-11-01      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010146                  | PPR Capital Management, Loan ID - R1D51506010146                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68206 | PA      | $33585.00     | 0.01%             | 2046-12-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010444                  | PPR Capital Management, Loan ID - R1D51506010444                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51454 | PA      | $25336.00     | 0.01%             | 2052-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51506010469                  | PPR Capital Management, Loan ID - R1D51506010469                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23449 | PA      | $11546.00     | 0.00%             | 2036-09-01      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51507010001                  | PPR Capital Management, Loan ID - R1D51507010001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4266 | PA      | $2101.00      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51605010212                  | PPR Capital Management, Loan ID - R1D51605010212                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20587 | PA      | $10137.00     | 0.00%             | 2031-06-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51611010043                  | PPR Capital Management, Loan ID - R1D51611010043                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9529 | PA      | $4692.00      | 0.00%             | 2021-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51805030001                  | PPR Capital Management, Loan ID - R1D51805030001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20722 | PA      | $10203.00     | 0.00%             | 2043-03-20      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51808040029                  | PPR Capital Management, Loan ID - R1D51808040029                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18191 | PA      | $8957.00      | 0.00%             | 2041-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030089                  | PPR Capital Management, Loan ID - R1D51812030089                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69462 | PA      | $34203.00     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030096                  | PPR Capital Management, Loan ID - R1D51812030096                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25922 | PA      | $12764.00     | 0.01%             | 2036-07-01      | Fixed         | 13.50%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51812030180                  | PPR Capital Management, Loan ID - R1D51812030180                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    117370 | PA      | $57793.00     | 0.02%             | 2050-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040003                  | PPR Capital Management, Loan ID - R1D51903040003                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14403 | PA      | $7092.00      | 0.00%             | 2030-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040192                  | PPR Capital Management, Loan ID - R1D51903040192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75935 | PA      | $37390.00     | 0.01%             | 2037-02-01      | Fixed         | 11.62%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51903040208                  | PPR Capital Management, Loan ID - R1D51903040208                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     81917 | PA      | $40336.00     | 0.02%             | 2022-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51904010040                  | PPR Capital Management, Loan ID - R1D51904010040                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123424 | PA      | $60774.00     | 0.02%             | 2051-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51906030034                  | PPR Capital Management, Loan ID - R1D51906030034                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    213621 | PA      | $105187.00    | 0.04%             | 2048-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52007020001                  | PPR Capital Management, Loan ID - R1D52007020001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20078 | PA      | $9887.00      | 0.00%             | 2038-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D52110130001                  | PPR Capital Management, Loan ID - R1D52110130001                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97933 | PA      | $48222.00     | 0.02%             | 2042-05-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D65796677                            | Bank of America, Loan ID - R1D65796677                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4664 | PA      | $3999.00      | 0.00%             | 2029-10-25      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D67442686                            | Bank of America, Loan ID - R1D67442686                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5366 | PA      | $4600.00      | 0.00%             | 2029-10-25      | Fixed         | 12.75%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D648343679                           | Bank of America, Loan ID - R1D648343679                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63332 | PA      | $54294.00     | 0.02%             | 2029-11-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D667955965                           | Bank of America, Loan ID - R1D667955965                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7406 | PA      | $6349.00      | 0.00%             | 2029-10-25      | Fixed         | 11.38%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612761841                            | Shelving Rock, Loan ID - R1D9612761841                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58924 | PA      | $44812.00     | 0.02%             | 2028-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131159016                            | Shelving Rock, Loan ID - R1D9131159016                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     79504 | PA      | $60462.00     | 0.02%             | 2026-12-01      | Fixed         | 9.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9147577076                            | Shelving Rock, Loan ID - R1D9147577076                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74510 | PA      | $56665.00     | 0.02%             | 2026-04-01      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613176767                            | Shelving Rock, Loan ID - R1D9613176767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28947 | PA      | $22014.00     | 0.01%             | 2034-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158789377                            | Shelving Rock, Loan ID - R1D9158789377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33734 | PA      | $25655.00     | 0.01%             | 2029-03-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613052844                            | Shelving Rock, Loan ID - R1D9613052844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37170 | PA      | $28268.00     | 0.01%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148123833                            | Shelving Rock, Loan ID - R1D9148123833                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50787 | PA      | $38624.00     | 0.02%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613041136                            | Shelving Rock, Loan ID - R1D9613041136                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39111 | PA      | $29744.00     | 0.01%             | 2032-01-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613067354                            | Shelving Rock, Loan ID - R1D9613067354                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8868 | PA      | $6744.00      | 0.00%             | 2027-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612970285                            | Shelving Rock, Loan ID - R1D9612970285                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17208 | PA      | $13087.00     | 0.01%             | 2033-06-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91084131                              | Shelving Rock, Loan ID - R1D91084131                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50190 | PA      | $38169.00     | 0.02%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D912791                                | Shelving Rock, Loan ID - R1D912791                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71854 | PA      | $54645.00     | 0.02%             | 2027-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21032974202                                   | Achieve, Loan ID - R21032974202                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38406 | PA      | $39270.00     | 0.02%             | 2033-10-01      | Fixed         | 15.25%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - R21034913863                                   | Achieve, Loan ID - R21034913863                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63540 | PA      | $64970.00     | 0.03%             | 2034-05-01      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1271156                    | Capital Asset Management, Loan ID - R1D1271156                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37848 | PA      | $24968.00     | 0.01%             | 2040-02-01      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1183348                    | Capital Asset Management, Loan ID - R1D1183348                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39375 | PA      | $25976.00     | 0.01%             | 2048-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1251042                    | Capital Asset Management, Loan ID - R1D1251042                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41021 | PA      | $27061.00     | 0.01%             | 2041-07-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317596                    | Capital Asset Management, Loan ID - R1D1317596                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10474 | PA      | $6909.00      | 0.00%             | 2034-07-02      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331351411                           | Bank of America, Loan ID - R1D331351411                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14277 | PA      | $10808.00     | 0.00%             | 2037-11-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184204                    | Capital Asset Management, Loan ID - R1D1184204                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63000 | PA      | $41561.00     | 0.02%             | 2036-12-01      | Fixed         | 12.38%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1153882                    | Capital Asset Management, Loan ID - R1D1153882                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67362 | PA      | $44439.00     | 0.02%             | 2047-09-01      | Fixed         | 3.90%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1270777                    | Capital Asset Management, Loan ID - R1D1270777                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61396 | PA      | $40503.00     | 0.02%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1317738                    | Capital Asset Management, Loan ID - R1D1317738                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74624 | PA      | $49229.00     | 0.02%             | 2058-06-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582428                    | Capital Asset Management, Loan ID - R1D1582428                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72216 | PA      | $47641.00     | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333990                    | Capital Asset Management, Loan ID - R1D1333990                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     62408 | PA      | $41171.00     | 0.02%             | 2035-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362185211                           | Bank of America, Loan ID - R1D362185211                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51849 | PA      | $39249.00     | 0.02%             | 2029-05-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2223768                             | Bank of America, Loan ID - R1D2223768                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71603 | PA      | $58070.00     | 0.02%             | 2057-04-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321672554                           | Bank of America, Loan ID - R1D321672554                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68643 | PA      | $51962.00     | 0.02%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1493873                    | Capital Asset Management, Loan ID - R1D1493873                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96719 | PA      | $63806.00     | 0.03%             | 2029-08-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1285038                    | Capital Asset Management, Loan ID - R1D1285038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96731 | PA      | $63814.00     | 0.03%             | 2037-11-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D382472688                           | Bank of America, Loan ID - R1D382472688                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100524 | PA      | $76097.00     | 0.03%             | 2028-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1214825                    | Capital Asset Management, Loan ID - R1D1214825                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106746 | PA      | $70420.00     | 0.03%             | 2037-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2189860                             | Bank of America, Loan ID - R1D2189860                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    111847 | PA      | $90708.00     | 0.04%             | 2035-08-01      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1410621                    | Capital Asset Management, Loan ID - R1D1410621                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    169739 | PA      | $111977.00    | 0.04%             | 2037-11-30      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D2231928                             | Bank of America, Loan ID - R1D2231928                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190895 | PA      | $154816.00    | 0.06%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1538702                    | Capital Asset Management, Loan ID - R1D1538702                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    355120 | PA      | $234273.00    | 0.09%             | 2059-10-01      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4135626031                          | Bank of America, Loan ID - R1D4135626031                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53553 | PA      | $39859.00     | 0.02%             | 2035-10-11      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4142880321                          | Bank of America, Loan ID - R1D4142880321                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57047 | PA      | $42460.00     | 0.02%             | 2036-06-15      | Fixed         | 4.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875960106                          | Bank of America, Loan ID - R1D4875960106                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31092 | PA      | $23142.00     | 0.01%             | 2032-04-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875973630                          | Bank of America, Loan ID - R1D4875973630                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22201 | PA      | $16524.00     | 0.01%             | 2031-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876049582                          | Bank of America, Loan ID - R1D4876049582                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5168 | PA      | $3847.00      | 0.00%             | 2032-07-18      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876317082                          | Bank of America, Loan ID - R1D4876317082                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59371 | PA      | $44190.00     | 0.02%             | 2030-07-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876762155                          | Bank of America, Loan ID - R1D4876762155                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57703 | PA      | $42948.00     | 0.02%             | 2036-01-16      | Fixed         | 7.74%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876763347                          | Bank of America, Loan ID - R1D4876763347                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    346093 | PA      | $257597.00    | 0.10%             | 2054-01-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876771641                          | Bank of America, Loan ID - R1D4876771641                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    137964 | PA      | $102686.00    | 0.04%             | 2035-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4876787441                          | Bank of America, Loan ID - R1D4876787441                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    324944 | PA      | $241856.00    | 0.10%             | 2054-09-01      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877096402                          | Bank of America, Loan ID - R1D4877096402                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30803 | PA      | $22926.00     | 0.01%             | 2035-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877182962                          | Bank of America, Loan ID - R1D4877182962                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48719 | PA      | $36261.00     | 0.01%             | 2031-11-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4877521188                          | Bank of America, Loan ID - R1D4877521188                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10194 | PA      | $7587.00      | 0.00%             | 2032-02-09      | Fixed         | 6.19%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51303030492                  | PPR Capital Management, Loan ID - R1D51303030492                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47051 | PA      | $23168.00     | 0.01%             | 2062-10-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613070523                            | Shelving Rock, Loan ID - R1D7613070523                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71178 | PA      | $60117.00     | 0.02%             | 2030-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613184407                            | Shelving Rock, Loan ID - R1D7613184407                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24775 | PA      | $20925.00     | 0.01%             | 2035-03-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612934083                            | Shelving Rock, Loan ID - R1D7612934083                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36976 | PA      | $31230.00     | 0.01%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613201664                            | Shelving Rock, Loan ID - R1D7613201664                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48172 | PA      | $40686.00     | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155104113                            | Shelving Rock, Loan ID - R1D7155104113                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77406 | PA      | $65378.00     | 0.03%             | 2025-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613192491                            | Shelving Rock, Loan ID - R1D7613192491                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45057 | PA      | $38055.00     | 0.02%             | 2029-03-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7138556254                            | Shelving Rock, Loan ID - R1D7138556254                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48327 | PA      | $40817.00     | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612994574                            | Shelving Rock, Loan ID - R1D7612994574                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45311 | PA      | $38270.00     | 0.02%             | 2031-12-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618452353                            | Shelving Rock, Loan ID - R1D7618452353                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39011 | PA      | $32949.00     | 0.01%             | 2027-03-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612563619                            | Shelving Rock, Loan ID - R1D7612563619                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35394 | PA      | $29894.00     | 0.01%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613181106                            | Shelving Rock, Loan ID - R1D7613181106                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9412 | PA      | $7950.00      | 0.00%             | 2037-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750765                      | CTF Asset Management, Loan ID - R1D862750765                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86300 | PA      | $75392.00     | 0.03%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160061974                    | CTF Asset Management, Loan ID - R1D89160061974                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74971 | PA      | $65494.00     | 0.03%             | 2043-03-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160085000                    | CTF Asset Management, Loan ID - R1D89160085000                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72963 | PA      | $63740.00     | 0.03%             | 2043-11-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086154                    | CTF Asset Management, Loan ID - R1D89160086154                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72598 | PA      | $63421.00     | 0.03%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083656                    | CTF Asset Management, Loan ID - R1D89160083656                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82444 | PA      | $72023.00     | 0.03%             | 2053-04-25      | Fixed         | 5.80%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160067642                    | CTF Asset Management, Loan ID - R1D89160067642                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74720 | PA      | $65275.00     | 0.03%             | 2052-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651831                      | CTF Asset Management, Loan ID - R1D862651831                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69403 | PA      | $60631.00     | 0.02%             | 2052-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160080998                    | CTF Asset Management, Loan ID - R1D89160080998                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80191 | PA      | $70055.00     | 0.03%             | 2037-03-20      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160038038                    | CTF Asset Management, Loan ID - R1D89160038038                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67642 | PA      | $59092.00     | 0.02%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086156                    | CTF Asset Management, Loan ID - R1D89160086156                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67248 | PA      | $58748.00     | 0.02%             | 2038-09-01      | Fixed         | 8.99%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160075026                    | CTF Asset Management, Loan ID - R1D89160075026                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74482 | PA      | $65067.00     | 0.03%             | 2049-05-20      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750401                      | CTF Asset Management, Loan ID - R1D862750401                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     72500 | PA      | $63336.00     | 0.03%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062114                    | CTF Asset Management, Loan ID - R1D89160062114                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     86374 | PA      | $75456.00     | 0.03%             | 2051-06-15      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070254                    | CTF Asset Management, Loan ID - R1D89160070254                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60998 | PA      | $53288.00     | 0.02%             | 2031-09-20      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086190                    | CTF Asset Management, Loan ID - R1D89160086190                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77527 | PA      | $67727.00     | 0.03%             | 2050-06-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082270                    | CTF Asset Management, Loan ID - R1D89160082270                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63764 | PA      | $55705.00     | 0.02%             | 2037-08-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160058918                    | CTF Asset Management, Loan ID - R1D89160058918                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88297 | PA      | $77136.00     | 0.03%             | 2052-11-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086670                    | CTF Asset Management, Loan ID - R1D89160086670                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58710 | PA      | $51289.00     | 0.02%             | 2053-12-01      | Fixed         | 11.55%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491136                      | CTF Asset Management, Loan ID - R1D865491136                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58119 | PA      | $50773.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862876396                      | CTF Asset Management, Loan ID - R1D862876396                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60500 | PA      | $52853.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160046378                    | CTF Asset Management, Loan ID - R1D89160046378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74818 | PA      | $65361.00     | 0.03%             | 2063-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490971                      | CTF Asset Management, Loan ID - R1D865490971                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54743 | PA      | $47824.00     | 0.02%             | 2052-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070252                    | CTF Asset Management, Loan ID - R1D89160070252                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55609 | PA      | $48580.00     | 0.02%             | 2037-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488149                                         | Arivo, Loan ID - C1488149                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37580 | PA      | $37693.00     | 0.02%             | 2029-09-17      | Fixed         | 17.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393035                                         | Arivo, Loan ID - C1393035                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38483 | PA      | $38598.00     | 0.02%             | 2029-05-30      | Fixed         | 12.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395098                                         | Arivo, Loan ID - C1395098                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36151 | PA      | $36260.00     | 0.01%             | 2029-06-02      | Fixed         | 14.86%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392527                                         | Arivo, Loan ID - C1392527                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38201 | PA      | $38316.00     | 0.02%             | 2029-05-29      | Fixed         | 14.78%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391736                                         | Arivo, Loan ID - C1391736                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17146 | PA      | $17197.00     | 0.01%             | 2029-05-29      | Fixed         | 16.55%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392202                                         | Arivo, Loan ID - C1392202                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37795 | PA      | $37909.00     | 0.02%             | 2029-05-29      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389712                                         | Arivo, Loan ID - C1389712                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9913 | PA      | $9942.00      | 0.00%             | 2029-05-25      | Fixed         | 22.08%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D36749564                            | Bank of America, Loan ID - R1D36749564                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        18 | PA      | $14.00        | 0.00%             | 2035-06-01      | Fixed         | 11.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314469                    | Capital Asset Management, Loan ID - R1D1314469                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1351 | PA      | $891.00       | 0.00%             | 2031-08-22      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1399385                    | Capital Asset Management, Loan ID - R1D1399385                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        65 | PA      | $43.00        | 0.00%             | 2021-10-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391149                    | Capital Asset Management, Loan ID - R1D1391149                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       848 | PA      | $559.00       | 0.00%             | 2020-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341275604                           | Bank of America, Loan ID - R1D341275604                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1548 | PA      | $1172.00      | 0.00%             | 2024-09-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1585078                    | Capital Asset Management, Loan ID - R1D1585078                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3891 | PA      | $2567.00      | 0.00%             | 2024-04-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321106165                           | Bank of America, Loan ID - R1D321106165                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3168 | PA      | $2399.00      | 0.00%             | 2037-03-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1320040                    | Capital Asset Management, Loan ID - R1D1320040                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2369 | PA      | $1563.00      | 0.00%             | 2028-01-12      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386378                    | Capital Asset Management, Loan ID - R1D1386378                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       933 | PA      | $615.00       | 0.00%             | 2025-08-01      | Fixed         | 14.14%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D320115934                           | Bank of America, Loan ID - R1D320115934                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1805 | PA      | $1367.00      | 0.00%             | 2027-09-25      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382688                    | Capital Asset Management, Loan ID - R1D1382688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2958 | PA      | $1951.00      | 0.00%             | 2028-10-01      | Fixed         | 10.48%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D362733412                           | Bank of America, Loan ID - R1D362733412                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5061 | PA      | $3831.00      | 0.00%             | 2027-08-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373527                    | Capital Asset Management, Loan ID - R1D1373527                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5126 | PA      | $3382.00      | 0.00%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1376601                    | Capital Asset Management, Loan ID - R1D1376601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2526 | PA      | $1666.00      | 0.00%             | 2021-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386024                    | Capital Asset Management, Loan ID - R1D1386024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5606 | PA      | $3698.00      | 0.00%             | 2028-05-01      | Fixed         | 8.69%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377871                    | Capital Asset Management, Loan ID - R1D1377871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3780 | PA      | $2494.00      | 0.00%             | 2021-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358309                               | Shelving Rock, Loan ID - R1D7358309                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73523 | PA      | $62098.00     | 0.02%             | 2043-08-01      | Fixed         | 6.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7371699                               | Shelving Rock, Loan ID - R1D7371699                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    152385 | PA      | $128704.00    | 0.05%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7372448                               | Shelving Rock, Loan ID - R1D7372448                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    244913 | PA      | $206853.00    | 0.08%             | 2037-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7403476                               | Shelving Rock, Loan ID - R1D7403476                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19307 | PA      | $16306.00     | 0.01%             | 2035-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7358890                               | Shelving Rock, Loan ID - R1D7358890                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    190224 | PA      | $160663.00    | 0.06%             | 2029-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7379247                               | Shelving Rock, Loan ID - R1D7379247                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     64078 | PA      | $54120.00     | 0.02%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501374                               | Shelving Rock, Loan ID - R1D7501374                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44502 | PA      | $37586.00     | 0.01%             | 2026-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005349123                           | Shelving Rock, Loan ID - R1D71005349123                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11648 | PA      | $9838.00      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005332444                           | Shelving Rock, Loan ID - R1D71005332444                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26743 | PA      | $22587.00     | 0.01%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7614380152                            | Shelving Rock, Loan ID - R1D7614380152                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125685 | PA      | $106154.00    | 0.04%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005316541                           | Shelving Rock, Loan ID - R1D71005316541                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14993 | PA      | $12663.00     | 0.01%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71005330611                           | Shelving Rock, Loan ID - R1D71005330611                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23191 | PA      | $19587.00     | 0.01%             | 2026-08-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7616147567                            | Shelving Rock, Loan ID - R1D7616147567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65429 | PA      | $55261.00     | 0.02%             | 2029-05-01      | Fixed         | 11.90%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7501299                               | Shelving Rock, Loan ID - R1D7501299                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35612 | PA      | $30078.00     | 0.01%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7151175171                            | Shelving Rock, Loan ID - R1D7151175171                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20720 | PA      | $17500.00     | 0.01%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150056432                            | Shelving Rock, Loan ID - R1D7150056432                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108868 | PA      | $91950.00     | 0.04%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152139837                            | Shelving Rock, Loan ID - R1D7152139837                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    164473 | PA      | $138914.00    | 0.06%             | 2029-10-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7111713993                            | Shelving Rock, Loan ID - R1D7111713993                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32001 | PA      | $27028.00     | 0.01%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789909929                             | Shelving Rock, Loan ID - R1D789909929                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57320 | PA      | $48412.00     | 0.02%             | 2027-12-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930867                            | Shelving Rock, Loan ID - R1D7612930867                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98392 | PA      | $83102.00     | 0.03%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987016                            | Shelving Rock, Loan ID - R1D7612987016                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71694 | PA      | $60553.00     | 0.02%             | 2025-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446488                            | Shelving Rock, Loan ID - R1D7618446488                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    108993 | PA      | $92055.00     | 0.04%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612838599                            | Shelving Rock, Loan ID - R1D7612838599                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77400 | PA      | $65372.00     | 0.03%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395714                                         | Arivo, Loan ID - C1395714                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19743 | PA      | $19802.00     | 0.01%             | 2029-06-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392258                                         | Arivo, Loan ID - C1392258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16020 | PA      | $16068.00     | 0.01%             | 2029-05-29      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393511                                         | Arivo, Loan ID - C1393511                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20790 | PA      | $20852.00     | 0.01%             | 2029-05-30      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392514                                         | Arivo, Loan ID - C1392514                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19541 | PA      | $19599.00     | 0.01%             | 2029-05-29      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1485900                                         | Arivo, Loan ID - C1485900                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20365 | PA      | $20426.00     | 0.01%             | 2029-09-10      | Fixed         | 19.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488090                                         | Arivo, Loan ID - C1488090                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18531 | PA      | $18587.00     | 0.01%             | 2029-09-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395484                                         | Arivo, Loan ID - C1395484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18930 | PA      | $18987.00     | 0.01%             | 2029-05-18      | Fixed         | 19.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392768                                         | Arivo, Loan ID - C1392768                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17546 | PA      | $17599.00     | 0.01%             | 2029-05-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392568                                         | Arivo, Loan ID - C1392568                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17849 | PA      | $17903.00     | 0.01%             | 2029-05-29      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390630                                         | Arivo, Loan ID - C1390630                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17796 | PA      | $17849.00     | 0.01%             | 2029-05-26      | Fixed         | 15.36%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34868243                                      | Achieve, Loan ID - C34868243                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17996 | PA      | $17350.00     | 0.01%             | 2028-12-20      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394975                                         | Arivo, Loan ID - C1394975                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18830 | PA      | $18886.00     | 0.01%             | 2029-05-26      | Fixed         | 16.75%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34859657                                      | Achieve, Loan ID - C34859657                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18025 | PA      | $17378.00     | 0.01%             | 2028-11-18      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390475                                         | Arivo, Loan ID - C1390475                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18949 | PA      | $19005.00     | 0.01%             | 2029-05-26      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395914                                         | Arivo, Loan ID - C1395914                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10657 | PA      | $10689.00     | 0.00%             | 2029-06-03      | Fixed         | 16.09%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391006                                         | Arivo, Loan ID - C1391006                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19955 | PA      | $20015.00     | 0.01%             | 2029-05-27      | Fixed         | 18.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389530                                         | Arivo, Loan ID - C1389530                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18508 | PA      | $18564.00     | 0.01%             | 2029-05-26      | Fixed         | 20.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391280                                         | Arivo, Loan ID - C1391280                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19953 | PA      | $20013.00     | 0.01%             | 2029-05-27      | Fixed         | 20.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392401                                         | Arivo, Loan ID - C1392401                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19274 | PA      | $19331.00     | 0.01%             | 2029-05-29      | Fixed         | 21.44%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394761                                         | Arivo, Loan ID - C1394761                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20701 | PA      | $20763.00     | 0.01%             | 2029-06-01      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24178392                                      | Achieve, Loan ID - C24178392                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15282 | PA      | $14733.00     | 0.01%             | 2028-01-26      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384529                                         | Arivo, Loan ID - C1384529                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23655 | PA      | $23726.00     | 0.01%             | 2029-05-30      | Fixed         | 22.20%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390165                                         | Arivo, Loan ID - C1390165                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19811 | PA      | $19871.00     | 0.01%             | 2029-05-26      | Fixed         | 20.08%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493661                                         | Arivo, Loan ID - C1493661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31955 | PA      | $32051.00     | 0.01%             | 2029-09-23      | Fixed         | 21.05%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389544                                      | Achieve, Loan ID - C31389544                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18399 | PA      | $17739.00     | 0.01%             | 2026-06-15      | Fixed         | 18.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393472                                         | Arivo, Loan ID - C1393472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34520 | PA      | $34624.00     | 0.01%             | 2029-05-30      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389201                                         | Arivo, Loan ID - C1389201                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29799 | PA      | $29888.00     | 0.01%             | 2029-05-14      | Fixed         | 14.61%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24891649                                      | Achieve, Loan ID - C24891649                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24233 | PA      | $23363.00     | 0.01%             | 2027-02-01      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C32811890                                      | Achieve, Loan ID - C32811890                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26886 | PA      | $25921.00     | 0.01%             | 2027-11-21      | Fixed         | 18.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24118254                                      | Achieve, Loan ID - C24118254                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12921 | PA      | $12457.00     | 0.00%             | 2028-01-25      | Fixed         | 16.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992707                                      | Achieve, Loan ID - C23992707                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28645 | PA      | $27617.00     | 0.01%             | 2027-12-04      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617982608                            | Shelving Rock, Loan ID - R1D9617982608                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    147957 | PA      | $112521.00    | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158991614                            | Shelving Rock, Loan ID - R1D9158991614                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54439 | PA      | $41401.00     | 0.02%             | 2041-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148855                            | Shelving Rock, Loan ID - R1D9158148855                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    129604 | PA      | $98564.00     | 0.04%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618450936                            | Shelving Rock, Loan ID - R1D9618450936                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88612 | PA      | $67389.00     | 0.03%             | 2029-06-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148600650                            | Shelving Rock, Loan ID - R1D9148600650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41875 | PA      | $31846.00     | 0.01%             | 2042-02-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613207661                            | Shelving Rock, Loan ID - R1D9613207661                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55030 | PA      | $41850.00     | 0.02%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989993682                             | Shelving Rock, Loan ID - R1D989993682                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28210 | PA      | $21454.00     | 0.01%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146661473                            | Shelving Rock, Loan ID - R1D9146661473                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87088 | PA      | $66230.00     | 0.03%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9156031844                            | Shelving Rock, Loan ID - R1D9156031844                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37601 | PA      | $28596.00     | 0.01%             | 2032-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989925469                             | Shelving Rock, Loan ID - R1D989925469                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19207 | PA      | $14607.00     | 0.01%             | 2030-11-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612960286                            | Shelving Rock, Loan ID - R1D9612960286                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35765 | PA      | $27199.00     | 0.01%             | 2045-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158767452                            | Shelving Rock, Loan ID - R1D9158767452                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68069 | PA      | $51767.00     | 0.02%             | 2037-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612072348                            | Shelving Rock, Loan ID - R1D9612072348                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18853 | PA      | $14338.00     | 0.01%             | 2031-05-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618442362                            | Shelving Rock, Loan ID - R1D9618442362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57721 | PA      | $43897.00     | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612844068                            | Shelving Rock, Loan ID - R1D9612844068                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136000 | PA      | $103428.00    | 0.04%             | 2029-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618448088                            | Shelving Rock, Loan ID - R1D9618448088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27610 | PA      | $20997.00     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999375                            | Shelving Rock, Loan ID - R1D9612999375                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23984 | PA      | $18240.00     | 0.01%             | 2029-09-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618449102                            | Shelving Rock, Loan ID - R1D9618449102                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66003 | PA      | $50195.00     | 0.02%             | 2029-05-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618452650                            | Shelving Rock, Loan ID - R1D9618452650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141023 | PA      | $107248.00    | 0.04%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618455380                            | Shelving Rock, Loan ID - R1D9618455380                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109963 | PA      | $83627.00     | 0.03%             | 2025-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155934430                            | Shelving Rock, Loan ID - R1D9155934430                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40900 | PA      | $31104.00     | 0.01%             | 2030-04-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613142967                            | Shelving Rock, Loan ID - R1D9613142967                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13829 | PA      | $10517.00     | 0.00%             | 2029-05-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612943639                            | Shelving Rock, Loan ID - R1D9612943639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59083 | PA      | $44933.00     | 0.02%             | 2027-02-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394007                                         | Arivo, Loan ID - C1394007                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14682 | PA      | $14726.00     | 0.01%             | 2029-05-30      | Fixed         | 21.30%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1383648                                         | Arivo, Loan ID - C1383648                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19670 | PA      | $19729.00     | 0.01%             | 2027-11-12      | Fixed         | 22.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1486798                                         | Arivo, Loan ID - C1486798                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16836 | PA      | $16886.00     | 0.01%             | 2029-09-12      | Fixed         | 21.98%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396148                                      | Achieve, Loan ID - C31396148                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16852 | PA      | $16247.00     | 0.01%             | 2028-06-30      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23885575                                      | Achieve, Loan ID - C23885575                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9478 | PA      | $9138.00      | 0.00%             | 2027-01-24      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489582                                         | Arivo, Loan ID - C1489582                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16343 | PA      | $16392.00     | 0.01%             | 2029-09-16      | Fixed         | 16.43%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31384566                                      | Achieve, Loan ID - C31384566                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18046 | PA      | $17398.00     | 0.01%             | 2028-07-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34873664                                      | Achieve, Loan ID - C34873664                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14907 | PA      | $14372.00     | 0.01%             | 2028-12-20      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23301086                                      | Achieve, Loan ID - C23301086                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15316 | PA      | $14766.00     | 0.01%             | 2028-02-13      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394590                                         | Arivo, Loan ID - C1394590                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15689 | PA      | $15736.00     | 0.01%             | 2029-05-17      | Fixed         | 14.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387765                                         | Arivo, Loan ID - C1387765                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18805 | PA      | $18862.00     | 0.01%             | 2029-05-23      | Fixed         | 22.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393263                                         | Arivo, Loan ID - C1393263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20594 | PA      | $20656.00     | 0.01%             | 2029-05-30      | Fixed         | 19.71%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24770901                                      | Achieve, Loan ID - C24770901                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10063 | PA      | $9701.00      | 0.00%             | 2026-12-25      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381533                                         | Arivo, Loan ID - C1381533                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17965 | PA      | $18019.00     | 0.01%             | 2029-05-13      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387802                                         | Arivo, Loan ID - C1387802                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16124 | PA      | $16173.00     | 0.01%             | 2029-05-22      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381923                                         | Arivo, Loan ID - C1381923                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18083 | PA      | $18137.00     | 0.01%             | 2029-05-23      | Fixed         | 20.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391610                                         | Arivo, Loan ID - C1391610                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20812 | PA      | $20875.00     | 0.01%             | 2029-05-13      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394218                                         | Arivo, Loan ID - C1394218                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17183 | PA      | $17234.00     | 0.01%             | 2029-05-17      | Fixed         | 17.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1381078                                         | Arivo, Loan ID - C1381078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21425 | PA      | $21490.00     | 0.01%             | 2029-05-27      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154664695                            | Shelving Rock, Loan ID - R1D7154664695                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45282 | PA      | $38245.00     | 0.02%             | 2037-04-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7131263557                            | Shelving Rock, Loan ID - R1D7131263557                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98451 | PA      | $83151.00     | 0.03%             | 2027-03-01      | Fixed         | 10.62%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D76865188                              | Shelving Rock, Loan ID - R1D76865188                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     60887 | PA      | $51426.00     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153331975                            | Shelving Rock, Loan ID - R1D7153331975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57885 | PA      | $48890.00     | 0.02%             | 2027-02-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157308823                            | Shelving Rock, Loan ID - R1D7157308823                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75081 | PA      | $63413.00     | 0.03%             | 2029-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156530174                            | Shelving Rock, Loan ID - R1D7156530174                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88935 | PA      | $75114.00     | 0.03%             | 2028-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613050301                            | Shelving Rock, Loan ID - R1D7613050301                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21542 | PA      | $18194.00     | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7151117895                            | Shelving Rock, Loan ID - R1D7151117895                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     84568 | PA      | $71426.00     | 0.03%             | 2031-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612815027                            | Shelving Rock, Loan ID - R1D7612815027                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53727 | PA      | $45378.00     | 0.02%             | 2037-01-01      | Fixed         | 8.31%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153125943                            | Shelving Rock, Loan ID - R1D7153125943                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44194 | PA      | $37326.00     | 0.01%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7156105663                            | Shelving Rock, Loan ID - R1D7156105663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43941 | PA      | $37113.00     | 0.01%             | 2029-01-01      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146861634                            | Shelving Rock, Loan ID - R1D7146861634                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50100 | PA      | $42314.00     | 0.02%             | 2031-11-13      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153283112                            | Shelving Rock, Loan ID - R1D7153283112                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32851 | PA      | $27746.00     | 0.01%             | 2027-10-01      | Fixed         | 10.75%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152394494                            | Shelving Rock, Loan ID - R1D7152394494                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61951 | PA      | $52324.00     | 0.02%             | 2031-11-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613171974                            | Shelving Rock, Loan ID - R1D7613171974                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41550 | PA      | $35093.00     | 0.01%             | 2037-04-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7159142975                            | Shelving Rock, Loan ID - R1D7159142975                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25912 | PA      | $21886.00     | 0.01%             | 2037-05-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613048636                            | Shelving Rock, Loan ID - R1D7613048636                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38320 | PA      | $32365.00     | 0.01%             | 2030-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613081298                            | Shelving Rock, Loan ID - R1D7613081298                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     41546 | PA      | $35090.00     | 0.01%             | 2028-01-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155528458                            | Shelving Rock, Loan ID - R1D7155528458                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27608 | PA      | $23318.00     | 0.01%             | 2032-01-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613115377                            | Shelving Rock, Loan ID - R1D7613115377                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5863 | PA      | $4952.00      | 0.00%             | 2032-03-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612982157                            | Shelving Rock, Loan ID - R1D7612982157                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17058 | PA      | $14407.00     | 0.01%             | 2031-12-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789914746                             | Shelving Rock, Loan ID - R1D789914746                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31051 | PA      | $26226.00     | 0.01%             | 2027-12-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153215845                            | Shelving Rock, Loan ID - R1D7153215845                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36986 | PA      | $31239.00     | 0.01%             | 2029-04-01      | Fixed         | 10.88%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160080328                    | CTF Asset Management, Loan ID - R1D89160080328                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300013 | PA      | $262092.00    | 0.10%             | 2033-12-20      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491219                      | CTF Asset Management, Loan ID - R1D865491219                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    225000 | PA      | $196560.00    | 0.08%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083652                    | CTF Asset Management, Loan ID - R1D89160083652                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    231500 | PA      | $202238.00    | 0.08%             | 2025-10-01      | Fixed         | 5.18%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862116231                      | CTF Asset Management, Loan ID - R1D862116231                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    186001 | PA      | $162490.00    | 0.06%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9400157                               | Shelving Rock, Loan ID - R1D9400157                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27862 | PA      | $21189.00     | 0.01%             | 2031-10-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9500145                               | Shelving Rock, Loan ID - R1D9500145                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    134433 | PA      | $102236.00    | 0.04%             | 2041-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9371864                               | Shelving Rock, Loan ID - R1D9371864                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54075 | PA      | $41124.00     | 0.02%             | 2029-11-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9379972                               | Shelving Rock, Loan ID - R1D9379972                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    130741 | PA      | $99428.00     | 0.04%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9284906034                            | Shelving Rock, Loan ID - R1D9284906034                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22080 | PA      | $16792.00     | 0.01%             | 2035-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9241924992                            | Shelving Rock, Loan ID - R1D9241924992                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     73142 | PA      | $55624.00     | 0.02%             | 2027-09-01      | Fixed         | 10.61%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616148953                            | Shelving Rock, Loan ID - R1D9616148953                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    135110 | PA      | $102751.00    | 0.04%             | 2026-04-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617704952                            | Shelving Rock, Loan ID - R1D9617704952                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40580 | PA      | $30861.00     | 0.01%             | 2029-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9284407970                            | Shelving Rock, Loan ID - R1D9284407970                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6478 | PA      | $4927.00      | 0.00%             | 2035-11-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9372093                               | Shelving Rock, Loan ID - R1D9372093                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55829 | PA      | $42458.00     | 0.02%             | 2034-01-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388909                    | Capital Asset Management, Loan ID - R1D1388909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7407 | PA      | $4886.00      | 0.00%             | 2021-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1377909                    | Capital Asset Management, Loan ID - R1D1377909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2667 | PA      | $1759.00      | 0.00%             | 2022-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584709                    | Capital Asset Management, Loan ID - R1D1584709                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7824 | PA      | $5162.00      | 0.00%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391275                    | Capital Asset Management, Loan ID - R1D1391275                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9338 | PA      | $6160.00      | 0.00%             | 2032-02-05      | Fixed         | 14.91%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1393130                    | Capital Asset Management, Loan ID - R1D1393130                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3386 | PA      | $2234.00      | 0.00%             | 2029-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1374601                    | Capital Asset Management, Loan ID - R1D1374601                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9275 | PA      | $6118.00      | 0.00%             | 2028-06-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384420                    | Capital Asset Management, Loan ID - R1D1384420                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16772 | PA      | $11065.00     | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394531                    | Capital Asset Management, Loan ID - R1D1394531                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9805 | PA      | $6468.00      | 0.00%             | 2028-05-01      | Fixed         | 11.89%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345744745                           | Bank of America, Loan ID - R1D345744745                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3969 | PA      | $3005.00      | 0.00%             | 2033-08-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D377116667                           | Bank of America, Loan ID - R1D377116667                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9988 | PA      | $7561.00      | 0.00%             | 2024-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383904                    | Capital Asset Management, Loan ID - R1D1383904                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4305 | PA      | $2840.00      | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373352                    | Capital Asset Management, Loan ID - R1D1373352                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9526 | PA      | $6284.00      | 0.00%             | 2028-12-01      | Fixed         | 10.72%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1386680                    | Capital Asset Management, Loan ID - R1D1386680                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11796 | PA      | $7782.00      | 0.00%             | 2034-02-19      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789996254                             | Shelving Rock, Loan ID - R1D789996254                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65437 | PA      | $55268.00     | 0.02%             | 2029-05-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987966                            | Shelving Rock, Loan ID - R1D7612987966                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55008 | PA      | $46460.00     | 0.02%             | 2026-08-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789997444                             | Shelving Rock, Loan ID - R1D789997444                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51066 | PA      | $43130.00     | 0.02%             | 2026-09-01      | Fixed         | 10.32%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613033455                            | Shelving Rock, Loan ID - R1D7613033455                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42185 | PA      | $35629.00     | 0.01%             | 2026-09-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612782771                            | Shelving Rock, Loan ID - R1D7612782771                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6591 | PA      | $5567.00      | 0.00%             | 2028-09-01      | Fixed         | 12.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7155064828                            | Shelving Rock, Loan ID - R1D7155064828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11389 | PA      | $9620.00      | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618446017                            | Shelving Rock, Loan ID - R1D7618446017                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15506 | PA      | $13096.00     | 0.01%             | 2031-12-01      | Fixed         | 9.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7120449362                            | Shelving Rock, Loan ID - R1D7120449362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13764 | PA      | $11625.00     | 0.00%             | 2031-03-15      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612363572                            | Shelving Rock, Loan ID - R1D7612363572                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11262 | PA      | $9512.00      | 0.00%             | 2036-08-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7110507803                            | Shelving Rock, Loan ID - R1D7110507803                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18895 | PA      | $15958.00     | 0.01%             | 2027-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612968586                            | Shelving Rock, Loan ID - R1D7612968586                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68107 | PA      | $57524.00     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612791616                            | Shelving Rock, Loan ID - R1D7612791616                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    136354 | PA      | $115165.00    | 0.05%             | 2036-12-01      | Fixed         | 6.49%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919657                             | Shelving Rock, Loan ID - R1D789919657                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    232226 | PA      | $196138.00    | 0.08%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147658590                            | Shelving Rock, Loan ID - R1D7147658590                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    296139 | PA      | $250119.00    | 0.10%             | 2027-01-01      | Fixed         | 10.53%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789786346                             | Shelving Rock, Loan ID - R1D789786346                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    161654 | PA      | $136533.00    | 0.05%             | 2029-01-01      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612987701                            | Shelving Rock, Loan ID - R1D7612987701                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37132 | PA      | $31361.00     | 0.01%             | 2032-01-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612935650                            | Shelving Rock, Loan ID - R1D7612935650                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     88475 | PA      | $74726.00     | 0.03%             | 2029-01-01      | Fixed         | 8.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613121615                            | Shelving Rock, Loan ID - R1D7613121615                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    173336 | PA      | $146399.00    | 0.06%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613024009                            | Shelving Rock, Loan ID - R1D7613024009                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     56069 | PA      | $47356.00     | 0.02%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190438                            | Shelving Rock, Loan ID - R1D7613190438                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109976 | PA      | $92886.00     | 0.04%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789931830                             | Shelving Rock, Loan ID - R1D789931830                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     63559 | PA      | $53682.00     | 0.02%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388209                                         | Arivo, Loan ID - C1388209                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4478 | PA      | $4491.00      | 0.00%             | 2029-05-23      | Fixed         | 16.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387867                                         | Arivo, Loan ID - C1387867                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23016 | PA      | $23085.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23253984                                      | Achieve, Loan ID - C23253984                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3579 | PA      | $3451.00      | 0.00%             | 2026-01-15      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389502                                         | Arivo, Loan ID - C1389502                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23775 | PA      | $23846.00     | 0.01%             | 2029-05-28      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391647                                         | Arivo, Loan ID - C1391647                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13702 | PA      | $13743.00     | 0.01%             | 2029-05-29      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392327                                         | Arivo, Loan ID - C1392327                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24592 | PA      | $24666.00     | 0.01%             | 2029-05-14      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31363408                                      | Achieve, Loan ID - C31363408                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24787 | PA      | $23898.00     | 0.01%             | 2028-06-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390640                                         | Arivo, Loan ID - C1390640                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23066 | PA      | $23135.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392982                                         | Arivo, Loan ID - C1392982                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28914 | PA      | $29001.00     | 0.01%             | 2029-05-25      | Fixed         | 20.06%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395328                                         | Arivo, Loan ID - C1395328                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24798 | PA      | $24873.00     | 0.01%             | 2029-05-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31454028                                      | Achieve, Loan ID - C31454028                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25436 | PA      | $24523.00     | 0.01%             | 2028-06-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34910473                                      | Achieve, Loan ID - C34910473                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13722 | PA      | $13229.00     | 0.01%             | 2026-11-20      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395239                                         | Arivo, Loan ID - C1395239                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24823 | PA      | $24897.00     | 0.01%             | 2029-05-30      | Fixed         | 17.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391263                                         | Arivo, Loan ID - C1391263                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28332 | PA      | $28417.00     | 0.01%             | 2029-05-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1489048                                         | Arivo, Loan ID - C1489048                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24306 | PA      | $24379.00     | 0.01%             | 2029-08-30      | Fixed         | 17.77%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385521                                         | Arivo, Loan ID - C1385521                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30201 | PA      | $30292.00     | 0.01%             | 2027-11-19      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391813                                         | Arivo, Loan ID - C1391813                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26786 | PA      | $26867.00     | 0.01%             | 2029-06-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393111                                         | Arivo, Loan ID - C1393111                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25560 | PA      | $25637.00     | 0.01%             | 2029-05-29      | Fixed         | 17.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492310                                         | Arivo, Loan ID - C1492310                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26434 | PA      | $26514.00     | 0.01%             | 2029-09-21      | Fixed         | 20.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393576                                         | Arivo, Loan ID - C1393576                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24082 | PA      | $24154.00     | 0.01%             | 2029-05-30      | Fixed         | 21.54%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388993                                         | Arivo, Loan ID - C1388993                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26000 | PA      | $26078.00     | 0.01%             | 2029-05-23      | Fixed         | 18.21%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390027                                         | Arivo, Loan ID - C1390027                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21860 | PA      | $21925.00     | 0.01%             | 2029-05-23      | Fixed         | 17.15%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386731                                         | Arivo, Loan ID - C1386731                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23006 | PA      | $23075.00     | 0.01%             | 2029-05-23      | Fixed         | 13.45%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23957226                                      | Achieve, Loan ID - C23957226                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4515 | PA      | $4353.00      | 0.00%             | 2025-12-11      | Fixed         | 22.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493370                                         | Arivo, Loan ID - C1493370                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26036 | PA      | $26114.00     | 0.01%             | 2029-09-22      | Fixed         | 19.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395177                                         | Arivo, Loan ID - C1395177                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26478 | PA      | $26557.00     | 0.01%             | 2029-06-02      | Fixed         | 14.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1490051                                         | Arivo, Loan ID - C1490051                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28031 | PA      | $28115.00     | 0.01%             | 2029-09-17      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1378970                                         | Arivo, Loan ID - C1378970                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32968 | PA      | $33067.00     | 0.01%             | 2029-05-22      | Fixed         | 18.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1487273                                         | Arivo, Loan ID - C1487273                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27555 | PA      | $27637.00     | 0.01%             | 2029-09-12      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34739349                                      | Achieve, Loan ID - C34739349                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5129 | PA      | $4945.00      | 0.00%             | 2028-12-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31323216                                      | Achieve, Loan ID - C31323216                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       515 | PA      | $497.00       | 0.00%             | 2025-04-30      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24702290                                      | Achieve, Loan ID - C24702290                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5449 | PA      | $5253.00      | 0.00%             | 2027-12-24      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31391521                                      | Achieve, Loan ID - C31391521                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6307 | PA      | $6080.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31376581                                      | Achieve, Loan ID - C31376581                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7959 | PA      | $7674.00      | 0.00%             | 2028-06-23      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31322342                                      | Achieve, Loan ID - C31322342                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7874 | PA      | $7591.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1486827                                         | Arivo, Loan ID - C1486827                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6890 | PA      | $6911.00      | 0.00%             | 2028-03-12      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34505570                                      | Achieve, Loan ID - C34505570                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5136 | PA      | $4952.00      | 0.00%             | 2026-11-17      | Fixed         | 17.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779142                                      | Achieve, Loan ID - C34779142                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       591 | PA      | $569.00       | 0.00%             | 2025-11-08      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395045                                      | Achieve, Loan ID - C31395045                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8636 | PA      | $8326.00      | 0.00%             | 2028-05-01      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389869                                         | Arivo, Loan ID - C1389869                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9398 | PA      | $9427.00      | 0.00%             | 2027-11-25      | Fixed         | 17.25%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393348                                         | Arivo, Loan ID - C1393348                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10836 | PA      | $10868.00     | 0.00%             | 2029-05-30      | Fixed         | 20.30%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24160824                                      | Achieve, Loan ID - C24160824                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9222 | PA      | $8891.00      | 0.00%             | 2028-01-26      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24284884                                      | Achieve, Loan ID - C24284884                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9227 | PA      | $8895.00      | 0.00%             | 2028-01-20      | Fixed         | 26.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387501                                         | Arivo, Loan ID - C1387501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10552 | PA      | $10584.00     | 0.00%             | 2029-05-22      | Fixed         | 18.90%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34722397                                      | Achieve, Loan ID - C34722397                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8026 | PA      | $7738.00      | 0.00%             | 2027-11-20      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31446756                                      | Achieve, Loan ID - C31446756                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7815 | PA      | $7535.00      | 0.00%             | 2027-06-29      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388466                                      | Achieve, Loan ID - C31388466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9820 | PA      | $9468.00      | 0.00%             | 2028-06-13      | Fixed         | 20.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396534                                      | Achieve, Loan ID - C31396534                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10644 | PA      | $10262.00     | 0.00%             | 2028-07-29      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31404074                                      | Achieve, Loan ID - C31404074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7850 | PA      | $7568.00      | 0.00%             | 2027-06-25      | Fixed         | 14.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24003540                                      | Achieve, Loan ID - C24003540                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437 | PA      | $1385.00      | 0.00%             | 2026-01-25      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395182                                         | Arivo, Loan ID - C1395182                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12788 | PA      | $12827.00     | 0.01%             | 2029-06-02      | Fixed         | 17.67%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34822398                                      | Achieve, Loan ID - C34822398                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9528 | PA      | $9186.00      | 0.00%             | 2027-11-17      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34905741                                      | Achieve, Loan ID - C34905741                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12918 | PA      | $12454.00     | 0.00%             | 2028-12-19      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779309                                      | Achieve, Loan ID - C34779309                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9723 | PA      | $9374.00      | 0.00%             | 2027-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34895842                                      | Achieve, Loan ID - C34895842                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5621 | PA      | $5419.00      | 0.00%             | 2026-10-06      | Fixed         | 14.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24785164                                      | Achieve, Loan ID - C24785164                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10306 | PA      | $9936.00      | 0.00%             | 2027-12-25      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24929161                                      | Achieve, Loan ID - C24929161                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12962 | PA      | $12497.00     | 0.00%             | 2028-03-12      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24234040                                      | Achieve, Loan ID - C24234040                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11634 | PA      | $11216.00     | 0.00%             | 2028-01-27      | Fixed         | 15.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24095448                                      | Achieve, Loan ID - C24095448                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13396 | PA      | $12915.00     | 0.01%             | 2028-02-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1382501                                         | Arivo, Loan ID - C1382501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15734 | PA      | $15781.00     | 0.01%             | 2029-04-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030022                  | PPR Capital Management, Loan ID - R1D51403030022                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153406 | PA      | $75537.00     | 0.03%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030279                  | PPR Capital Management, Loan ID - R1D51403030279                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58608 | PA      | $28858.00     | 0.01%             | 2036-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030352                  | PPR Capital Management, Loan ID - R1D51403030352                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     90128 | PA      | $44379.00     | 0.02%             | 2035-11-01      | Fixed         | 9.15%                 | No            |                  3 | On Loan: No      |
| PPR Capital Management, Loan ID - R1D51403030948                  | PPR Capital Management, Loan ID - R1D51403030948                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22967 | PA      | $11309.00     | 0.00%             | 2038-05-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D676546412                           | Bank of America, Loan ID - R1D676546412                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55703 | PA      | $47754.00     | 0.02%             | 2029-10-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160059548                    | CTF Asset Management, Loan ID - R1D89160059548                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42234 | PA      | $36896.00     | 0.01%             | 2042-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862166335                      | CTF Asset Management, Loan ID - R1D862166335                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-03-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160074370                    | CTF Asset Management, Loan ID - R1D89160074370                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43083 | PA      | $37637.00     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862687082                      | CTF Asset Management, Loan ID - R1D862687082                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48842 | PA      | $42668.00     | 0.02%             | 2052-06-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082824                    | CTF Asset Management, Loan ID - R1D89160082824                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42851 | PA      | $37434.00     | 0.01%             | 2052-11-01      | Fixed         | 7.87%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862302948                      | CTF Asset Management, Loan ID - R1D862302948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48867 | PA      | $42690.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070258                    | CTF Asset Management, Loan ID - R1D89160070258                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     40694 | PA      | $35550.00     | 0.01%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045528                    | CTF Asset Management, Loan ID - R1D89160045528                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32905 | PA      | $28746.00     | 0.01%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083668                    | CTF Asset Management, Loan ID - R1D89160083668                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37229 | PA      | $32524.00     | 0.01%             | 2042-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160058998                    | CTF Asset Management, Loan ID - R1D89160058998                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33232 | PA      | $29031.00     | 0.01%             | 2042-12-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612840629                            | Shelving Rock, Loan ID - R1D9612840629                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67302 | PA      | $51183.00     | 0.02%             | 2030-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613089978                            | Shelving Rock, Loan ID - R1D9613089978                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16160 | PA      | $12290.00     | 0.00%             | 2031-02-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613127596                            | Shelving Rock, Loan ID - R1D9613127596                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18257 | PA      | $13884.00     | 0.01%             | 2026-03-01      | Fixed         | 8.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9131945755                            | Shelving Rock, Loan ID - R1D9131945755                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48378 | PA      | $36792.00     | 0.01%             | 2029-04-01      | Fixed         | 12.12%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612999292                            | Shelving Rock, Loan ID - R1D9612999292                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    427296 | PA      | $324959.00    | 0.13%             | 2027-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612799072                            | Shelving Rock, Loan ID - R1D9612799072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31537 | PA      | $23984.00     | 0.01%             | 2036-12-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613184639                            | Shelving Rock, Loan ID - R1D9613184639                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47975 | PA      | $36485.00     | 0.01%             | 2027-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9157715050                            | Shelving Rock, Loan ID - R1D9157715050                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23929 | PA      | $18198.00     | 0.01%             | 2042-03-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9148506475                            | Shelving Rock, Loan ID - R1D9148506475                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     66864 | PA      | $50850.00     | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612818088                            | Shelving Rock, Loan ID - R1D9612818088                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78177 | PA      | $59453.00     | 0.02%             | 2032-02-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9141942568                            | Shelving Rock, Loan ID - R1D9141942568                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     80182 | PA      | $60978.00     | 0.02%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786385                             | Shelving Rock, Loan ID - R1D989786385                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    132583 | PA      | $100829.00    | 0.04%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1216036                    | Capital Asset Management, Loan ID - R1D1216036                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47097 | PA      | $31070.00     | 0.01%             | 2062-03-19      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184084                    | Capital Asset Management, Loan ID - R1D1184084                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45423 | PA      | $29966.00     | 0.01%             | 2049-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363873763                           | Bank of America, Loan ID - R1D363873763                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36351 | PA      | $27518.00     | 0.01%             | 2029-08-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1406329                    | Capital Asset Management, Loan ID - R1D1406329                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     77224 | PA      | $50945.00     | 0.02%             | 2035-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4176255967                          | Bank of America, Loan ID - R1D4176255967                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15678 | PA      | $11669.00     | 0.00%             | 2032-07-25      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4874021873                          | Bank of America, Loan ID - R1D4874021873                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    147427 | PA      | $109730.00    | 0.04%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875758189                          | Bank of America, Loan ID - R1D4875758189                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    443981 | PA      | $330455.00    | 0.13%             | 2033-03-29      | Fixed         | 2.74%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D4875958325                          | Bank of America, Loan ID - R1D4875958325                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12621 | PA      | $9394.00      | 0.00%             | 2031-12-01      | Fixed         | 8.44%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7146417973                            | Shelving Rock, Loan ID - R1D7146417973                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46665 | PA      | $39413.00     | 0.02%             | 2026-11-15      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612845552                            | Shelving Rock, Loan ID - R1D7612845552                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54645 | PA      | $46153.00     | 0.02%             | 2026-12-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7153681515                            | Shelving Rock, Loan ID - R1D7153681515                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     68542 | PA      | $57890.00     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613204593                            | Shelving Rock, Loan ID - R1D7613204593                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113017 | PA      | $95454.00     | 0.04%             | 2027-02-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149677942                            | Shelving Rock, Loan ID - R1D7149677942                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     98697 | PA      | $83359.00     | 0.03%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612687814                            | Shelving Rock, Loan ID - R1D7612687814                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92988 | PA      | $78538.00     | 0.03%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612946632                            | Shelving Rock, Loan ID - R1D7612946632                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     97148 | PA      | $82051.00     | 0.03%             | 2026-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083654                    | CTF Asset Management, Loan ID - R1D89160083654                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    159895 | PA      | $139684.00    | 0.06%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490872                      | CTF Asset Management, Loan ID - R1D865490872                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    141000 | PA      | $123178.00    | 0.05%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083660                    | CTF Asset Management, Loan ID - R1D89160083660                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    147488 | PA      | $128845.00    | 0.05%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160076994                    | CTF Asset Management, Loan ID - R1D89160076994                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    153023 | PA      | $133681.00    | 0.05%             | 2060-11-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160087568                    | CTF Asset Management, Loan ID - R1D89160087568                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126469 | PA      | $110483.00    | 0.04%             | 2036-05-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062136                    | CTF Asset Management, Loan ID - R1D89160062136                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125943 | PA      | $110024.00    | 0.04%             | 2051-07-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083702                    | CTF Asset Management, Loan ID - R1D89160083702                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    150300 | PA      | $131302.00    | 0.05%             | 2026-07-01      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862525928                      | CTF Asset Management, Loan ID - R1D862525928                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    115000 | PA      | $100464.00    | 0.04%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083682                    | CTF Asset Management, Loan ID - R1D89160083682                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    131187 | PA      | $114605.00    | 0.05%             | 2053-04-01      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160069322                    | CTF Asset Management, Loan ID - R1D89160069322                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    123011 | PA      | $107463.00    | 0.04%             | 2052-07-15      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062096                    | CTF Asset Management, Loan ID - R1D89160062096                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    118790 | PA      | $103775.00    | 0.04%             | 2052-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491052                      | CTF Asset Management, Loan ID - R1D865491052                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    101000 | PA      | $88234.00     | 0.04%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083658                    | CTF Asset Management, Loan ID - R1D89160083658                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    124187 | PA      | $108490.00    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160082820                    | CTF Asset Management, Loan ID - R1D89160082820                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    104523 | PA      | $91311.00     | 0.04%             | 2042-10-01      | Fixed         | 7.99%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083676                    | CTF Asset Management, Loan ID - R1D89160083676                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    106891 | PA      | $93380.00     | 0.04%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862440813                      | CTF Asset Management, Loan ID - R1D862440813                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     92000 | PA      | $80371.00     | 0.03%             | 2052-05-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862731658                      | CTF Asset Management, Loan ID - R1D862731658                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59500 | PA      | $51979.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490997                      | CTF Asset Management, Loan ID - R1D865490997                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52425 | PA      | $45798.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083650                    | CTF Asset Management, Loan ID - R1D89160083650                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61000 | PA      | $53290.00     | 0.02%             | 2028-01-01      | Fixed         | 5.89%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083706                    | CTF Asset Management, Loan ID - R1D89160083706                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49047 | PA      | $42847.00     | 0.02%             | 2035-10-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862389994                      | CTF Asset Management, Loan ID - R1D862389994                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52500 | PA      | $45864.00     | 0.02%             | 2052-04-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862525936                      | CTF Asset Management, Loan ID - R1D862525936                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-05-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491102                      | CTF Asset Management, Loan ID - R1D865491102                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-09-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490948                      | CTF Asset Management, Loan ID - R1D865490948                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862799119                      | CTF Asset Management, Loan ID - R1D862799119                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49425 | PA      | $43178.00     | 0.02%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862651740                      | CTF Asset Management, Loan ID - R1D862651740                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-06-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160062110                    | CTF Asset Management, Loan ID - R1D89160062110                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     52148 | PA      | $45556.00     | 0.02%             | 2041-10-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861388112                      | CTF Asset Management, Loan ID - R1D861388112                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     51500 | PA      | $44990.00     | 0.02%             | 2052-01-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491185                      | CTF Asset Management, Loan ID - R1D865491185                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-10-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160086660                    | CTF Asset Management, Loan ID - R1D89160086660                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47056 | PA      | $41108.00     | 0.02%             | 2052-12-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083666                    | CTF Asset Management, Loan ID - R1D89160083666                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     47158 | PA      | $41197.00     | 0.02%             | 2026-06-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160061988                    | CTF Asset Management, Loan ID - R1D89160061988                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     46849 | PA      | $40927.00     | 0.02%             | 2042-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861221792                      | CTF Asset Management, Loan ID - R1D861221792                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862399514                      | CTF Asset Management, Loan ID - R1D862399514                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861192126                      | CTF Asset Management, Loan ID - R1D861192126                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-01-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862505037                      | CTF Asset Management, Loan ID - R1D862505037                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862829270                      | CTF Asset Management, Loan ID - R1D862829270                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49193 | PA      | $42975.00     | 0.02%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862732045                      | CTF Asset Management, Loan ID - R1D862732045                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D861527735                      | CTF Asset Management, Loan ID - R1D861527735                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50000 | PA      | $43680.00     | 0.02%             | 2052-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1390047                    | Capital Asset Management, Loan ID - R1D1390047                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5265 | PA      | $3473.00      | 0.00%             | 2025-05-05      | Fixed         | 14.35%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321680064                           | Bank of America, Loan ID - R1D321680064                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4038 | PA      | $3057.00      | 0.00%             | 2028-01-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1379505                    | Capital Asset Management, Loan ID - R1D1379505                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       217 | PA      | $143.00       | 0.00%             | 2021-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D677588112                           | Bank of America, Loan ID - R1D677588112                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15315 | PA      | $13130.00     | 0.01%             | 2029-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681784389                           | Bank of America, Loan ID - R1D681784389                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    379955 | PA      | $325735.00    | 0.13%             | 2029-09-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D681965722                           | Bank of America, Loan ID - R1D681965722                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22653 | PA      | $19421.00     | 0.01%             | 2029-10-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682449041                           | Bank of America, Loan ID - R1D682449041                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12482 | PA      | $10701.00     | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D682585998                           | Bank of America, Loan ID - R1D682585998                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       317 | PA      | $272.00       | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D683170000                           | Bank of America, Loan ID - R1D683170000                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17414 | PA      | $14929.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684180712                           | Bank of America, Loan ID - R1D684180712                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4762 | PA      | $4082.00      | 0.00%             | 2029-10-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684517492                           | Bank of America, Loan ID - R1D684517492                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32592 | PA      | $27941.00     | 0.01%             | 2029-10-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D684953503                           | Bank of America, Loan ID - R1D684953503                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14776 | PA      | $12668.00     | 0.01%             | 2029-11-25      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685329020                           | Bank of America, Loan ID - R1D685329020                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4054 | PA      | $3475.00      | 0.00%             | 2029-11-25      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D685968483                           | Bank of America, Loan ID - R1D685968483                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7084 | PA      | $6073.00      | 0.00%             | 2029-11-25      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686170042                           | Bank of America, Loan ID - R1D686170042                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144976 | PA      | $124288.00    | 0.05%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686179719                           | Bank of America, Loan ID - R1D686179719                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6045 | PA      | $5182.00      | 0.00%             | 2029-11-25      | Fixed         | 9.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686281525                           | Bank of America, Loan ID - R1D686281525                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4686 | PA      | $4018.00      | 0.00%             | 2029-11-25      | Fixed         | 13.12%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686392408                           | Bank of America, Loan ID - R1D686392408                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82692 | PA      | $70892.00     | 0.03%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D686481633                           | Bank of America, Loan ID - R1D686481633                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15079 | PA      | $12927.00     | 0.01%             | 2029-11-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D71006123597                           | Shelving Rock, Loan ID - R1D71006123597                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    163349 | PA      | $137965.00    | 0.06%             | 2026-11-01      | Fixed         | 6.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D714141816                             | Shelving Rock, Loan ID - R1D714141816                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    314979 | PA      | $266031.00    | 0.11%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7150554252                            | Shelving Rock, Loan ID - R1D7150554252                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61861 | PA      | $52248.00     | 0.02%             | 2027-05-01      | Fixed         | 7.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7190028                               | Shelving Rock, Loan ID - R1D7190028                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    163214 | PA      | $137850.00    | 0.05%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612930362                            | Shelving Rock, Loan ID - R1D7612930362                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95280 | PA      | $80473.00     | 0.03%             | 2028-12-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612916767                            | Shelving Rock, Loan ID - R1D7612916767                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    142802 | PA      | $120611.00    | 0.05%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7154844109                            | Shelving Rock, Loan ID - R1D7154844109                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    170080 | PA      | $143650.00    | 0.06%             | 2027-02-01      | Fixed         | 10.38%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613190008                            | Shelving Rock, Loan ID - R1D7613190008                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75279 | PA      | $63580.00     | 0.03%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7618434583                            | Shelving Rock, Loan ID - R1D7618434583                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75568 | PA      | $63825.00     | 0.03%             | 2030-02-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158076955                            | Shelving Rock, Loan ID - R1D7158076955                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139147 | PA      | $117523.00    | 0.05%             | 2032-03-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612984567                            | Shelving Rock, Loan ID - R1D7612984567                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     67356 | PA      | $56889.00     | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612795344                            | Shelving Rock, Loan ID - R1D7612795344                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     53865 | PA      | $45494.00     | 0.02%             | 2027-11-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7132056137                            | Shelving Rock, Loan ID - R1D7132056137                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    113851 | PA      | $96159.00     | 0.04%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613170885                            | Shelving Rock, Loan ID - R1D7613170885                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     55924 | PA      | $47233.00     | 0.02%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D728102939                             | Shelving Rock, Loan ID - R1D728102939                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71065 | PA      | $60022.00     | 0.02%             | 2026-04-01      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389271                                         | Arivo, Loan ID - C1389271                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19805 | PA      | $19865.00     | 0.01%             | 2029-06-01      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24808124                                      | Achieve, Loan ID - C24808124                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15053 | PA      | $14513.00     | 0.01%             | 2028-02-13      | Fixed         | 23.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388383                                         | Arivo, Loan ID - C1388383                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16919 | PA      | $16970.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393081                                         | Arivo, Loan ID - C1393081                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16375 | PA      | $16424.00     | 0.01%             | 2029-05-30      | Fixed         | 14.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397666                                         | Arivo, Loan ID - C1397666                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21273 | PA      | $21336.00     | 0.01%             | 2029-06-05      | Fixed         | 21.96%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388265                                         | Arivo, Loan ID - C1388265                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17233 | PA      | $17285.00     | 0.01%             | 2029-05-23      | Fixed         | 20.41%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1493394                                         | Arivo, Loan ID - C1493394                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22202 | PA      | $22268.00     | 0.01%             | 2029-09-22      | Fixed         | 24.34%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387840                                         | Arivo, Loan ID - C1387840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21207 | PA      | $21271.00     | 0.01%             | 2029-05-22      | Fixed         | 20.11%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492950                                         | Arivo, Loan ID - C1492950                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22850 | PA      | $22918.00     | 0.01%             | 2029-09-22      | Fixed         | 22.61%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391235                                         | Arivo, Loan ID - C1391235                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19283 | PA      | $19341.00     | 0.01%             | 2029-05-30      | Fixed         | 17.93%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23902626                                      | Achieve, Loan ID - C23902626                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15371 | PA      | $14819.00     | 0.01%             | 2028-01-23      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391008                                         | Arivo, Loan ID - C1391008                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20890 | PA      | $20953.00     | 0.01%             | 2029-05-27      | Fixed         | 21.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395983                                         | Arivo, Loan ID - C1395983                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19471 | PA      | $19529.00     | 0.01%             | 2029-06-03      | Fixed         | 16.84%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C18648251                                      | Achieve, Loan ID - C18648251                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11793 | PA      | $11369.00     | 0.00%             | 2026-12-14      | Fixed         | 20.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24931645                                      | Achieve, Loan ID - C24931645                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2662 | PA      | $2566.00      | 0.00%             | 2027-12-30      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394614                                         | Arivo, Loan ID - C1394614                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25451 | PA      | $25527.00     | 0.01%             | 2029-06-01      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394691                                         | Arivo, Loan ID - C1394691                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25328 | PA      | $25404.00     | 0.01%             | 2029-06-01      | Fixed         | 15.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31388907                                      | Achieve, Loan ID - C31388907                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19541 | PA      | $18840.00     | 0.01%             | 2027-06-16      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389338                                         | Arivo, Loan ID - C1389338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26850 | PA      | $26931.00     | 0.01%             | 2029-05-25      | Fixed         | 20.35%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31386911                                      | Achieve, Loan ID - C31386911                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24661 | PA      | $23775.00     | 0.01%             | 2028-06-16      | Fixed         | 21.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391427                                         | Arivo, Loan ID - C1391427                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6722 | PA      | $6742.00      | 0.00%             | 2029-05-28      | Fixed         | 19.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395472                                         | Arivo, Loan ID - C1395472                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28925 | PA      | $29012.00     | 0.01%             | 2029-06-02      | Fixed         | 17.21%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C22902472                                      | Achieve, Loan ID - C22902472                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16349 | PA      | $15762.00     | 0.01%             | 2026-12-10      | Fixed         | 16.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387393                                         | Arivo, Loan ID - C1387393                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28131 | PA      | $28216.00     | 0.01%             | 2029-05-25      | Fixed         | 16.86%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24281913                                      | Achieve, Loan ID - C24281913                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24626 | PA      | $23742.00     | 0.01%             | 2028-02-29      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389039                                         | Arivo, Loan ID - C1389039                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30644 | PA      | $30736.00     | 0.01%             | 2029-05-09      | Fixed         | 18.71%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395055                                         | Arivo, Loan ID - C1395055                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31078 | PA      | $31172.00     | 0.01%             | 2029-06-02      | Fixed         | 18.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390735                                         | Arivo, Loan ID - C1390735                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29094 | PA      | $29181.00     | 0.01%             | 2029-05-13      | Fixed         | 18.06%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24328234                                      | Achieve, Loan ID - C24328234                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24602 | PA      | $23719.00     | 0.01%             | 2028-01-29      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24361791                                      | Achieve, Loan ID - C24361791                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27490 | PA      | $26503.00     | 0.01%             | 2028-02-29      | Fixed         | 25.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390443                                         | Arivo, Loan ID - C1390443                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35186 | PA      | $35292.00     | 0.01%             | 2029-05-26      | Fixed         | 17.03%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488990                                         | Arivo, Loan ID - C1488990                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28266 | PA      | $28350.00     | 0.01%             | 2029-09-15      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389587                                         | Arivo, Loan ID - C1389587                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31516 | PA      | $31610.00     | 0.01%             | 2029-05-25      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390501                                         | Arivo, Loan ID - C1390501                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32264 | PA      | $32361.00     | 0.01%             | 2029-05-26      | Fixed         | 15.92%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385548                                         | Arivo, Loan ID - C1385548                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31224 | PA      | $31317.00     | 0.01%             | 2029-05-04      | Fixed         | 14.70%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394001                                         | Arivo, Loan ID - C1394001                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38430 | PA      | $38545.00     | 0.02%             | 2029-05-30      | Fixed         | 21.32%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491219                                         | Arivo, Loan ID - C1491219                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33513 | PA      | $33614.00     | 0.01%             | 2029-09-04      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396322                                      | Achieve, Loan ID - C31396322                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5821 | PA      | $5613.00      | 0.00%             | 2028-07-27      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385540                                         | Arivo, Loan ID - C1385540                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29232 | PA      | $29320.00     | 0.01%             | 2029-05-19      | Fixed         | 13.34%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31370479                                      | Achieve, Loan ID - C31370479                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13653 | PA      | $13163.00     | 0.01%             | 2026-06-22      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393734                                         | Arivo, Loan ID - C1393734                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34636 | PA      | $34740.00     | 0.01%             | 2029-05-25      | Fixed         | 16.87%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23964782                                      | Achieve, Loan ID - C23964782                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27416 | PA      | $26432.00     | 0.01%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903753                                      | Achieve, Loan ID - C34903753                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27862 | PA      | $26861.00     | 0.01%             | 2028-11-10      | Fixed         | 13.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31433338                                      | Achieve, Loan ID - C31433338                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12259 | PA      | $11819.00     | 0.00%             | 2026-06-16      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385661                                         | Arivo, Loan ID - C1385661                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32900 | PA      | $32999.00     | 0.01%             | 2029-05-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24219111                                      | Achieve, Loan ID - C24219111                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18943 | PA      | $18263.00     | 0.01%             | 2026-12-14      | Fixed         | 13.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391483                                         | Arivo, Loan ID - C1391483                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36247 | PA      | $36356.00     | 0.01%             | 2029-05-28      | Fixed         | 16.47%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1380541                                         | Arivo, Loan ID - C1380541                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35105 | PA      | $35210.00     | 0.01%             | 2029-05-22      | Fixed         | 21.95%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391694                                         | Arivo, Loan ID - C1391694                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     37426 | PA      | $37538.00     | 0.01%             | 2029-05-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393979                                         | Arivo, Loan ID - C1393979                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43679 | PA      | $43807.00     | 0.02%             | 2029-05-16      | Fixed         | 21.13%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1483188                                         | Arivo, Loan ID - C1483188                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35194 | PA      | $35300.00     | 0.01%             | 2029-09-07      | Fixed         | 14.64%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31397404                                      | Achieve, Loan ID - C31397404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7527 | PA      | $7257.00      | 0.00%             | 2026-06-24      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24332351                                      | Achieve, Loan ID - C24332351                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33978 | PA      | $32758.00     | 0.01%             | 2027-01-29      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34917068                                      | Achieve, Loan ID - C34917068                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25652 | PA      | $24731.00     | 0.01%             | 2027-11-15      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390516                                         | Arivo, Loan ID - C1390516                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     38394 | PA      | $38509.00     | 0.02%             | 2029-05-26      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394326                                         | Arivo, Loan ID - C1394326                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     35059 | PA      | $35164.00     | 0.01%             | 2029-06-01      | Fixed         | 13.54%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31368567                                      | Achieve, Loan ID - C31368567                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32008 | PA      | $30859.00     | 0.01%             | 2028-06-20      | Fixed         | 16.99%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9150222640                            | Shelving Rock, Loan ID - R1D9150222640                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     65205 | PA      | $49589.00     | 0.02%             | 2029-08-01      | Fixed         | 9.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9249324178                            | Shelving Rock, Loan ID - R1D9249324178                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54212 | PA      | $41228.00     | 0.02%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005337038                           | Shelving Rock, Loan ID - R1D91005337038                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    126902 | PA      | $96509.00     | 0.04%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004729618                           | Shelving Rock, Loan ID - R1D91004729618                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21652 | PA      | $16466.00     | 0.01%             | 2037-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9614389724                            | Shelving Rock, Loan ID - R1D9614389724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    167062 | PA      | $127051.00    | 0.05%             | 2029-11-01      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9617588413                            | Shelving Rock, Loan ID - R1D9617588413                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    180088 | PA      | $136957.00    | 0.05%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9610225724                            | Shelving Rock, Loan ID - R1D9610225724                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     78904 | PA      | $60007.00     | 0.02%             | 2027-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91005327572                           | Shelving Rock, Loan ID - R1D91005327572                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     95853 | PA      | $72896.00     | 0.03%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9616189072                            | Shelving Rock, Loan ID - R1D9616189072                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     61327 | PA      | $46639.00     | 0.02%             | 2036-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9615372729                            | Shelving Rock, Loan ID - R1D9615372729                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71774 | PA      | $54584.00     | 0.02%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9146948925                            | Shelving Rock, Loan ID - R1D9146948925                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    196729 | PA      | $149612.00    | 0.06%             | 2027-10-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989786394                             | Shelving Rock, Loan ID - R1D989786394                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     54413 | PA      | $41381.00     | 0.02%             | 2029-11-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9158148327                            | Shelving Rock, Loan ID - R1D9158148327                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     57428 | PA      | $43674.00     | 0.02%             | 2028-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9612980318                            | Shelving Rock, Loan ID - R1D9612980318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4610 | PA      | $3506.00      | 0.00%             | 2031-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D989906775                             | Shelving Rock, Loan ID - R1D989906775                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7468 | PA      | $5680.00      | 0.00%             | 2026-07-01      | Fixed         | 11.25%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613099894                            | Shelving Rock, Loan ID - R1D9613099894                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     74900 | PA      | $56961.00     | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9613107093                            | Shelving Rock, Loan ID - R1D9613107093                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    109278 | PA      | $83106.00     | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9142583663                            | Shelving Rock, Loan ID - R1D9142583663                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     45263 | PA      | $34423.00     | 0.01%             | 2050-01-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9155752270                            | Shelving Rock, Loan ID - R1D9155752270                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83028 | PA      | $63143.00     | 0.03%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393204                                         | Arivo, Loan ID - C1393204                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17920 | PA      | $17974.00     | 0.01%             | 2029-05-30      | Fixed         | 20.56%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390807                                         | Arivo, Loan ID - C1390807                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19325 | PA      | $19383.00     | 0.01%             | 2029-05-27      | Fixed         | 22.54%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31416188                                      | Achieve, Loan ID - C31416188                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14440 | PA      | $13922.00     | 0.01%             | 2028-06-20      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397185                                         | Arivo, Loan ID - C1397185                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15352 | PA      | $15399.00     | 0.01%             | 2029-06-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31439606                                      | Achieve, Loan ID - C31439606                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11630 | PA      | $11212.00     | 0.00%             | 2027-06-16      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31369376                                      | Achieve, Loan ID - C31369376                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2683 | PA      | $2587.00      | 0.00%             | 2028-06-13      | Fixed         | 19.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23966505                                      | Achieve, Loan ID - C23966505                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13930 | PA      | $13430.00     | 0.01%             | 2028-02-25      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386584                                         | Arivo, Loan ID - C1386584                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16602 | PA      | $16652.00     | 0.01%             | 2029-05-21      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390785                                         | Arivo, Loan ID - C1390785                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15107 | PA      | $15153.00     | 0.01%             | 2029-05-29      | Fixed         | 21.58%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34925650                                      | Achieve, Loan ID - C34925650                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14877 | PA      | $14343.00     | 0.01%             | 2028-11-21      | Fixed         | 21.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34505079                                      | Achieve, Loan ID - C34505079                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15668 | PA      | $15105.00     | 0.01%             | 2028-11-20      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390258                                         | Arivo, Loan ID - C1390258                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15829 | PA      | $15876.00     | 0.01%             | 2029-05-11      | Fixed         | 20.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393122                                         | Arivo, Loan ID - C1393122                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16651 | PA      | $16701.00     | 0.01%             | 2029-05-30      | Fixed         | 18.26%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23988868                                      | Achieve, Loan ID - C23988868                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13405 | PA      | $12924.00     | 0.01%             | 2027-12-10      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31421074                                      | Achieve, Loan ID - C31421074                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11430 | PA      | $11019.00     | 0.00%             | 2027-06-23      | Fixed         | 22.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391342                                         | Arivo, Loan ID - C1391342                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15586 | PA      | $15632.00     | 0.01%             | 2029-05-28      | Fixed         | 14.93%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391262                                         | Arivo, Loan ID - C1391262                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14738 | PA      | $14782.00     | 0.01%             | 2029-05-27      | Fixed         | 16.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34778675                                      | Achieve, Loan ID - C34778675                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12546 | PA      | $12096.00     | 0.00%             | 2027-10-06      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390766                                         | Arivo, Loan ID - C1390766                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17538 | PA      | $17590.00     | 0.01%             | 2029-05-27      | Fixed         | 17.83%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392780                                         | Arivo, Loan ID - C1392780                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18657 | PA      | $18713.00     | 0.01%             | 2029-05-29      | Fixed         | 24.05%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390345                                         | Arivo, Loan ID - C1390345                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20165 | PA      | $20226.00     | 0.01%             | 2027-11-26      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492664                                         | Arivo, Loan ID - C1492664                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17694 | PA      | $17747.00     | 0.01%             | 2029-09-06      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34763286                                      | Achieve, Loan ID - C34763286                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8976 | PA      | $8654.00      | 0.00%             | 2026-11-20      | Fixed         | 14.49%                | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7152875318                            | Shelving Rock, Loan ID - R1D7152875318                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     69152 | PA      | $58406.00     | 0.02%             | 2027-01-01      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789987287                             | Shelving Rock, Loan ID - R1D789987287                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34476 | PA      | $29118.00     | 0.01%             | 2037-03-01      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789806906                             | Shelving Rock, Loan ID - R1D789806906                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    197028 | PA      | $166409.00    | 0.07%             | 2032-08-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D789919476                             | Shelving Rock, Loan ID - R1D789919476                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     83157 | PA      | $70234.00     | 0.03%             | 2025-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612362392                            | Shelving Rock, Loan ID - R1D7612362392                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     75201 | PA      | $63515.00     | 0.03%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7149559183                            | Shelving Rock, Loan ID - R1D7149559183                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     49681 | PA      | $41960.00     | 0.02%             | 2043-03-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612822130                            | Shelving Rock, Loan ID - R1D7612822130                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     42449 | PA      | $35853.00     | 0.01%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613006691                            | Shelving Rock, Loan ID - R1D7613006691                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     59472 | PA      | $50230.00     | 0.02%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7158284666                            | Shelving Rock, Loan ID - R1D7158284666                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50258 | PA      | $42448.00     | 0.02%             | 2028-03-31      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7613166206                            | Shelving Rock, Loan ID - R1D7613166206                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19692 | PA      | $16632.00     | 0.01%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7157215669                            | Shelving Rock, Loan ID - R1D7157215669                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7504 | PA      | $6338.00      | 0.00%             | 2044-02-29      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D772832781                             | Shelving Rock, Loan ID - R1D772832781                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15955 | PA      | $13476.00     | 0.01%             | 2028-04-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7147758371                            | Shelving Rock, Loan ID - R1D7147758371                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4654 | PA      | $3931.00      | 0.00%             | 2041-05-10      | Fixed         | 7.90%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612900092                            | Shelving Rock, Loan ID - R1D7612900092                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14263 | PA      | $12046.00     | 0.00%             | 2025-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715103820                             | Shelving Rock, Loan ID - R1D715103820                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50889 | PA      | $42981.00     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D715011                                | Shelving Rock, Loan ID - R1D715011                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    144168 | PA      | $121764.00    | 0.05%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865490955                      | CTF Asset Management, Loan ID - R1D865490955                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    572500 | PA      | $500136.00    | 0.20%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862750500                      | CTF Asset Management, Loan ID - R1D862750500                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    477000 | PA      | $416707.00    | 0.17%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862332325                      | CTF Asset Management, Loan ID - R1D862332325                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $436800.00    | 0.17%             | 2052-04-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862389291                      | CTF Asset Management, Loan ID - R1D862389291                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $262080.00    | 0.10%             | 2052-04-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160059480                    | CTF Asset Management, Loan ID - R1D89160059480                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192988 | PA      | $168594.00    | 0.07%             | 2051-11-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044688                    | CTF Asset Management, Loan ID - R1D89160044688                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    192030 | PA      | $167757.00    | 0.07%             | 2064-04-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862849351                      | CTF Asset Management, Loan ID - R1D862849351                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    151198 | PA      | $132087.00    | 0.05%             | 2052-07-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160083678                    | CTF Asset Management, Loan ID - R1D89160083678                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     39006 | PA      | $34075.00     | 0.01%             | 2027-07-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160084244                    | CTF Asset Management, Loan ID - R1D89160084244                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29387 | PA      | $25672.00     | 0.01%             | 2053-01-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862465398                      | CTF Asset Management, Loan ID - R1D862465398                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27000 | PA      | $23587.00     | 0.01%             | 2052-05-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491128                      | CTF Asset Management, Loan ID - R1D865491128                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6809 | PA      | $5948.00      | 0.00%             | 2052-09-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862922356                      | CTF Asset Management, Loan ID - R1D862922356                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24596 | PA      | $21487.00     | 0.01%             | 2052-07-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160070304                    | CTF Asset Management, Loan ID - R1D89160070304                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22521 | PA      | $19674.00     | 0.01%             | 2062-09-01      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491029                      | CTF Asset Management, Loan ID - R1D865491029                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14031 | PA      | $12258.00     | 0.00%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160045474                    | CTF Asset Management, Loan ID - R1D89160045474                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22056 | PA      | $19268.00     | 0.01%             | 2053-06-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D865491078                      | CTF Asset Management, Loan ID - R1D865491078                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20000 | PA      | $17472.00     | 0.01%             | 2052-08-01      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044748                    | CTF Asset Management, Loan ID - R1D89160044748                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14944 | PA      | $13055.00     | 0.01%             | 2039-05-01      | Fixed         | 11.70%                | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89992031886                    | CTF Asset Management, Loan ID - R1D89992031886                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11794 | PA      | $10304.00     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D862739529                      | CTF Asset Management, Loan ID - R1D862739529                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8340 | PA      | $7286.00      | 0.00%             | 2052-06-01      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D89160044690                    | CTF Asset Management, Loan ID - R1D89160044690                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12456 | PA      | $10882.00     | 0.00%             | 2037-07-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CTF Asset Management, Loan ID - R1D891600380381                   | CTF Asset Management, Loan ID - R1D891600380381                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       258 | PA      | $225.00       | 0.00%             | 2028-08-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004736151                           | Shelving Rock, Loan ID - R1D91004736151                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     87373 | PA      | $66447.00     | 0.03%             | 2036-12-01      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9200612828                            | Shelving Rock, Loan ID - R1D9200612828                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96122 | PA      | $73101.00     | 0.03%             | 2029-03-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D91004717785                           | Shelving Rock, Loan ID - R1D91004717785                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    139723 | PA      | $106259.00    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D930560148                             | Shelving Rock, Loan ID - R1D930560148                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    102662 | PA      | $78074.00     | 0.03%             | 2028-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9618205744                            | Shelving Rock, Loan ID - R1D9618205744                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36705 | PA      | $27914.00     | 0.01%             | 2031-03-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D9310904                               | Shelving Rock, Loan ID - R1D9310904                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     89537 | PA      | $68093.00     | 0.03%             | 2029-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1330504                    | Capital Asset Management, Loan ID - R1D1330504                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1785 | PA      | $1177.00      | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333231                    | Capital Asset Management, Loan ID - R1D1333231                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11498 | PA      | $7585.00      | 0.00%             | 2037-08-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D331184438                           | Bank of America, Loan ID - R1D331184438                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10477 | PA      | $7931.00      | 0.00%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D333118907                           | Bank of America, Loan ID - R1D333118907                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6227 | PA      | $4714.00      | 0.00%             | 2028-11-01      | Fixed         | 8.62%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582848                    | Capital Asset Management, Loan ID - R1D1582848                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11335 | PA      | $7478.00      | 0.00%             | 2032-05-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1388781                    | Capital Asset Management, Loan ID - R1D1388781                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13649 | PA      | $9004.00      | 0.00%             | 2035-12-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1387610                    | Capital Asset Management, Loan ID - R1D1387610                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13567 | PA      | $8950.00      | 0.00%             | 2032-09-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331024                    | Capital Asset Management, Loan ID - R1D1331024                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14346 | PA      | $9464.00      | 0.00%             | 2023-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582190                    | Capital Asset Management, Loan ID - R1D1582190                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7789 | PA      | $5138.00      | 0.00%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1395613                    | Capital Asset Management, Loan ID - R1D1395613                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14939 | PA      | $9856.00      | 0.00%             | 2023-02-01      | Fixed         | 14.81%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1391842                    | Capital Asset Management, Loan ID - R1D1391842                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13578 | PA      | $8957.00      | 0.00%             | 2035-06-28      | Fixed         | 13.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1389180                    | Capital Asset Management, Loan ID - R1D1389180                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13399 | PA      | $8839.00      | 0.00%             | 2027-03-01      | Fixed         | 11.06%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1583331                    | Capital Asset Management, Loan ID - R1D1583331                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11483 | PA      | $7575.00      | 0.00%             | 2027-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1332368                    | Capital Asset Management, Loan ID - R1D1332368                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9628 | PA      | $6351.00      | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D323613087                           | Bank of America, Loan ID - R1D323613087                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7492 | PA      | $5671.00      | 0.00%             | 2031-10-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1272438                    | Capital Asset Management, Loan ID - R1D1272438                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15205 | PA      | $10031.00     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D363420996                           | Bank of America, Loan ID - R1D363420996                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8689 | PA      | $6577.00      | 0.00%             | 2029-05-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333871                    | Capital Asset Management, Loan ID - R1D1333871                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18357 | PA      | $12110.00     | 0.00%             | 2047-04-13      | Fixed         | 14.13%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331435                    | Capital Asset Management, Loan ID - R1D1331435                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21507 | PA      | $14188.00     | 0.01%             | 2024-04-04      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1246972                    | Capital Asset Management, Loan ID - R1D1246972                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18743 | PA      | $12365.00     | 0.00%             | 2035-11-01      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D334715743                           | Bank of America, Loan ID - R1D334715743                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20812 | PA      | $15754.00     | 0.01%             | 2036-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D347751887                           | Bank of America, Loan ID - R1D347751887                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15356 | PA      | $11624.00     | 0.00%             | 2028-11-25      | Fixed         | 8.25%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1314775                    | Capital Asset Management, Loan ID - R1D1314775                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20429 | PA      | $13477.00     | 0.01%             | 2037-10-28      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404291                    | Capital Asset Management, Loan ID - R1D1404291                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24036 | PA      | $15857.00     | 0.01%             | 2061-08-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584745                    | Capital Asset Management, Loan ID - R1D1584745                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21564 | PA      | $14226.00     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321458571                           | Bank of America, Loan ID - R1D321458571                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11396 | PA      | $8627.00      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1584833                    | Capital Asset Management, Loan ID - R1D1584833                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19405 | PA      | $12801.00     | 0.01%             | 2031-04-01      | Fixed         | 11.97%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D138888                     | Capital Asset Management, Loan ID - R1D138888                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25694 | PA      | $16950.00     | 0.01%             | 2057-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D332396107                           | Bank of America, Loan ID - R1D332396107                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20593 | PA      | $15589.00     | 0.01%             | 2028-06-01      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D368227582                           | Bank of America, Loan ID - R1D368227582                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21913 | PA      | $16588.00     | 0.01%             | 2028-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D326967519                           | Bank of America, Loan ID - R1D326967519                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12506 | PA      | $9467.00      | 0.00%             | 2030-02-01      | Fixed         | 8.75%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1526783                    | Capital Asset Management, Loan ID - R1D1526783                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23708 | PA      | $15640.00     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D338003284                           | Bank of America, Loan ID - R1D338003284                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14021 | PA      | $10614.00     | 0.00%             | 2041-09-01      | Fixed         | 11.12%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D320404870                           | Bank of America, Loan ID - R1D320404870                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3571 | PA      | $2703.00      | 0.00%             | 2038-07-01      | Fixed         | 9.88%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1333909                    | Capital Asset Management, Loan ID - R1D1333909                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26887 | PA      | $17737.00     | 0.01%             | 2031-11-01      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1184992                    | Capital Asset Management, Loan ID - R1D1184992                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32187 | PA      | $21234.00     | 0.01%             | 2043-11-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D345587535                           | Bank of America, Loan ID - R1D345587535                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27471 | PA      | $20795.00     | 0.01%             | 2036-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1316742                    | Capital Asset Management, Loan ID - R1D1316742                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32754 | PA      | $21608.00     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1331710                    | Capital Asset Management, Loan ID - R1D1331710                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24840 | PA      | $16387.00     | 0.01%             | 2035-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1405485                    | Capital Asset Management, Loan ID - R1D1405485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36815 | PA      | $24287.00     | 0.01%             | 2032-02-01      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1346507                    | Capital Asset Management, Loan ID - R1D1346507                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33322 | PA      | $21982.00     | 0.01%             | 2036-03-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Shelving Rock, Loan ID - R1D7612870923                            | Shelving Rock, Loan ID - R1D7612870923                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33804 | PA      | $28551.00     | 0.01%             | 2033-06-01      | Fixed         | 9.62%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385526                                         | Arivo, Loan ID - C1385526                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20852 | PA      | $20915.00     | 0.01%             | 2029-05-30      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389425                                         | Arivo, Loan ID - C1389425                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23163 | PA      | $23232.00     | 0.01%             | 2029-06-01      | Fixed         | 16.39%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387732                                         | Arivo, Loan ID - C1387732                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21150 | PA      | $21214.00     | 0.01%             | 2029-05-23      | Fixed         | 20.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392104                                         | Arivo, Loan ID - C1392104                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22073 | PA      | $22139.00     | 0.01%             | 2029-05-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390700                                         | Arivo, Loan ID - C1390700                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21514 | PA      | $21578.00     | 0.01%             | 2029-05-27      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393075                                         | Arivo, Loan ID - C1393075                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22107 | PA      | $22173.00     | 0.01%             | 2029-05-15      | Fixed         | 15.31%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392420                                         | Arivo, Loan ID - C1392420                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19024 | PA      | $19081.00     | 0.01%             | 2027-11-29      | Fixed         | 14.43%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388855                                         | Arivo, Loan ID - C1388855                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19571 | PA      | $19630.00     | 0.01%             | 2029-05-15      | Fixed         | 22.90%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393593                                         | Arivo, Loan ID - C1393593                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22144 | PA      | $22211.00     | 0.01%             | 2029-06-01      | Fixed         | 14.46%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24228404                                      | Achieve, Loan ID - C24228404                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13225 | PA      | $12750.00     | 0.01%             | 2027-01-27      | Fixed         | 19.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1488570                                         | Arivo, Loan ID - C1488570                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5039 | PA      | $5054.00      | 0.00%             | 2029-09-14      | Fixed         | 12.98%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391838                                         | Arivo, Loan ID - C1391838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25688 | PA      | $25765.00     | 0.01%             | 2029-05-28      | Fixed         | 22.66%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393720                                         | Arivo, Loan ID - C1393720                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20019 | PA      | $20079.00     | 0.01%             | 2029-05-30      | Fixed         | 14.52%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389972                                         | Arivo, Loan ID - C1389972                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8227 | PA      | $8252.00      | 0.00%             | 2029-05-26      | Fixed         | 15.58%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388696                                         | Arivo, Loan ID - C1388696                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22290 | PA      | $22356.00     | 0.01%             | 2029-05-12      | Fixed         | 19.23%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395338                                         | Arivo, Loan ID - C1395338                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26108 | PA      | $26186.00     | 0.01%             | 2029-06-03      | Fixed         | 19.73%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392840                                         | Arivo, Loan ID - C1392840                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20966 | PA      | $21029.00     | 0.01%             | 2029-05-29      | Fixed         | 18.14%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392838                                         | Arivo, Loan ID - C1392838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21987 | PA      | $22053.00     | 0.01%             | 2029-05-14      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392421                                         | Arivo, Loan ID - C1392421                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22959 | PA      | $23028.00     | 0.01%             | 2029-05-28      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390709                                         | Arivo, Loan ID - C1390709                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23773 | PA      | $23845.00     | 0.01%             | 2029-05-27      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394447                                         | Arivo, Loan ID - C1394447                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22690 | PA      | $22758.00     | 0.01%             | 2029-06-01      | Fixed         | 15.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386680                                         | Arivo, Loan ID - C1386680                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       790 | PA      | $792.00       | 0.00%             | 2029-05-21      | Fixed         | 17.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388512                                         | Arivo, Loan ID - C1388512                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19926 | PA      | $19986.00     | 0.01%             | 2029-05-23      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31402076                                      | Achieve, Loan ID - C31402076                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8953 | PA      | $8632.00      | 0.00%             | 2026-06-27      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392924                                         | Arivo, Loan ID - C1392924                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25482 | PA      | $25558.00     | 0.01%             | 2029-06-04      | Fixed         | 22.50%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391067                                         | Arivo, Loan ID - C1391067                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22068 | PA      | $22134.00     | 0.01%             | 2029-05-27      | Fixed         | 17.91%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385054                                         | Arivo, Loan ID - C1385054                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23531 | PA      | $23602.00     | 0.01%             | 2029-05-18      | Fixed         | 16.82%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392016                                         | Arivo, Loan ID - C1392016                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24252 | PA      | $24325.00     | 0.01%             | 2029-05-30      | Fixed         | 20.47%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385838                                         | Arivo, Loan ID - C1385838                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22241 | PA      | $22307.00     | 0.01%             | 2029-05-29      | Fixed         | 17.85%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394076                                         | Arivo, Loan ID - C1394076                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22018 | PA      | $22084.00     | 0.01%             | 2029-06-01      | Fixed         | 18.67%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1395036                                         | Arivo, Loan ID - C1395036                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26565 | PA      | $26645.00     | 0.01%             | 2029-05-18      | Fixed         | 18.60%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392580                                         | Arivo, Loan ID - C1392580                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22713 | PA      | $22781.00     | 0.01%             | 2029-05-30      | Fixed         | 14.42%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24786979                                      | Achieve, Loan ID - C24786979                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22780 | PA      | $21962.00     | 0.01%             | 2028-03-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1483586                                         | Arivo, Loan ID - C1483586                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27448 | PA      | $27531.00     | 0.01%             | 2029-09-07      | Fixed         | 24.37%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1387295                                         | Arivo, Loan ID - C1387295                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24481 | PA      | $24554.00     | 0.01%             | 2029-05-22      | Fixed         | 18.89%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1397113                                         | Arivo, Loan ID - C1397113                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28020 | PA      | $28104.00     | 0.01%             | 2029-06-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388509                                         | Arivo, Loan ID - C1388509                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     24511 | PA      | $24584.00     | 0.01%             | 2029-05-25      | Fixed         | 21.26%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491340                                         | Arivo, Loan ID - C1491340                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22634 | PA      | $22702.00     | 0.01%             | 2029-09-04      | Fixed         | 15.51%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1491409                                         | Arivo, Loan ID - C1491409                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23910 | PA      | $23982.00     | 0.01%             | 2029-09-20      | Fixed         | 17.65%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1480324                                         | Arivo, Loan ID - C1480324                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     29456 | PA      | $29544.00     | 0.01%             | 2029-09-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1490515                                         | Arivo, Loan ID - C1490515                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23723 | PA      | $23794.00     | 0.01%             | 2029-09-04      | Fixed         | 19.68%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31399171                                      | Achieve, Loan ID - C31399171                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21756 | PA      | $20975.00     | 0.01%             | 2028-06-29      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24173305                                      | Achieve, Loan ID - C24173305                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4390 | PA      | $4233.00      | 0.00%             | 2027-01-15      | Fixed         | 21.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31405619                                      | Achieve, Loan ID - C31405619                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6757 | PA      | $6515.00      | 0.00%             | 2028-06-16      | Fixed         | 23.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31392604                                      | Achieve, Loan ID - C31392604                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6896 | PA      | $6648.00      | 0.00%             | 2028-06-13      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24002565                                      | Achieve, Loan ID - C24002565                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6469 | PA      | $6237.00      | 0.00%             | 2027-12-10      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31424651                                      | Achieve, Loan ID - C31424651                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6909 | PA      | $6661.00      | 0.00%             | 2028-06-14      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23511393                                      | Achieve, Loan ID - C23511393                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       725 | PA      | $699.00       | 0.00%             | 2026-01-20      | Fixed         | 25.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31358659                                      | Achieve, Loan ID - C31358659                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6886 | PA      | $6638.00      | 0.00%             | 2028-06-12      | Fixed         | 20.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31359319                                      | Achieve, Loan ID - C31359319                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6991 | PA      | $6740.00      | 0.00%             | 2028-06-12      | Fixed         | 21.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34651006                                      | Achieve, Loan ID - C34651006                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6537 | PA      | $6302.00      | 0.00%             | 2027-10-06      | Fixed         | 25.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34921910                                      | Achieve, Loan ID - C34921910                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1575 | PA      | $1519.00      | 0.00%             | 2025-11-07      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34780323                                      | Achieve, Loan ID - C34780323                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       427 | PA      | $412.00       | 0.00%             | 2025-10-01      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34779394                                      | Achieve, Loan ID - C34779394                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       446 | PA      | $430.00       | 0.00%             | 2025-11-10      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31355554                                      | Achieve, Loan ID - C31355554                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7782 | PA      | $7502.00      | 0.00%             | 2028-06-16      | Fixed         | 24.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31389230                                      | Achieve, Loan ID - C31389230                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2107 | PA      | $2031.00      | 0.00%             | 2028-06-16      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392009                                         | Arivo, Loan ID - C1392009                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6691 | PA      | $6711.00      | 0.00%             | 2027-11-13      | Fixed         | 16.29%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1388406                                         | Arivo, Loan ID - C1388406                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7776 | PA      | $7799.00      | 0.00%             | 2029-05-23      | Fixed         | 16.50%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23992646                                      | Achieve, Loan ID - C23992646                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7450 | PA      | $7182.00      | 0.00%             | 2028-01-15      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31394748                                      | Achieve, Loan ID - C31394748                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6418 | PA      | $6188.00      | 0.00%             | 2027-06-29      | Fixed         | 23.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31396302                                      | Achieve, Loan ID - C31396302                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7773 | PA      | $7494.00      | 0.00%             | 2028-07-26      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24842245                                      | Achieve, Loan ID - C24842245                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6539 | PA      | $6304.00      | 0.00%             | 2027-12-26      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24783767                                      | Achieve, Loan ID - C24783767                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3632 | PA      | $3502.00      | 0.00%             | 2028-03-09      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941009                                      | Achieve, Loan ID - C24941009                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6065 | PA      | $5847.00      | 0.00%             | 2027-02-13      | Fixed         | 20.24%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23500788                                      | Achieve, Loan ID - C23500788                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6883 | PA      | $6635.00      | 0.00%             | 2028-01-15      | Fixed         | 8.49%                 | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1385469                                         | Arivo, Loan ID - C1385469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11683 | PA      | $11718.00     | 0.00%             | 2028-11-19      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34924262                                      | Achieve, Loan ID - C34924262                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10318 | PA      | $9948.00      | 0.00%             | 2027-11-10      | Fixed         | 24.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31395796                                      | Achieve, Loan ID - C31395796                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11435 | PA      | $11025.00     | 0.00%             | 2028-07-30      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392078                                         | Arivo, Loan ID - C1392078                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3692 | PA      | $3703.00      | 0.00%             | 2029-05-28      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1391652                                         | Arivo, Loan ID - C1391652                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14695 | PA      | $14739.00     | 0.01%             | 2029-05-25      | Fixed         | 19.57%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31375823                                      | Achieve, Loan ID - C31375823                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9693 | PA      | $9345.00      | 0.00%             | 2027-06-18      | Fixed         | 24.24%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392322                                         | Arivo, Loan ID - C1392322                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13431 | PA      | $13471.00     | 0.01%             | 2027-11-14      | Fixed         | 20.61%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34903520                                      | Achieve, Loan ID - C34903520                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12598 | PA      | $12146.00     | 0.00%             | 2028-11-07      | Fixed         | 25.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24838632                                      | Achieve, Loan ID - C24838632                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12537 | PA      | $12087.00     | 0.00%             | 2028-03-11      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1390140                                         | Arivo, Loan ID - C1390140                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14076 | PA      | $14118.00     | 0.01%             | 2029-05-26      | Fixed         | 21.88%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1394484                                         | Arivo, Loan ID - C1394484                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     14000 | PA      | $14042.00     | 0.01%             | 2029-06-01      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23300084                                      | Achieve, Loan ID - C23300084                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9816 | PA      | $9464.00      | 0.00%             | 2027-01-25      | Fixed         | 16.49%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1386089                                         | Arivo, Loan ID - C1386089                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16846 | PA      | $16897.00     | 0.01%             | 2029-05-22      | Fixed         | 20.20%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31440568                                      | Achieve, Loan ID - C31440568                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     12173 | PA      | $11736.00     | 0.00%             | 2028-06-15      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393343                                         | Arivo, Loan ID - C1393343                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7205 | PA      | $7227.00      | 0.00%             | 2029-05-26      | Fixed         | 19.96%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24119783                                      | Achieve, Loan ID - C24119783                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10581 | PA      | $10201.00     | 0.00%             | 2028-01-20      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392970                                         | Arivo, Loan ID - C1392970                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13680 | PA      | $13721.00     | 0.01%             | 2029-05-15      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24100561                                      | Achieve, Loan ID - C24100561                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6613 | PA      | $6376.00      | 0.00%             | 2027-12-14      | Fixed         | 26.74%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24708215                                      | Achieve, Loan ID - C24708215                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8914 | PA      | $8594.00      | 0.00%             | 2027-02-03      | Fixed         | 17.74%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1393159                                         | Arivo, Loan ID - C1393159                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15131 | PA      | $15176.00     | 0.01%             | 2027-11-25      | Fixed         | 21.09%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31407785                                      | Achieve, Loan ID - C31407785                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4512 | PA      | $4350.00      | 0.00%             | 2026-06-25      | Fixed         | 19.99%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24250851                                      | Achieve, Loan ID - C24250851                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2440 | PA      | $2353.00      | 0.00%             | 2026-01-20      | Fixed         | 9.24%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24808507                                      | Achieve, Loan ID - C24808507                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4470 | PA      | $4310.00      | 0.00%             | 2026-02-02      | Fixed         | 18.99%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1492454                                         | Arivo, Loan ID - C1492454                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21214 | PA      | $21277.00     | 0.01%             | 2029-09-07      | Fixed         | 19.01%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392844                                         | Arivo, Loan ID - C1392844                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19706 | PA      | $19765.00     | 0.01%             | 2029-05-29      | Fixed         | 17.97%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1396446                                         | Arivo, Loan ID - C1396446                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21177 | PA      | $21241.00     | 0.01%             | 2029-06-04      | Fixed         | 20.57%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1389469                                         | Arivo, Loan ID - C1389469                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     20631 | PA      | $20692.00     | 0.01%             | 2029-05-25      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392651                                         | Arivo, Loan ID - C1392651                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22552 | PA      | $22620.00     | 0.01%             | 2029-06-02      | Fixed         | 20.27%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1392364                                         | Arivo, Loan ID - C1392364                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     21785 | PA      | $21850.00     | 0.01%             | 2029-05-29      | Fixed         | 22.07%                | No            |                  3 | On Loan: No      |
| Arivo, Loan ID - C1384317                                         | Arivo, Loan ID - C1384317                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     22791 | PA      | $22860.00     | 0.01%             | 2029-05-18      | Fixed         | 20.55%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321285469                           | Bank of America, Loan ID - R1D321285469                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9160 | PA      | $6934.00      | 0.00%             | 2024-06-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1404613                    | Capital Asset Management, Loan ID - R1D1404613                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4672 | PA      | $3082.00      | 0.00%             | 2025-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D341220853                           | Bank of America, Loan ID - R1D341220853                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9116 | PA      | $6901.00      | 0.00%             | 2028-10-25      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1582271                    | Capital Asset Management, Loan ID - R1D1582271                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18747 | PA      | $12368.00     | 0.00%             | 2028-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C23993537                                      | Achieve, Loan ID - C23993537                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     16754 | PA      | $16153.00     | 0.01%             | 2026-12-16      | Fixed         | 22.99%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321802346                           | Bank of America, Loan ID - R1D321802346                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2855 | PA      | $2161.00      | 0.00%             | 2042-07-01      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392795                    | Capital Asset Management, Loan ID - R1D1392795                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5716 | PA      | $3771.00      | 0.00%             | 2021-11-01      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1392485                    | Capital Asset Management, Loan ID - R1D1392485                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5153 | PA      | $3399.00      | 0.00%             | 2022-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1382459                    | Capital Asset Management, Loan ID - R1D1382459                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8526 | PA      | $5625.00      | 0.00%             | 2024-09-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1394267                    | Capital Asset Management, Loan ID - R1D1394267                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2876 | PA      | $1897.00      | 0.00%             | 2022-10-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1373336                    | Capital Asset Management, Loan ID - R1D1373336                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       731 | PA      | $482.00       | 0.00%             | 2022-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1384406                    | Capital Asset Management, Loan ID - R1D1384406                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9112 | PA      | $6011.00      | 0.00%             | 2023-07-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321567782                           | Bank of America, Loan ID - R1D321567782                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3845 | PA      | $2911.00      | 0.00%             | 2035-07-01      | Fixed         | 10.12%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1383898                    | Capital Asset Management, Loan ID - R1D1383898                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6813 | PA      | $4495.00      | 0.00%             | 2028-03-01      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1390407                    | Capital Asset Management, Loan ID - R1D1390407                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        88 | PA      | $58.00        | 0.00%             | 2021-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D348255384                           | Bank of America, Loan ID - R1D348255384                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4006 | PA      | $3032.00      | 0.00%             | 2035-06-01      | Fixed         | 12.62%                | No            |                  3 | On Loan: No      |
| Bank of America, Loan ID - R1D321772642                           | Bank of America, Loan ID - R1D321772642                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4414 | PA      | $3342.00      | 0.00%             | 2024-07-01      | Fixed         | 12.88%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1395006                    | Capital Asset Management, Loan ID - R1D1395006                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      8083 | PA      | $5332.00      | 0.00%             | 2030-02-28      | Fixed         | 13.69%                | No            |                  3 | On Loan: No      |
| Capital Asset Management, Loan ID - R1D1233673                    | Capital Asset Management, Loan ID - R1D1233673                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      7842 | PA      | $5173.00      | 0.00%             | 2027-02-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31390921                                      | Achieve, Loan ID - C31390921                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2623 | PA      | $2529.00      | 0.00%             | 2027-06-13      | Fixed         | 22.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C24941466                                      | Achieve, Loan ID - C24941466                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2406 | PA      | $2320.00      | 0.00%             | 2026-12-30      | Fixed         | 26.49%                | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C34918363                                      | Achieve, Loan ID - C34918363                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        41 | PA      | $40.00        | 0.00%             | 2025-11-15      | Fixed         | 5.99%                 | No            |                  3 | On Loan: No      |
| Achieve, Loan ID - C31393020                                      | Achieve, Loan ID - C31393020                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4929 | PA      | $4752.00      | 0.00%             | 2028-07-27      | Fixed         | 26.99%                | No            |                  3 | On Loan: No      |
| Wilmington U.S. Government Money Market Fund, Institutional Class | Wilmington U.S. Government Money Market Fund, Institutional Class | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    416893 | NS      | $416893.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank Money Market Deposit Account                            | U.S. Bank Money Market Deposit Account                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    167722 | NS      | $167722.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MSN 803 TRUST                                                     | MSN 803 TRUST                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |         1 | OU      | $8956562.98   | 3.57%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2331911 | PA      | $-2331911.25  | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1707449 | PA      | $-1707448.70  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -837637 | PA      | $-837636.81   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2460107 | PA      | $-2460107.49  | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO RBC REVERSE REPO                                     | REVERSE REPO RBC REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3032000 | PA      | $-3032000.00  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2559435 | PA      | $-2559435.00  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2188156 | PA      | $-2188156.25  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO UBS REVERSE REPO                                     | REVERSE REPO UBS REVERSE REPO                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2712435 | PA      | $-2712435.00  | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1773000 | PA      | $-1773000.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1758000 | PA      | $-1758000.00  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1526000 | PA      | $-1526000.00  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1467000 | PA      | $-1467000.00  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2146000 | PA      | $-2146000.00  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2078000 | PA      | $-2078000.00  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2068000 | PA      | $-2068000.00  | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3099000 | PA      | $-3099000.00  | -1.24%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2120000 | PA      | $-2120000.00  | -0.85%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2246000 | PA      | $-2246000.00  | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2984000 | PA      | $-2984000.00  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1718000 | PA      | $-1718000.00  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2492000 | PA      | $-2492000.00  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2006000 | PA      | $-2006000.00  | -0.80%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1771000 | PA      | $-1771000.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -1876029 | PA      | $-1876028.55  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2736615 | PA      | $-2736614.63  | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -2594494 | PA      | $-2594493.55  | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO JPM CHASE                                            | REVERSE REPO JPM CHASE                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3037298 | PA      | $-3037298.22  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |   -743000 | PA      | $-743000.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| REVERSE REPO Lucid Capital Markets LLC                            | REVERSE REPO Lucid Capital Markets LLC                            | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |  -3206000 | PA      | $-3206000.00  | -1.28%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-100963.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2253.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $16039.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $6473.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $110315.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-13793.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                               | BOUGHT EUR/SOLD USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-6756.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                               | SOLD EUR/BOUGHT USD                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-91883.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** John Hancock Marathon Asset-Based Lending Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer